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Volatility
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Gupta, Rangan
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36
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34
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32
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31
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30
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28
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26
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25
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Xuan Vinh Vo
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Journal of empirical finance
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NBER working paper series
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CESifo working papers
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International journal of finance & economics : IJFE
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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Quantitative finance
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Pacific-Basin finance journal
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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Other ZBW resources
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1
Exchange rate volatility, global market exposure and operational
efficiency
among US commercial banks
Abaidoo, Rexford
- In:
International journal of economics and finance
6
(
2014
)
9
,
pp. 83-94
Persistent link: https://www.econbiz.de/10010416729
Saved in:
2
Integrating
bank
profit and risk-avoidance decisions for selected European countries : a micro-macro analysis
Gander, James P.
- In:
Economic modelling
31
(
2013
),
pp. 717-722
Persistent link: https://www.econbiz.de/10009731396
Saved in:
3
The semi-strong
efficiency
debate : in search of a new testing framework
Ziliotto, Arianna
;
Serati, Massimiliano
- In:
Research in international business and finance
34
(
2015
),
pp. 412-438
Persistent link: https://www.econbiz.de/10011326196
Saved in:
4
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
5
Most Efficient Homogeneous Volatility Estimators
Saichev, Alexander I.
-
2010
expression is derived exactly for Wiener processes with drift. The
efficiency
of the new proposed estimators is favorably …
Persistent link: https://www.econbiz.de/10013144341
Saved in:
6
The dynamic behavior of evolving
efficiency
: evidence from the UAE stock markets
Al-Shboul, Mohammad
;
Alsharari, Nizar Mohammad
- In:
The quarterly review of economics and finance : journal …
73
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012296690
Saved in:
7
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Estimation
of leverage effect : kernel function and
efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
The Heston stochastic volatility model for single assets and for asset portfolios: parameter
estimation
and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
Saved in:
10
Element-by-element
estimation
of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia
;
Pierini, Andrea
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
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