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~subject:"Volatilität"
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Volatilität
Volatility
11
Capital income
8
Kapitaleinkommen
8
Aktienindex
6
Statistical distribution
6
Statistische Verteilung
6
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1990-2004
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1997
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2000-2007
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2003-2007
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Ansteckungseffekt
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Asia
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1
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11
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Ané, Thierry
11
Métais, Carole
3
Ureche-Rangau, Loredana
3
Labidi, Chiraz
2
Bouverot, Julien
1
Gambet, Jean-Benoît
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Geman, Hélyette
1
Lacoste, Vincent
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International review of financial analysis
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Applied financial economics
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Finance : revue de l'Association Française de Finance
1
International journal of business and economics
1
International journal of theoretical and applied finance
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International review of economics & finance : IREF
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ECONIS (ZBW)
11
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1
Short and long term components of volatility in Hong Kong stock returns
Ané, Thierry
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 439-460
Persistent link: https://www.econbiz.de/10003335010
Saved in:
2
Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry
;
Ureche-Rangau, Loredana
;
Gambet, Jean-Benoît
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
Saved in:
3
Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry
;
Ureche-Rangau, Loredana
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
Saved in:
4
The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
Saved in:
5
Does trading volume really explain stock returns volatility?
Ané, Thierry
;
Ureche-Rangau, Loredana
- In:
Journal of international financial markets, …
18
(
2008
)
3
,
pp. 216-235
Persistent link: https://www.econbiz.de/10003710350
Saved in:
6
Spillover effects and conditional dependence
Ané, Thierry
;
Labidi, Chiraz
- In:
International review of economics & finance : IREF
15
(
2006
)
4
,
pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
Saved in:
7
Jump distribution characteristics : evidence from European stock markets
Ané, Thierry
;
Métais, Carole
- In:
International journal of business and economics
9
(
2010
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10008655633
Saved in:
8
Are jumps contagious? : an empirical investigation of jumps transmission mechanisms in the Nasdaq sector indexes
Ané, Thierry
;
Métais, Carole
- In:
Finance : revue de l'Association Française de Finance
32
(
2011
)
1
,
pp. 11-41
Persistent link: https://www.econbiz.de/10009271412
Saved in:
9
Implied volatility surfaces and market activity over time
Ané, Thierry
;
Labidi, Chiraz
- In:
Journal of economics and finance
25
(
2001
)
3
,
pp. 259-275
Persistent link: https://www.econbiz.de/10001662839
Saved in:
10
Order flow, transaction clock, and normality of asset returns
Ané, Thierry
;
Geman, Hélyette
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2259-2284
Persistent link: https://www.econbiz.de/10001524433
Saved in:
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