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Search: subject:"Volatility"
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Volatility
101
Volatilität
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
Estimation
18
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18
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17
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15
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11
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9
Scientific modelling
9
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8
Risk premium
8
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7
Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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102
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Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Andersen, Torben
6
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
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2
Andreasen, Martin Møller
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CREATES research paper
NBER working paper series
692
Energy economics
646
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
616
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595
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591
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447
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442
International review of financial analysis
426
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397
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389
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372
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364
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232
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210
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207
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194
IMF Staff Country Reports
186
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181
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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
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ECONIS (ZBW)
102
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81
Level shifts in
volatility
and the implied-realized
volatility
relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
82
A comprehensive look at financial
volatility
prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2010
Persistent link: https://www.econbiz.de/10008651643
Saved in:
83
The risk-return tradeoff and leverage effect in a stochastic
volatility
-in-mean model
Christensen, Bent Jesper
;
Posedel Šimović, Petra
-
2010
Persistent link: https://www.econbiz.de/10008651660
Saved in:
84
The role of dynamic specification in forecasting
volatility
in the presence of jumps and noisy high-frequency data
Varneskov, Rasmus Tangsgaard
-
2010
Persistent link: https://www.econbiz.de/10008651714
Saved in:
85
Dynamic models of exchange rate dependence using option prices and historical returns
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651727
Saved in:
86
The forecast performance of competing implied
volatility
measures : the case of individual stocks
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651738
Saved in:
87
Realized GARCH : a complete model of returns and realized measures of
volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
88
Intertemporal risk-return trade-off in
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10003963069
Saved in:
89
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
90
How Non-Gaussian shocks affect risk premia in non-linear DSGE models
Andreasen, Martin Møller
-
2010
Persistent link: https://www.econbiz.de/10008659421
Saved in:
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