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~isPartOf:"Annals of economics and finance"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Bahri, Dhikra"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Li, Yong"
~person:"Milas, Costas"
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~subject:"Stochastic volatility models"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Bahri, Dhikra
Fabozzi, Frank J.
Lee, Chien-chiang
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Milas, Costas
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Annals of economics and finance
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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
Liquidity shocks and real GDP growth : evidence from a Bayesian time-varying parameter VAR
Ellington, Michael
;
Florackis, Chris
;
Milas, Costas
- In:
Journal of international money and finance
72
(
2017
),
pp. 93-117
Persistent link: https://www.econbiz.de/10011787683
Saved in:
3
Is standard deviation a good measure of volatility? : the case of African markets with price limits
Errais, Eymen
;
Bahri, Dhikra
- In:
Annals of economics and finance
17
(
2016
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10011539105
Saved in:
4
On stock market illiquidity and real-time GDP growth
Florackis, Chris
;
Giorgioni, Gianluigi
;
Kostakis, Alexandros
- In:
Journal of international money and finance
44
(
2014
),
pp. 210-229
Persistent link: https://www.econbiz.de/10010391060
Saved in:
5
Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.
;
Rezania, Omid
;
Račev, Svetlozar T.
; …
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
Saved in:
6
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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