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~institution:"Birkbeck College / Department of Economics"
~institution:"Institute of Finance and Accounting <London>"
~subject:"Credit market"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
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1994
Persistent link: https://www.econbiz.de/10000924812
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2
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
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)
-
2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
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4
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
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5
Exploiting short-run predictability
Gomes, Francisco J.
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contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996442
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Exchange rate volatility and international trade : a general equilibrium analysis
Sercu, Piet
(
contributor
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Uppal, Raman
(
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)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
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The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
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8
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
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9
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
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10
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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