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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Green, Rikard"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Ma, Feng"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~person:"Spagnolo, Nicola"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Time series analysis
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25
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11
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Allen, David E.
Bouri, Elie
Chiarella, Carl
Green, Rikard
Gupta, Rangan
Hafner, Christian M.
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Spagnolo, Nicola
Caporale, Guglielmo Maria
10
Gil-Alaña, Luis A.
7
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2
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2
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2
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2
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2
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Avouyi-Dovi, Sanvi
1
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1
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1
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1
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CORE discussion papers : DP
Economics and finance working paper series
Journal of banking & finance
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7
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5
The North American journal of economics and finance : a journal of financial economics studies
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
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1
A simple model for now-casting
volatility
series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
Cross-commodity news transmission and
volatility
spillovers in the German energy markets
Green, Rikard
;
Larsson, Karl
;
Lunina, Veronika
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
Saved in:
3
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
4
Forecasting realized
volatility
in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
5
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
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