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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Volatility
Zeitreihenanalyse
Theorie
410
Theory
410
Estimation theory
136
Schätztheorie
136
Time series analysis
127
Volatilität
103
Estimation
91
Hedging
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Frey, Bruno S.
Lien, Da-hsiang Donald
McAleer, Michael
Phillips, Peter C. B.
Gupta, Rangan
213
Gil-Alaña, Luis A.
188
Tiwari, Aviral Kumar
100
Bahmani-Oskooee, Mohsen
97
Bouri, Elie
95
Ma, Feng
94
Caporale, Guglielmo Maria
91
Franses, Philip Hans
82
Hammoudeh, Shawkat
71
Wohar, Mark E.
65
Taylor, Robert
64
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63
Kang, Sang Hoon
57
Bollerslev, Tim
56
Leybourne, Stephen James
55
Moosa, Imad A.
54
Mensi, Walid
53
Wang, Yudong
52
Koopman, Siem Jan
50
Serletis, Apostolos
50
Balcilar, Mehmet
49
Xuan Vinh Vo
48
Perron, Pierre
47
Pierdzioch, Christian
46
Teräsvirta, Timo
46
Ghysels, Eric
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Harvey, Andrew C.
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Kumar, Dilip
45
Chang, Tsangyao
44
Corbet, Shaen
43
Zhang, Yaojie
43
Apergēs, Nikolaos
42
Engle, Robert F.
42
Narayan, Paresh Kumar
42
Salisu, Afees A.
42
Andersen, Torben
41
Hegerty, Scott W.
41
Lucey, Brian M.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Advances in futures and options research : a research annual
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Annals of financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
210
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
5
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
6
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
7
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
8
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
9
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
10
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
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