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~isPartOf:"Finance a úvěr"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper series"
~subject:"Share price"
~subject:"Volatilität"
~type:"article"
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Search: subject:"Multivariate"
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Share price
Volatilität
Multivariate distribution
22
Multivariate Verteilung
21
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21
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17
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17
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17
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Molnár, Peter
2
Avdulaj, Krenar
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Finance a úvěr
Journal of empirical finance
Statistical Papers / Springer
Working paper series
Energy economics
53
Economic modelling
24
Finance research letters
24
Journal of econometrics
23
Applied economics
22
Econometric reviews
22
International review of financial analysis
21
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21
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19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
International journal of forecasting
12
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The European journal of finance
12
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11
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
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10
Applied economics letters
9
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9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Review of quantitative finance and accounting
8
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7
Emerging markets, finance and trade : EMFT
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International Journal of Energy Economics and Policy : IJEEP
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6
International journal of economics and financial issues : IJEFI
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International journal of theoretical and applied finance
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The journal of futures markets
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
21
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1
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
2
Multivariate
models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
3
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
4
Long memory dynamics for
multivariate
dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
5
Dependence structure of volatility and illiquidity on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
6
Moments of
multivariate
regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
7
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
8
Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Hung, I-Chung
- In:
Journal of empirical finance
52
(
2019
),
pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
Saved in:
9
Multivariate
fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
10
Grouping stock markets with time-varying Copula-GARCH model
Czapkiewicz, Anna
;
Majdosz, Paweł
- In:
Finance a úvěr
64
(
2014
)
2
,
pp. 144-159
Persistent link: https://www.econbiz.de/10010340205
Saved in:
1
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