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~subject:"Volatility"
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Volatility
Capital income
21,568
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21,568
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8,260
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8,259
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5,084
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Gupta, Rangan
60
Bouri, Elie
29
Ma, Feng
27
Bollerslev, Tim
24
Chiang, Thomas C.
20
Kumar, Dilip
20
Wang, Yudong
20
McMillan, David G.
18
Todorov, Viktor
17
Wohar, Mark E.
17
Demirer, Rıza
16
McAleer, Michael
16
Pierdzioch, Christian
15
Andersen, Torben
14
Caporale, Guglielmo Maria
14
Tiwari, Aviral Kumar
14
Zhang, Wei
14
Zhang, Yaojie
14
Balcilar, Mehmet
13
Gil-Alaña, Luis A.
13
Bali, Turan G.
12
Brooks, Robert
11
Floros, Christos
11
Li, Yan
11
Liang, Chao
11
Shen, Dehua
11
Tauchen, George Eugene
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Todorova, Neda
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Wei, Yu
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Wu, Chunchi
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Xuan Vinh Vo
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Zaremba, Adam
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Zhu, Huiming
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10
Hammoudeh, Shawkat
10
Lau, Chi Keung
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Molnár, Peter
10
Nartea, Gilbert V.
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Nonejad, Nima
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Ryu, Doojin
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Conference on Realized Volatility <2006, Montréal>
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Finance research letters
157
International review of financial analysis
128
Journal of banking & finance
111
International review of economics & finance : IREF
107
Journal of empirical finance
104
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
89
Journal of financial economics
82
Applied financial economics
78
Research in international business and finance
78
Applied economics
76
Economic modelling
72
Journal of econometrics
70
Journal of international financial markets, institutions & money
70
Pacific-Basin finance journal
63
Applied economics letters
60
Journal of risk and financial management : JRFM
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
50
The European journal of finance
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Journal of international money and finance
35
Investment management and financial innovations
34
International journal of finance & economics : IJFE
33
Review of quantitative finance and accounting
33
Journal of financial markets
32
The journal of finance : the journal of the American Finance Association
32
The journal of futures markets
32
Journal of financial econometrics
31
Global finance journal
30
Management science : journal of the Institute for Operations Research and the Management Sciences
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Cogent economics & finance
28
International Journal of Energy Economics and Policy : IJEEP
28
International journal of economics and finance
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of financial studies
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ECONIS (ZBW)
4,414
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1
Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
Saved in:
2
The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
Saved in:
3
A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Shiyun, Wang
;
Lim, Kian-Guan
;
Chang, Carolyn
- In:
Journal of international financial markets, …
9
(
1999
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10001402185
Saved in:
4
Oil price shocks and stock market activity
Sadorsky, Perry A.
- In:
Energy economics
21
(
1999
)
5
,
pp. 449-469
Persistent link: https://www.econbiz.de/10001405329
Saved in:
5
An investigation of the risk and return relation at long horizons
Harrison, Paul
;
Zhang, Harold H.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
Saved in:
6
Recovery of real estate returns for portfolio allocation
Corgel, John B.
;
DeRoos, Jan A.
- In:
The journal of real estate finance and economics
18
(
1999
)
3
,
pp. 279-296
Persistent link: https://www.econbiz.de/10001410569
Saved in:
7
Bias and precision of estimates of housing investment risk based on repeat-sales indices : a simulation analysis
Geltner, David
- In:
The journal of real estate finance and economics
14
(
1997
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10001335497
Saved in:
8
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
9
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
10
Returns and volatility in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap
;
Brooks, Robert D.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
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