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~accessRights:"restricted"
~person:"Buch, Claudia M."
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
~subject:"Volatility"
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Buch, Claudia M.
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Gupta, Rangan
138
Ma, Feng
89
Bouri, Elie
85
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61
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1
Great moderation at the firm level? : unconditional vs. conditional output volatility
Buch, Claudia M.
;
Doepke, Joerg
;
Stahn, Kerstin
- In:
The B.E. journal of economic analysis & policy
9
(
2009
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009549118
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2
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
4
Portfoliodiversifikation und die Volatilität internationaler Kapitalströme
Buch, Claudia M.
;
Pierdzioch, Christian
;
Stadtmann, Georg
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
34
(
2005
)
2
,
pp. 93-97
Persistent link: https://www.econbiz.de/10002565818
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5
Der Rückgang konjunktureller Schwankungen in Deutschland : bessere Geldpolitik oder nur Glück gehabt?
Buch, Claudia M.
;
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Zeitschrift für Wirtschaftspolitik
53
(
2004
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10002106420
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6
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
7
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
8
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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