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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Volatility
4
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4
Börsenkurs
2
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Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
3
Koopman, Siem Jan
3
Ruiz, Esther
3
Bos, Charles S.
2
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2
Engle, Robert F.
2
Fengler, Matthias R.
2
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2
Gallo, Giampiero M.
2
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2
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2
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2
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2
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2
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2
Okou, Cédric
2
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2
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2
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2
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1
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1
Bannouh, Karim
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Tinbergen Institute
13
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Tinbergen Institute Discussion Paper
12
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11
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11
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10
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8
School of Accounting, Finance and Economics & FEMARC working paper series
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The journal of finance : the journal of the American Finance Association
6
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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3
International journal of forecasting
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Journal of applied econometrics
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Journal of empirical finance
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Econometric theory
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Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
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1
Volatility
jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 29-80
Persistent link: https://www.econbiz.de/10011588534
Saved in:
2
Volatility
threshold dynamic conditional correlations : an international analysis
Kasch-Haroutounian, Maria
;
Caporin, Massimiliano
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 706-742
Persistent link: https://www.econbiz.de/10010233862
Saved in:
3
Asymmetry and long memory in
volatility
modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
4
Power and bipower variation with stochastic
volatility
and jumps : discussion
Andersen, Torben
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10002575826
Saved in:
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