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~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Volatility"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Volatility
Theorie
80
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80
Time series analysis
63
Zeitreihenanalyse
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Estimation theory
50
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44
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Santucci de Magistris, Paolo
4
Christensen, Kim
3
Christiansen, Charlotte
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Asgharian, Hossein
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Barletta, Andrea
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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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1
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1
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1
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1
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1
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1
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1
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CREATES research paper
Working paper
98
Economics and finance working paper series
30
Finance and economics discussion series
26
Fisher College of Business working paper series
25
Meddelanden från Svenska Handelshögskolan
23
Working paper series / European Central Bank
22
Cardiff economics working papers
21
Discussion paper / Centre for Economic Policy Research
19
SFB 649 discussion paper
19
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19
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16
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16
Econometric Institute research papers
16
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11
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11
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
11
Discussion papers in economics
10
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working papers series / Federal Reserve Bank of San Francisco
10
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
9
Working papers / Rodney L. White Center for Financial Research
9
Working papers / University of Connecticut, Department of Economics
9
Discussion paper / The University of Western Australia, Business School, Economics
8
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7
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7
Staff reports / Federal Reserve Bank of New York
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7
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7
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7
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6
Discussion paper / Department of Business and Management Science
6
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6
Working paper series
6
Working papers / Brandeis University, Department of Economics and International Business School
6
AFI
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ECONIS (ZBW)
33
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1
Forecasting dynamically asymmetric fluctuations of the U.S.
business
cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
2
House price fluctuations and the
business
cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
7
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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