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~isPartOf:"Forecasting volatility in the financial markets"
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Forecasting volatility in the financial markets
Discussion paper series / IZA
3,002
Working paper / National Bureau of Economic Research, Inc.
2,572
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2,299
NBER Working Paper
2,131
Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Energy economics
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Journal of banking & finance
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
Journal of applied econometrics
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International review of financial analysis
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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Kiel working paper
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The North American journal of economics and finance : a journal of financial economics studies
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Labour economics : official journal of the European Association of Labour Economists
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The American economic review
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1
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob
- In:
Forecasting volatility in the financial markets
,
(pp. 73-100)
.
2007
Persistent link: https://www.econbiz.de/10003872850
Saved in:
3
GARCH predictions and the predictions of option prices
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 279-294)
.
2007
Persistent link: https://www.econbiz.de/10003872994
Saved in:
4
An econometric model of downside risk
Bond, Shaun A.
- In:
Forecasting volatility in the financial markets
,
(pp. 301-331)
.
2007
Persistent link: https://www.econbiz.de/10003873001
Saved in:
5
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
6
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
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