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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Volatilität"
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Andersen, Torben
9
Aizenman, Joshua
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6
Diebold, Francis X.
6
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5
Engel, Charles
5
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4
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4
Christoffersen, Peter F.
4
Rose, Andrew
4
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3
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3
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3
Chan, Joshua
3
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3
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3
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3
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3
Giglio, Stefano
3
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2
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2
Froot, Kenneth
2
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2
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
172
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
90
Economics letters
82
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81
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80
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78
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76
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76
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72
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71
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61
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of monetary economics
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40
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ECONIS (ZBW)
236
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1
Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.
;
Galí, Jordi
-
1994
Persistent link: https://www.econbiz.de/10000883655
Saved in:
2
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
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3
Volatility tests and efficient markets : a review essay
Cochrane, John H.
-
1991
Persistent link: https://www.econbiz.de/10000808241
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4
An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J.
-
1989
Persistent link: https://www.econbiz.de/10000774913
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5
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1989
Persistent link: https://www.econbiz.de/10000777112
Saved in:
6
Spontaneous volatility of output and investment
Hall, Robert Ernest
-
1989
Persistent link: https://www.econbiz.de/10000777128
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7
Explaining the variance of price dividend ratios
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000778779
Saved in:
8
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
9
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
10
Exchange rate variability and asset trade
Persson, Torsten
;
Svensson, Lars E. O.
-
1989
Persistent link: https://www.econbiz.de/10000759070
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