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~isPartOf:"Econometric reviews"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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McAleer, Michael
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Econometric reviews
International review of economics & finance : IREF
The journal of futures markets
128
The review of financial studies
81
Journal of banking & finance
59
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
49
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46
Journal of financial and quantitative analysis : JFQA
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
The North American journal of economics and finance : a journal of financial economics studies
42
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38
International review of financial analysis
36
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35
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32
Finance research letters
30
The review of economics and statistics
30
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29
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of real estate finance and economics
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19
Journal of applied econometrics
17
Journal of multinational financial management
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of fixed income
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Review of quantitative finance and accounting
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ECONIS (ZBW)
48
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1
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
2
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
3
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
4
Sources of exchange-rate volatility : impulses or propagation?
Karras, Georgies
;
Lee, Jin Man
;
Stokes, Houston H.
- In:
International review of economics & finance : IREF
14
(
2005
)
2
,
pp. 213-226
Persistent link: https://www.econbiz.de/10003357392
Saved in:
5
The impact of federal funds target changes on interest rate volatility
Lee, Jim
- In:
International review of economics & finance : IREF
15
(
2006
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10003334412
Saved in:
6
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
7
Small trades and volatility increases after stock splits
Chen, Chun-nan
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
18
(
2009
)
4
,
pp. 592-610
Persistent link: https://www.econbiz.de/10003902672
Saved in:
8
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
9
Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh
;
Guirguis, Hany S.
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
Saved in:
10
Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
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