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~subject:"Volatility"
~type_genre:"Government document"
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Diebold, Francis X.
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Koopman, Siem Jan
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Andersen, Torben
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Härdle, Wolfgang
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Fernández-Villaverde, Jesús
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Chiarella, Carl
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Lucas, André
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Clements, Adam
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Lütkepohl, Helmut
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Meddahi, Nour
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Mumtaz, Haroon
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Rubio-Ramírez, Juan Francisco
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11
Guerrón-Quintana, Pablo A.
11
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Mittnik, Stefan
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Pierdzioch, Christian
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Carriero, Andrea
10
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Hafner, Christian M.
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Herwartz, Helmut
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9
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9
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Yu, Jun
9
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Instituto Valenciano de Investigaciones Económicas
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Danmarks Nationalbank
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Kansantaloustieteen Laitos <Tampere>
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National Bureau of Economic Research
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Australian National University / Research School of Pacific and Asian Studies / Department of Economics
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Bank für Internationalen Zahlungsausgleich
1
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Research paper series / Swiss Finance Institute
43
CREATES research paper
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SFB 649 discussion paper
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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CAMA working paper series
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Kiel working paper
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IMF working paper
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Staff reports / Federal Reserve Bank of New York
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Staff working paper / Bank of Canada
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International finance discussion papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
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11
CORE discussion paper : DP
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ECONIS (ZBW)
2,360
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1
Die Messung von Risiken in makroökonomischen Variablen
Seppelfricke, Peter
-
1995
Persistent link: https://www.econbiz.de/10000549303
Saved in:
2
Creating and using volatility forecasts
Kroner, Kenneth F.
-
1996
Persistent link: https://www.econbiz.de/10000168062
Saved in:
3
Long swings in exchange rates : are they really in the data
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168295
Saved in:
4
Essays on exchange rate volatility and on regional integration
Wei, Shang-jin
-
1992
Persistent link: https://www.econbiz.de/10000908842
Saved in:
5
The forward market in the foreign exchange markets : volatility, forecasting ability, deviations from the covered interest rate parity and market efficiency
Chung, Chang K.
-
1992
Persistent link: https://www.econbiz.de/10000909892
Saved in:
6
Exchange rate risk and trade performance
Kasraian, Mohammad
-
1992
Persistent link: https://www.econbiz.de/10000910503
Saved in:
7
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
8
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
9
Positive autocorrelations in stock returns due to market overreaction
Rath, Subhrendu
-
1995
Persistent link: https://www.econbiz.de/10000912902
Saved in:
10
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
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