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Volatility
265
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264
Capital income
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Christiansen, Charlotte
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Cakici, Nusret
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Caporin, Massimiliano
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Chen Zhou
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Chen, Haiqiang
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Chourdakis, Kyriakos
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Conrad, Christian
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Dark, Jonathan
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Statens offentliga utredningar : SOU
2,583
NBER working paper series
1,038
Finance research letters
1,037
Working paper / National Bureau of Economic Research, Inc.
975
NBER Working Paper
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International review of financial analysis
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The journal of futures markets
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Economics letters
486
The North American journal of economics and finance : a journal of financial economics studies
481
Working paper
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Journal of econometrics
440
Discussion paper series / IZA
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CESifo working papers
392
Journal of financial economics
377
Journal of international money and finance
374
IMF Working Papers
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Journal of risk and financial management : JRFM
347
Umeå economic studies
346
Statens offentliga utredningar
344
The European journal of finance
343
Discussion paper / Tinbergen Institute
324
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
323
International journal of economics and finance
319
Ekonomisk revy
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International journal of theoretical and applied finance
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ECONIS (ZBW)
437
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1
Non-syncronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.
;
Zalewska-Mitura, Anna
- In:
Journal of empirical finance
13
(
2006
)
4/5
,
pp. 462-494
Persistent link: https://www.econbiz.de/10003370858
Saved in:
2
Winter blues and time variation in the price of risk
Garrett, Ian
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
Saved in:
3
Modelling and forecasting short-term interest rate
volatility
: a semiparametric approach
Hou, Ai Jun
;
Suardi, Sandy
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 692-710
Persistent link: https://www.econbiz.de/10009306533
Saved in:
4
Market liberalization within a country
Qian, Sun
;
Tong, Wilson H.
;
Yan, Yuxing
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 18-41
Persistent link: https://www.econbiz.de/10003800140
Saved in:
5
The cross section of cashflow
volatility
and expected stock returns
Huang, Alan Guoming
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 409-429
Persistent link: https://www.econbiz.de/10003856807
Saved in:
6
Multivariate fractionally integrated APARCH modeling of stock market
volatility
: a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
7
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
8
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
9
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
10
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
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