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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Conrad, Christian"
~source:"econis"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
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Conrad, Christian
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Journal of empirical finance
Journal of risk and financial management : JRFM
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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
2
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
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