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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Dong, Yingjie"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Risikomaß"
~subject:"Share price"
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ARCH model
15
ARCH-Modell
15
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10
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10
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7
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7
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5
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Bauwens, Luc
Beljid, Makram
Belkhouja, Mustapha
Dong, Yingjie
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Blazsek, Szabolcs
2
Chen Zhou
2
Conrad, Christian
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Hung, Jui-cheng
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Karanasos, Menelaos
2
Kumar, Dilip
2
Li, Bin
2
Maheswaran, S.
2
McNeil, Alexander J.
2
Mensi, Walid
2
Min, Hong-ghi
2
Molnár, Peter
2
Storti, Giuseppe
2
Su, Jen-je
2
Su, Jung-bin
2
Teräsvirta, Timo
2
Todorova, Neda
2
Ye, Wuyi
2
Abbara, Omar
1
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Alexandre, Fernando
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Baillie, Richard
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Baumöhl, Eduard
1
Baç~ao, Pedro
1
Bee, Marco
1
Bei, Shuhua
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Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
11
International review of financial analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
CORE discussion papers : DP
2
Discussion papers / UCL, Département des Sciences Economiques
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Economics letters
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International journal of forecasting
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
1
Journal of risk and financial management : JRFM
1
LIDAM discussion paper CORE
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
2
Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
Tse, Yiu Kuen
;
Dong, Yingjie
- In:
Journal of empirical finance
28
(
2014
),
pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
Saved in:
3
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
4
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
5
Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
Saved in:
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