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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~language:"nld"
~language:"pol"
~person:"Bollerslev, Tim"
~person:"Fengler, Matthias R."
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"Großbritannien"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Developing countries
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Bollerslev, Tim
Fengler, Matthias R.
Koopman, Siem Jan
65
McAleer, Michael
60
Lucas, André
35
Bos, Charles S.
25
Chang, Chia-Lin
23
Dijk, Dick van
23
Dijk, Herman K. van
21
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19
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13
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12
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11
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10
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10
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10
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10
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9
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9
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8
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8
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7
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6
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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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Discussion paper / Tinbergen Institute
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
20
Working paper / National Bureau of Economic Research, Inc.
11
CREATES research paper
8
ERID working paper
7
Discussion papers of interdisciplinary research project 373
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Finance and economics discussion series
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The journal of finance : the journal of the American Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER reporter online
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
Saved in:
2
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
3
Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
Saved in:
4
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1996
Persistent link: https://www.econbiz.de/10000929736
Saved in:
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