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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Apergēs, Nikolaos"
~person:"Wang, Yazhen"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~subject:"Volatilität"
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Kapitaleinkommen
Volatility
Volatilität
Börsenkurs
5
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Apergēs, Nikolaos
Wang, Yazhen
Todorov, Viktor
15
Bollerslev, Tim
11
Tauchen, George Eugene
7
Gupta, Rangan
6
Li, Jia
6
Andersen, Torben
5
Bouri, Elie
5
Kim, Donggyu
5
Aït-Sahalia, Yacine
4
Bohl, Martin T.
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
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3
Fan, Jianqing
3
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3
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3
Malik, Farooq
3
Patton, Andrew J.
3
Roubaud, David
3
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3
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Zhou, Hao
3
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Asai, Manabu
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2
Demirer, Rıza
2
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2
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China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working papers / University of Connecticut, Department of Economics
4
Applied economics letters
2
Applied financial economics
2
Economic modelling
2
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2
KAIST College of Business Working Paper Series No
2
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
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1
Econometric theory
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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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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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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1
Kredit und Kapital
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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ECONIS (ZBW)
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1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
3
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
4
The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
Saved in:
5
The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 27-35
Persistent link: https://www.econbiz.de/10014428131
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