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Search: subject:"Conditional heteroscedasticity"
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27
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22
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19
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18
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16
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12
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12
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12
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10
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10
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9
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9
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7
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7
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6
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6
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6
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6
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6
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5
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5
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5
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5
Gabauer, David
5
Kang, Sang Hoon
5
Lan Fen Chu
5
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5
Prasad, Eswar S.
5
Tansuchat, Roengchai
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Trojani, Fabio
5
Zhang, Yue-jun
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Baur, Dirk G.
4
Buncic, Daniel
4
Cuñado Eizaguirre, Juncal
4
Dutta, Anupam
4
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4
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19
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831
To raise the golden anchor? : Financial crises and uncertainty during the Great Depression
Ferderer, J. Peter
;
Zalewski, David A.
- In:
The journal of economic history
59
(
1999
)
3
,
pp. 624-658
Persistent link: https://www.econbiz.de/10001415029
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832
Computing value at risk with high frequency data
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 431-455
Persistent link: https://www.econbiz.de/10001505778
Saved in:
833
The intraday multivariate structure of the Eurofutures markets
Ballocchi, Giuseppe
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001505789
Saved in:
834
Government budget deficits and equity market volatility : international evidence
Adrangi, Bahram
;
Allender, Mary Elizabeth
;
Raffiee, Kambiz
- In:
Journal of foreign exchange and international finance : …
13
(
1999
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10001533332
Saved in:
835
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas
-
1998
Persistent link: https://www.econbiz.de/10001416416
Saved in:
836
Common short-term volatility on international stock markets
Knif, Johan
;
Pynnönen, Seppo
-
1998
Persistent link: https://www.econbiz.de/10001543455
Saved in:
837
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
-
1995
Persistent link: https://www.econbiz.de/10013452468
Saved in:
838
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
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