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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Barone-Adesi, Giovanni"
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Ma, Feng"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~person:"Spagnolo, Nicola"
~subject:"200-2001"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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200-2001
Time series analysis
Volatility
9
Volatilität
9
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7
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7
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4
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2
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Author
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Allen, David E.
Barone-Adesi, Giovanni
Bouri, Elie
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Spagnolo, Nicola
Bauwens, Luc
2
Kirby, Chris
2
Laurent, Sébastien
2
Sbrana, Giacomo
2
Silvestrini, Andrea
2
Anderson, Heather M.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Berger, Tino
1
Breitung, Jörg
1
Cenesizoglu, Tolga
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Cordis, Adriana S.
1
Erdemlioglu, Deniz
1
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1
Fleming, Jeff
1
Green, Rikard
1
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1
Hamori, Shigeyuki
1
Hansen, Anne Lundgaard
1
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1
Horny, Guillaume
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1
Indriawan, Ivan
1
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1
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1
Lahaye, Jérôme
1
Larsson, Karl
1
Li, Kai
1
Liao, Yin
1
Lunina, Veronika
1
Markellos, Raphaēl N.
1
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1
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CORE discussion papers : DP
Journal of banking & finance
Energy economics
8
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5
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The North American journal of economics and finance : a journal of financial economics studies
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1
Research in international business and finance
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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
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
3
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:
4
Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 959-977
Persistent link: https://www.econbiz.de/10002601077
Saved in:
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