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Volatility
265
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264
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Christiansen, Charlotte
4
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2
Bali, Turan G.
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
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Journal of empirical finance
Energy economics
666
Finance research letters
628
NBER working paper series
496
Working paper / National Bureau of Economic Research, Inc.
474
International review of financial analysis
427
NBER Working Paper
427
Applied economics
403
Journal of banking & finance
383
International review of economics & finance : IREF
373
The journal of futures markets
363
Economic modelling
353
Journal of econometrics
349
The North American journal of economics and finance : a journal of financial economics studies
327
Research in international business and finance
298
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Applied economics letters
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Economics letters
268
Applied financial economics
267
International journal of theoretical and applied finance
248
Journal of international financial markets, institutions & money
244
Discussion paper / Centre for Economic Policy Research
243
Journal of international money and finance
232
Discussion paper / Tinbergen Institute
208
Journal of risk and financial management : JRFM
208
MPRA Paper
207
Journal of financial economics
194
Quantitative finance
194
CESifo working papers
178
International Journal of Energy Economics and Policy : IJEEP
177
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
177
Pacific-Basin finance journal
174
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
IMF working papers
162
The European journal of finance
161
International journal of finance & economics : IJFE
155
Journal of economic dynamics & control
154
International journal of forecasting
152
Journal of forecasting
136
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
266
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1
Volatility
clustering and the bid-ask spread : exchange rate behavior in early Renaissance Florence
Booth, G. Geoffrey
;
Gurun, Umit G.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 131-144
Persistent link: https://www.econbiz.de/10003693033
Saved in:
2
Equilibrium analysis of
volatility
clustering
Vanden, Joel M.
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 374-417
Persistent link: https://www.econbiz.de/10002900506
Saved in:
3
Volatility
clustering in monthly stock returns
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 479-503
Persistent link: https://www.econbiz.de/10001782292
Saved in:
4
Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Hung, I-Chung
- In:
Journal of empirical finance
52
(
2019
),
pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
Saved in:
5
Box-Cox stochastic
volatility
models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
6
Can exchange rate
volatility
explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Saved in:
7
Quantile forecasts of daily exchange rate returns from forecasts of realized
volatility
Clements, Michael P.
;
Galvão, Ana Beatriz C.
;
Kim, Jae H.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
Saved in:
8
Hourly index return autocorrelation and conditional
volatility
in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
9
A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.
;
Hendershott, Terrence
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
Saved in:
10
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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