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~isPartOf:"International review of financial analysis"
~person:"Bollerslev, Tim"
~person:"Gil-Alaña, Luis A."
~person:"Morelli, David"
~person:"Spagnolo, Nicola"
~person:"Todorov, Viktor"
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Search: subject_exact:"Volatility"
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Volatility
5
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5
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4
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2
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Bollerslev, Tim
Gil-Alaña, Luis A.
Morelli, David
Spagnolo, Nicola
Todorov, Viktor
Bouri, Elie
11
Ma, Feng
10
Corbet, Shaen
6
Lau, Chi Keung
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Xiong, Xiong
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International review of financial analysis
Journal of econometrics
33
Economics and finance working paper series
25
CESifo working papers
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
NBER working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The journal of finance : the journal of the American Finance Association
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Journal of economics and finance
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Documento de trabajo / Fundación de las Cajas de Ahorros
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial Institutions Center
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Foreign exchange markets
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International economic review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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ECONIS (ZBW)
5
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1
Striking the implied volatility of US drone companies
Bevilacqua, Mattia
;
Morelli, David
;
Uzan, Paola Sultana …
- In:
International review of financial analysis
77
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012806309
Saved in:
2
Asymmetric implied market volatility and terrorist attacks
Bevilacqua, Mattia
;
Morelli, David
;
Uzan, Paola Sultana …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012299223
Saved in:
3
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
4
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
5
The relationship between conditional stock market volatility and conditional macroeconomic volatility empirical evidence based on UK data
Morelli, David
- In:
International review of financial analysis
11
(
2002
)
1
,
pp. 101-110
Persistent link: https://www.econbiz.de/10001745214
Saved in:
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