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A Comparison of Implied and Re...
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Volatility
268
Volatilität
267
Capital income
111
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111
ARCH model
94
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94
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93
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Christiansen, Charlotte
4
Frijns, Bart
4
Karanasos, Menelaos
3
Wang, Yudong
3
Wu, Chongfeng
3
Baillie, Richard
2
Bali, Turan G.
2
Bollerslev, Tim
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Caporin, Massimiliano
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Chen, Yu-Lun
2
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Dijk, Dick van
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Fałdziński, Marcin
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Fiszeder, Piotr
2
Ho, Kin-Yip
2
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2
Indriawan, Ivan
2
Jiang, George J.
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Kim, Chang-jin
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Kim, Dongcheol
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Laurent, Sébastien
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Lehnert, Thorsten
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Mazouz, Khelifa
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Schotman, Peter C.
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Shi, Yanlin
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Talpsepp, Tõnn
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
MPRA Paper
1,066
NBER Working Papers
839
Energy economics
669
NBER working paper series
639
Finance research letters
619
Working Paper
618
CEPR Discussion Papers
515
Working paper / National Bureau of Economic Research, Inc.
477
ECB Working Paper
461
NBER Working Paper
429
Research paper series / Swiss Finance Institute
428
International review of financial analysis
421
Applied economics
395
Working paper
393
CESifo Working Paper
378
Journal of banking & finance
377
International review of economics & finance : IREF
369
CESifo working papers
367
The journal of futures markets
366
TemaNord
365
Economic modelling
344
Journal of econometrics
335
The North American journal of economics and finance : a journal of financial economics studies
327
Economics Papers from University Paris Dauphine
326
IMF Working Paper
323
Swiss Finance Institute Research Paper
317
Research in international business and finance
295
Journal of Banking & Finance
287
Discussion paper / Tinbergen Institute
279
Applied economics letters
268
CESifo Working Paper Series
268
Applied financial economics
267
Journal of risk and financial management : JRFM
264
Economics letters
259
Discussion paper / Centre for Economic Policy Research
252
International journal of theoretical and applied finance
246
Journal of international financial markets, institutions & money
241
Finance
240
Journal of international money and finance
232
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ECONIS (ZBW)
283
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1
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:
2
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
Saved in:
10
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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