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~isPartOf:"CORE discussion paper : DP"
~subject:"ARCH model"
~subject:"Stock market"
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~type_genre:"Graue Literatur"
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Discussion paper / Tinbergen Institute
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Forecasting volatility in the financial markets
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Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
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2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
2
Understanding volatility dynamics in the EU-ETS market : lessons from the future
Violante, Francesco
;
Violante, Francesco
-
2009
Persistent link: https://www.econbiz.de/10003850995
Saved in:
3
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
4
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
5
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
6
Time transformations, intraday data and volatility models
Giot, Pierre
-
1999
Persistent link: https://www.econbiz.de/10001430828
Saved in:
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