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~isPartOf:"Journal of empirical finance"
~person:"Enders, Walter"
~person:"Karanasos, Menelaos"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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Enders, Walter
Karanasos, Menelaos
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
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Journal of empirical finance
Discussion paper series / University of Heidelberg, Department of Economics
3
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International review of financial analysis
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EST Working Paper Series, University of Turin
1
Economic modelling
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Japan and the world economy : international journal of theory and policy
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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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2
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
3
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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