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~isPartOf:"CREATES research paper"
~subject:"Volatilität"
~subject:"Ölpreis"
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Volatilität
Ölpreis
Volatility
101
Theorie
39
Theory
39
Capital income
25
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25
Time series analysis
25
Zeitreihenanalyse
25
Stochastic process
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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Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
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Christiansen, Charlotte
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7
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Andersen, Torben
6
Teräsvirta, Timo
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Christensen, Bent Jesper
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5
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4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
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Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
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Veraart, Almut E. D.
3
Violante, Francesco
3
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2
Andreasen, Martin Møller
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Barletta, Andrea
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CREATES research paper
Energy economics
642
Finance research letters
589
NBER working paper series
484
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467
International review of financial analysis
419
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416
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380
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374
International review of economics & finance : IREF
368
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360
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324
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197
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184
Pacific-Basin finance journal
172
CESifo working papers
171
International Journal of Energy Economics and Policy : IJEEP
171
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
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160
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155
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151
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ECONIS (ZBW)
101
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101
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1
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:
2
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:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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4
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:
5
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:
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
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:
8
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
9
The Economic Value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
-
2019
-
This version: September 9, 2019
Persistent link: https://www.econbiz.de/10012316428
Saved in:
10
Economic policy uncertainty and long-run stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2018
Persistent link: https://www.econbiz.de/10011864884
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