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~isPartOf:"The journal of futures markets"
~language:"bos"
~language:"bul"
~language:"deu"
~language:"eng"
~language:"spa"
~person:"Fonseca, José da"
~source:"econis"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH model
Börsenkurs
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United Kingdom
Volatility
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Fonseca, José da
Tse, Yiuman
11
Frino, Alex
10
Fung, Joseph K. W.
9
Zhang, Jin E.
9
Daigler, Robert T.
8
Wang, George H. K.
7
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4
Chou, Robin K.
4
Chung, Huimin
4
Edwards, Franklin R.
4
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4
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4
Hung, Mao-Wei
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Kurov, Alexander
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McMillan, David G.
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Ramchander, Sanjay
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3
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The journal of futures markets
Applied economics
2
Energy economics
2
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of international money and finance
1
Operations research letters
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ECONIS (ZBW)
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1
Correlation and lead-lag relationships in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 260-285
Persistent link: https://www.econbiz.de/10011669809
Saved in:
2
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
3
Hawkes process : fast calibration, application to trade clustering, and diffuse limit
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 548-579
Persistent link: https://www.econbiz.de/10010371413
Saved in:
4
A joint analysis of the term structure of credit default swap spreads and the implied volatility surface
Fonseca, José da
;
Gottschalk, Katrin
- In:
The journal of futures markets
33
(
2013
)
6
,
pp. 494-517
Persistent link: https://www.econbiz.de/10009756569
Saved in:
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