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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~person:"Escanciano, Juan Carlos"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Volatility"
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Volatility
Estimation
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Escanciano, Juan Carlos
Hautsch, Nikolaus
Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Jung, Robert
2
Li, Junye
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Akdeniz, Levent
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Altay-Salih, Aslihan
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Journal of applied econometrics
Journal of banking & finance
SFB 649 discussion paper
7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
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2
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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