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~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~person:"Christensen, Bent Jesper"
~person:"McAleer, Michael"
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Search: subject:"Volatilität"
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Volatility
11
Volatilität
11
Theorie
4
Theory
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Bond market
2
Börsenkurs
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Christensen, Bent Jesper
McAleer, Michael
Christiansen, Charlotte
6
Nielsen, Morten Ørregaard
6
Busch, Thomas
3
Strunk Hansen, Charlotte
3
Barndorff-Nielsen, Ole E.
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Demir, Ender
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Jackman, Mahalia
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1
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Centre for Analytical Finance <Århus>
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Tourism economics : the business and finance of tourism and recreation
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Econometric Institute research papers
77
Discussion paper / Tinbergen Institute
54
Working paper
40
Econometric reviews
13
Journal of econometrics
11
Tinbergen Institute Discussion Paper
11
Queen's Economics Department working paper
6
The North American journal of economics and finance : a journal of financial economics studies
6
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5
Journal of risk and financial management : JRFM
5
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5
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4
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4
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3
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3
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3
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2
International journal of forecasting
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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1
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Handbook of applied econometrics and statistical inference
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ECONIS (ZBW)
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1
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
Roengchai Tansuchat
- In:
Tourism economics : the business and finance of tourism …
17
(
2011
)
3
,
pp. 481-507
Persistent link: https://www.econbiz.de/10009154780
Saved in:
2
Modelling air passenger arrivals in the Balearic and Canary Islands, Spain
Bartolomé, Ana
;
McAleer, Michael
;
Ramos, Vicente
; …
- In:
Tourism economics : the business and finance of tourism …
15
(
2009
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10003877853
Saved in:
3
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003476066
Saved in:
4
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003341264
Saved in:
5
The information content of treasury bond options concerning future volatility and price jumps
Busch, Thomas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003286582
Saved in:
6
The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
-
2005
Persistent link: https://www.econbiz.de/10002670536
Saved in:
7
The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003221231
Saved in:
8
Forecasting exchange rate volatility in the presence of jumps
Busch, Thomas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003233706
Saved in:
9
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
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