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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~person:"Chen Zhou"
~person:"Conrad, Christian"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Chen Zhou
Conrad, Christian
Dark, Jonathan
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Applied financial economics
Journal of empirical finance
Discussion paper series / University of Heidelberg, Department of Economics
5
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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1
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
2
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
3
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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