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~institution:"Federal Reserve Bank of St. Louis"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Estimation
Spillover effect
Volatilität
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26
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12
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12
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8
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Guo, Hui
7
Guidolin, Massimo
3
Neely, Christopher J.
3
Savickas, Robert
3
Kim, Chang-jin
2
Piger, Jeremy Max
2
Cassese, Gianluca
1
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1
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1
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1
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1
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Federal Reserve Bank of St. Louis
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60
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33
Centre for Analytical Finance <Århus>
16
Ekonomiska forskningsinstitutet <Stockholm>
15
Institut für Weltwirtschaft
14
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
12
European University Institute / Department of Economics
11
William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Internationaler Währungsfonds / Research Department
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Federal Reserve Bank of New York
9
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6
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6
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6
Instituto Valenciano de Investigaciones Económicas
6
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6
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6
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5
Chambre de commerce et d'industrie de Paris
5
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Does stock market volatility forecast returns : the international evidence
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
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2
Does idiosyncratic risk matter : another look
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
Saved in:
3
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
4
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
5
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
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6
Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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7
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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8
The less volatile U.S. economy : a bayesian investigation of timing, Breadth, and potential explanations
Kim, Chang-jin
(
contributor
);
Nelson, Charles R.
(
contributor
)
-
2003
-
[Elektronische Ressource].rev
Persistent link: https://www.econbiz.de/10001965242
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9
Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics
Neely, Christopher J.
(
contributor
); …
-
2001
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941461
Saved in:
10
A Bayesian approach to counterfactual analysis of structural change
Kim, Chang-jin
(
contributor
);
Morley, James C.
(
contributor
)
-
2004
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10002496905
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