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Search: subject:"Volatility"
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Volatility
33
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33
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3
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2
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2
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NBER working paper series
692
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646
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Finance research letters
616
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595
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591
MPRA Paper
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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364
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267
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245
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240
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232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
194
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
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
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ECONIS (ZBW)
33
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21
Bootstrap union tests for unit roots in the presence of nonstationary
volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
22
Testing for unit roots in the presence of a possible break in trend and nonstationary
volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
23
Nonparametric filtering of the realized spot
volatility
: a kernel-based approach
Kristensen, Dennis
- In:
Econometric theory
26
(
2010
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
Saved in:
24
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Saved in:
25
Negative
volatility
spillovers in the unrestricted ECCC-GARCH model
Conrad, Christian
;
Karanasos, Menelaos
- In:
Econometric theory
26
(
2010
)
3
,
pp. 838-862
Persistent link: https://www.econbiz.de/10003992438
Saved in:
26
Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH (1,1) model
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric theory
25
(
2009
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10003816219
Saved in:
27
Bootstrap unit root tests for time series with nonstationary
volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
28
Nonparametric estimation of the diffusion coefficient of stochastic
volatility
models
Renò, Roberto
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1174-1206
Persistent link: https://www.econbiz.de/10003748738
Saved in:
29
Automated inference and learning in modeling financial
volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
30
The live method for generalized additive
volatility
models
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
Saved in:
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