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~isPartOf:"Economics and finance working paper series"
~person:"Gil-Alaña, Luis A."
~person:"Hautsch, Nikolaus"
~subject:"United States"
~subject:"Volatility"
~subject:"Zinsderivat"
~type_genre:"Graue Literatur"
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United States
Volatility
Zinsderivat
Volatilität
9
Time series analysis
7
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7
Estimation
4
Schätzung
4
Structural break
4
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1954-2008
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Gil-Alaña, Luis A.
Hautsch, Nikolaus
Caporale, Guglielmo Maria
33
Spagnolo, Nicola
16
Spagnolo, Fabio
7
Beirne, John
4
Plastun, Alex
4
Moore, Tomoe
3
Ali, Faek Menla
2
Barrell, Ray
2
Hunter, John
2
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2
Kartsaklas, Aris
2
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2
Schulze-Ghattas, Marianne
2
Wang, Ping
2
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1
Al-Maadid, Alanoud
1
Amor, Thouraya Hadj
1
Arin, Kerim Peren
1
Babalos, Vassilios
1
Bhaumik, Sumon Kumar
1
Campos, Nauro
1
Canepa, Alessandra
1
Chen, Qiwei
1
Ciferri, Davide
1
Girardi, Alessandro
1
Ibnrubbian, Abdullah
1
Karanasos, Menelaos G.
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1
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1
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1
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Economics and finance working paper series
SFB 649 discussion paper
10
CFS working paper series
9
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7
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ECONIS (ZBW)
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1
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
2
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
3
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
4
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
5
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
6
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
7
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
8
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
Saved in:
9
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
Saved in:
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