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~isPartOf:"Journal of empirical finance"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Koopman, Siem Jan"
~person:"Medeiros, Marcelo C."
~person:"Morana, Claudio"
~person:"Nelson, Charles R."
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Volatility
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Koopman, Siem Jan
Medeiros, Marcelo C.
Morana, Claudio
Nelson, Charles R.
Christiansen, Charlotte
4
Frijns, Bart
4
Karanasos, Menelaos
3
Klotzle, Marcelo Cabus
3
Pinto, Antônio Carlos Figueiredo
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Wang, Yudong
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Wu, Chongfeng
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Aiube, Fernando Antônio Lucena
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Baillie, Richard
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Bali, Turan G.
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Bollerslev, Tim
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Caporin, Massimiliano
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Chen, Yu-Lun
2
Conrad, Christian
2
Dijk, Dick van
2
Fałdziński, Marcin
2
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2
Ho, Kin-Yip
2
Huang, Ho-chuan
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Indriawan, Ivan
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Kim, Dongcheol
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Laurent, Sébastien
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Nonejad, Nima
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Journal of empirical finance
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
Tinbergen Institute Discussion Papers
31
Tinbergen Institute Discussion Paper
24
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Texto para discussão
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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5
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5
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4
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4
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3
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3
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3
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3
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2
International journal of forecasting
2
Journal of Empirical Finance
2
Journal of international financial markets, institutions & money
2
Journal of regulatory economics
2
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Studies in Nonlinear Dynamics & Econometrics
2
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Working Paper Series / European Central Bank
2
Applied financial economics
1
Applied financial economics letters
1
Assets, beliefs, and equilibria in economic dynamics : essays in honor of Mordecai Kurz ; [presented in a special symposium co-hosted by the Stanford University Department of Economics ... in August 2002]
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Computational Statistics
1
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1
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1
Computing in Economics and Finance 2004
1
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1
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1
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1
Econometric analysis of financial and economic time series ; part a
1
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
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ECONIS (ZBW)
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1
Economic gains of realized
volatility
in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
2
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:
3
Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio
- In:
Journal of empirical finance
29
(
2014
),
pp. 64-79
Persistent link: https://www.econbiz.de/10011300504
Saved in:
4
Why are stock returns and
volatility
negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
5
Structural change and long-range dependence in
volatility
of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
6
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
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