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Spot Volatility Estimation Usi...
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Volatility
384
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384
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174
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167
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167
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113
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volatility
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Ma, Feng
7
Zhang, Yaojie
6
Kim, Jong-Min
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Jawadi, Fredj
4
McAleer, Michael
4
Sosvilla-Rivero, Simón
4
Zuehlke, Thomas William
4
Balli, Hatice Ozer
3
Blazsek, Szabolcs
3
Clements, Kenneth W.
3
Fabozzi, Frank J.
3
García, Philip
3
Hajilee, Massomeh
3
Hammoudeh, Shawkat
3
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3
Jung, Hojin
3
Liang, Chao
3
Moosa, Imad A.
3
Nguyen, Duc Khuong
3
Racicot, François-Éric
3
Roubaud, David
3
Xu, Dinghai
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
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2
Allen, David E.
2
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2
Bagnarosa, Guillaume
2
Balcilar, Mehmet
2
Balli, Faruk
2
Bollen, Bernard
2
Bonham, Carl Stanley
2
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Applied economics
Journal of econometrics
1,960
MPRA Paper
1,256
Economics letters
1,221
NBER working paper series
810
NBER Working Paper
747
Econometric theory
746
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
743
IZA Discussion Papers
706
Energy economics
687
Working paper / National Bureau of Economic Research, Inc.
682
Finance research letters
677
Discussion paper / Tinbergen Institute
598
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588
Econometric reviews
518
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503
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479
Economic modelling
463
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460
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460
Journal of banking & finance
437
International review of financial analysis
433
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426
The journal of futures markets
395
CESifo working papers
386
International review of economics & finance : IREF
381
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340
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
339
Journal of empirical finance
327
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326
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321
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312
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309
CESifo Working Paper
307
ECB Working Paper
307
Research in international business and finance
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ECONIS (ZBW)
553
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1
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
2
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
3
Evaluating and improving GARCH-based
volatility
forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
4
Linear time-varying regression with a DCC-GARCH model for
volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
5
Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.
;
Papaioannou, Michael G.
- In:
Applied economics
32
(
2000
)
10
,
pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
Saved in:
6
Functional ARCH directional dependence via copula for intraday
volatility
from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
7
What should the value of lambda be in the exponentially weighted moving average
volatility
model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
8
Impacts of derivative markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
9
Analysis of the
volatility
's dependency structure during the subprime crisis
Arruda, Bruno P.
;
Pereira, Pedro L. Valls
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
Saved in:
10
Volatility
and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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