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~isPartOf:"Research in international business and finance"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
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Research in international business and finance
Discussion paper / Tinbergen Institute
117
CESifo working papers
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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2
Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
30
(
2014
),
pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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3
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
4
MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata
- In:
Research in international business and finance
36
(
2016
),
pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
Saved in:
5
Modelling long memory in volatility in sub-Saharan African equity markets
Kuttu, Saint
- In:
Research in international business and finance
44
(
2018
),
pp. 176-185
Persistent link: https://www.econbiz.de/10011983033
Saved in:
6
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
46
(
2018
),
pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
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7
Volatility dynamics of crypto-currencies’ returns : Evidence from asymmetric and long memory GARCH models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Research in international business and finance
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012210511
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8
The volatility dynamics of spot and futures gold prices : evidence from Russia
Kirkulak-Uludag, Berna
;
Lkhamazhapov, Zorikto
- In:
Research in international business and finance
38
(
2016
),
pp. 474-484
Persistent link: https://www.econbiz.de/10011640711
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9
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
10
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
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