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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"NBER working paper series"
~person:"Crucini, Mario J."
~person:"Engle, Robert F."
~person:"Weidenmier, Marc D."
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Aktienmarkt
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Volatility
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Volatilität
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1987-2001
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Crucini, Mario J.
Engle, Robert F.
Weidenmier, Marc D.
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
3
Koopman, Siem Jan
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Ruiz, Esther
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
Journal of econometrics
3
Journal of financial economics
3
The review of financial studies
3
Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of economics and statistics
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Econometrics : open access journal
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European economic review : EER
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Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of international economics
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Journal of international money and finance
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Journal of risk
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Review of derivatives research
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The journal of portfolio management : JPM
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
2
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
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