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~isPartOf:"Annals of economics and finance"
~isPartOf:"Journal of economics & business"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Li, Yong"
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~subject:"Stochastic volatility models"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Aktienmarkt
Stochastic volatility models
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2002-2003
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Fabozzi, Frank J.
Lee, Chien-chiang
Li, Yong
Stiglitz, Joseph E.
Chiang, Thomas C.
3
Bailey, Warren
2
Gong, Liutang
2
Johnson, Robert
2
Kandil, Magda
2
Mao, Connie X.
2
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Nikkinen, Jussi
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2
Yu, Jun
2
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1
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1
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Arcuri, Maria Cristina
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Annals of economics and finance
Journal of economics & business
Applied economics
9
Economic modelling
7
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International review of financial analysis
6
The journal of portfolio management : a publication of Institutional Investor
5
Energy economics
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Finance research letters
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The journal of portfolio management : JPM
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International journal of finance & economics : IJFE
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Iranian economic review : journal of University of Tehran
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
3
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1
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
2
Fractals or I.I.D. : evidence of long-range dependence and heavy tailedness from modeling German equity market returns
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of economics & business
59
(
2007
)
6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10003615737
Saved in:
3
Modeling volatility for the Chinese equity markets
Fabozzi, Frank J.
;
Tunaru, Radu
;
Wu, Tony
- In:
Annals of economics and finance
5
(
2004
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10002155277
Saved in:
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