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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Liang, Chao"
~subject:"Volatility"
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Fabozzi, Frank J.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International review of financial analysis
6
Energy economics
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International journal of finance & economics : IJFE
5
Applied economics
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Finance research letters
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International review of economics & finance : IREF
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Bank of Italy Temi di Discussione (Working Paper)
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China finance review international
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Fordham University Schools of Business Research Paper
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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International journal of theoretical and applied finance : IJTAF
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Review of finance : journal of the European Finance Association
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Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
2
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
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