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Volatility
265
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264
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114
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114
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99
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99
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96
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Christiansen, Charlotte
4
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4
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3
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3
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3
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3
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3
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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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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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2
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2
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2
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
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1,490
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1,231
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1,181
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1,126
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1,097
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350
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ECONIS (ZBW)
325
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1
Market
uncertainty, expected
volatility
and the mispricing of S&P 500
index
futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
2
Predicting
volatility
and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
Saved in:
3
The
index
premium and its hidden cost for
index
funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
Saved in:
4
Anticipatory effects in the FTSE 100
index
revisions
Fernandes, Marcelo
;
Mergulhão, João
- In:
Journal of empirical finance
37
(
2016
),
pp. 79-90
Persistent link: https://www.econbiz.de/10011662945
Saved in:
5
When machines read the
news
: using automated
text
analytics to quantify high frequency
news
-implied
market
reactions
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
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
Long memory in stock
market
volatility
and the
volatility
-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
8
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
Saved in:
9
Analysis of intraday herding behavior among the sector ETFs
Gleason, Kimberly
;
Mathur, Iqbal
;
Peterson, Mark A.
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 681-694
Persistent link: https://www.econbiz.de/10002260868
Saved in:
10
Multivariate stochastic
volatility
models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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