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~isPartOf:"NCER working paper series"
~person:"Clements, Adam"
~person:"Corbet, Shaen"
~person:"Hautsch, Nikolaus"
~person:"Koopman, Siem Jan"
~person:"Kočenda, Evžen"
~person:"Ma, Feng"
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Search: subject_exact:"Volatilität"
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Volatility
23
Volatilität
23
Forecasting model
13
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10
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6
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Clements, Adam
Corbet, Shaen
Hautsch, Nikolaus
Koopman, Siem Jan
Kočenda, Evžen
Ma, Feng
Silvennoinen, Annastiina
7
Becker, Ralf
6
Liao, Yin
6
Hurn, Stan
4
Fuller, Joanne
3
Doolan, Mark
2
Scott, Ayesha
2
Aromi, D.
1
Bu, Di
1
Coleman-Fenn, Christopher
1
Doolan, M. B.
1
Herrera, Rodrigo
1
Lindsay, K. A.
1
McClelland, Andrew
1
O'Neill, Robert
1
Pagan, Adrian R.
1
Papalexiou, Vasilios
1
Preve, Daniel P. A.
1
Rubin, Amir
1
Smith, Daniel R.
1
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1
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NCER working paper series
Discussion paper / Tinbergen Institute
41
Energy economics
25
International review of financial analysis
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Finance research letters
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11
CFS working paper series
9
International review of economics & finance : IREF
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
William Davidson Institute working papers series
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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4
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4
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
4
Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
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ECONIS (ZBW)
23
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1
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
-
2019
Persistent link: https://www.econbiz.de/10012431202
Saved in:
2
Media attention and crude oil volatility : is there any 'new' news in the newspaper?
Aromi, D.
;
Clements, Adam
-
2018
Persistent link: https://www.econbiz.de/10012431188
Saved in:
3
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
4
News and network structures in equity market volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
5
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
6
Public news flow in intraday component models for trading activity and volatility
Clements, Adam
;
Fuller, Joanne
;
Papalexiou, Vasilios
-
2015
Persistent link: https://www.econbiz.de/10011343677
Saved in:
7
Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
-
2015
Persistent link: https://www.econbiz.de/10011343686
Saved in:
8
The impact of information flow and trading activity on gold and oil futures volatility
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343881
Saved in:
9
The role of index jumps and cojumps in forecasting stock index volatility : evidence from the Dow Jones index
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343882
Saved in:
10
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
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