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Volatility
24
Volatilität
24
ARCH model
15
ARCH-Modell
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6
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Bauwens, Luc
11
Hafner, Christian M.
8
Dufays, Arnaud
3
Breitung, Jörg
2
Otranto, Edoardo
2
Preminger, Arie
2
Storti, Giuseppe
2
Sucarrat, Genaro
2
Veredas, David
2
Augustyniak, Maciej
1
Beltran Lopez, Helena
1
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1
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1
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1
Coroneo, Laura
1
Deschamps, Philippe J.
1
Durré, Alain
1
Giot, Pierre
1
Hafter, Christian
1
Herwartz, Helmut
1
Laurent, Sébastien
1
Maxand, Simone
1
Pascual, Roberto
1
Pierret, Diane
1
Rime, Dagfinn
1
Sbrana, Giacomo
1
Silvestrini, Andrea
1
Storti, G.
1
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1
Xu, Yongdeng
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CORE discussion papers : DP
NBER working paper series
692
Energy economics
646
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
616
NBER Working Paper
595
Discussion paper series / IZA
591
MPRA Paper
447
Applied economics
442
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
IMF Working Papers
333
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
292
Research in international business and finance
281
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
194
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
179
Physica A: Statistical Mechanics and its Applications
174
IMF working papers
173
International Journal of Energy Economics and Policy : IJEEP
171
Journal of economic dynamics & control
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
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ECONIS (ZBW)
26
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1
Testing for bubbles in cryptocurrencies with timevarying
volatility
Hafner, Christian M.
-
2018
Persistent link: https://www.econbiz.de/10011993271
Saved in:
2
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
3
A simple model for now-casting
volatility
series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
4
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
5
Alternative formulations of the leverage effect in a stochastic
volatility
model with asymmetric heavy-tailed errors
Deschamps, Philippe J.
-
2015
Persistent link: https://www.econbiz.de/10011289959
Saved in:
6
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
7
A simple model for now-casting
volatility
series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
8
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
9
A new approach to
volatility
modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
10
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
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