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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"Risk management"
~subject:"Volatilität"
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Börsenkurs
Risk management
Volatilität
Theorie
2,365
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2,365
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389
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389
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374
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Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Gupta, Rangan
6
McAleer, Michael
5
Renault, Eric
5
Andersen, Torben
4
Hallin, Marc
4
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4
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4
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4
Yu, Jun
4
Asai, Manabu
3
Barigozzi, Matteo
3
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3
Diebold, Francis X.
3
Ghysels, Eric
3
Grammig, Joachim
3
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3
Sensoy, Ahmet
3
Taylor, Robert
3
Wu, Xinyu
3
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2
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2
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2
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2
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2
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2
Fan, Jianqing
2
Fernandes, Marcelo
2
Gallant, A. Ronald
2
Garcia, René
2
Gillas, Konstantinos Gkillas
2
Gonçalves, Sílvia
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Finance research letters
Journal of econometrics
NBER working paper series
375
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364
NBER Working Paper
308
Journal of banking & finance
270
The journal of finance : the journal of the American Finance Association
189
The review of financial studies
183
Discussion paper / Centre for Economic Policy Research
178
Journal of financial economics
177
Insurance / Mathematics & economics
175
Economics letters
159
Journal of empirical finance
159
European journal of operational research : EJOR
155
Journal of economic dynamics & control
148
International journal of theoretical and applied finance
141
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135
International review of financial analysis
133
International review of economics & finance : IREF
123
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116
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115
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110
Mathematical finance : an international journal of mathematics, statistics and financial theory
109
The European journal of finance
109
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108
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105
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104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
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96
Journal of international money and finance
95
The North American journal of economics and finance : a journal of financial economics studies
94
Applied economics letters
93
International journal of forecasting
89
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87
SpringerLink / Bücher
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Management science : journal of the Institute for Operations Research and the Management Sciences
85
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83
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79
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ECONIS (ZBW)
365
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1
Stock price reaction to ECB communication : Introductory Statements vs. Questions & Answers
Baranowski, Pawel
;
Bennani, Hamza
;
Doryń, Wirginia
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472089
Saved in:
2
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
3
Mean-Maximum Drawdown optimization of buy-and-hold portfolios using a multi-objective evolutionary algorithm
Drenovak, Mikica
;
Ranković, Vladimir
;
Urošević, Branko
; …
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341443
Saved in:
4
Unique equilibrium in a model of takeovers involving block trades and tender offers
Oh, Frederick Dongchuhl
;
Baek, Sangkyu
- In:
Finance research letters
15
(
2015
),
pp. 208-214
Persistent link: https://www.econbiz.de/10011553200
Saved in:
5
Cross-shareholding, managerial capabilities, and strategic risk-taking in enterprises : a game or a win-win?
Wang, Shuangjin
;
Zhang, Xiaoqian
;
Cebula, Richard J.
; …
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014531189
Saved in:
6
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
7
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
8
Econometric estimation in long-range dependent volatility models :
theory
and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
9
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
10
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
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