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~isPartOf:"CREATES research paper"
~subject:"Stock market"
~subject:"Volatilität"
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Stock market
Volatilität
Ölpreis
Volatility
101
Theorie
39
Theory
39
Capital income
25
Kapitaleinkommen
25
Time series analysis
25
Zeitreihenanalyse
25
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22
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22
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19
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19
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18
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18
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18
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15
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15
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11
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11
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9
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8
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8
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7
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5
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Lunde, Asger
8
Santucci de Magistris, Paolo
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Bollerslev, Tim
7
Christiansen, Charlotte
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7
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6
Teräsvirta, Timo
6
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5
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5
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5
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5
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4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
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3
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3
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3
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3
Violante, Francesco
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2
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CREATES research paper
Energy economics
610
Finance research letters
565
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
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378
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374
International review of economics & finance : IREF
368
The journal of futures markets
360
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339
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324
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321
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265
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264
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261
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253
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246
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242
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239
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197
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195
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191
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184
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172
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170
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169
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166
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157
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150
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ECONIS (ZBW)
101
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101
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21
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
22
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
23
House price fluctuations and the business cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
24
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
Saved in:
25
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
26
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
27
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
28
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
29
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
Saved in:
30
Regularized estimation of structural instability in factor models : the US macroeconomy and the Great Moderation
Callot, Laurent
;
Kristensen, Johannes Tang
-
2015
Persistent link: https://www.econbiz.de/10010529439
Saved in:
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