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~isPartOf:"Journal of money, credit and banking : JMCB"
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Journal of applied econometrics
Journal of money, credit and banking : JMCB
The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
268
The review of financial studies
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1
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
Saved in:
2
The emerging market crisis and stock market linkages : further evidence
Yang, Jian
;
Hsiao, Cheng
;
Li, Qi
;
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 727-744
Persistent link: https://www.econbiz.de/10003387912
Saved in:
3
Anticipating long-term stock market volatility
Conrad, Christian
;
Stürmer, Karin
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1090-1114
Persistent link: https://www.econbiz.de/10011431726
Saved in:
4
A hidden markov model approach to information-based trading : theory and applications
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764
Saved in:
5
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
6
International transmission of U.S. monetary policy shocks : evidence from stock prices
Ammer, John
;
Vega, Clara
;
Wongswan, Jon
- In:
Journal of money, credit and banking : JMCB
42
(
2010
),
pp. 179-198
Persistent link: https://www.econbiz.de/10008757909
Saved in:
7
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-889
Persistent link: https://www.econbiz.de/10003243445
Saved in:
8
Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
Saved in:
9
Is there a positive relationship between stock market volatility and the equity premium?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of money, credit and banking : JMCB
36
(
2004
)
3,1
,
pp. 339-360
Persistent link: https://www.econbiz.de/10002144585
Saved in:
10
The saga of the first stock index futures contract : benchmarks, models, and learning
Thomas, Sam
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,2
,
pp. 767-808
Persistent link: https://www.econbiz.de/10001698063
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