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A correlation pricing formula
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Volatility
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Bollerslev, Tim
78
Diebold, Francis X.
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McAleer, Michael
55
Andersen, Torben
47
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
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Aizenman, Joshua
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Bekaert, Geert
33
Caporin, Massimiliano
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Chiarella, Carl
33
Gupta, Rangan
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Christoffersen, Peter F.
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Herwartz, Helmut
29
Todorov, Viktor
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Ghysels, Eric
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Hautsch, Nikolaus
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Meddahi, Nour
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Pierdzioch, Christian
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Asai, Manabu
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Bansal, Ravi
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Fernández-Villaverde, Jesús
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Hafner, Christian M.
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Schlag, Christian
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Yu, Jun
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Aït-Sahalia, Yacine
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Clark, Todd E.
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Lucas, André
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Andersen, Torben G.
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Caballero, Ricardo J.
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Westerhoff, Frank H.
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Bauwens, Luc
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Caporale, Guglielmo Maria
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Engle, Robert F.
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Giglio, Stefano
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Mittnik, Stefan
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Renault, Eric
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Brandt, Michael W.
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Campbell, John Y.
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Chan, Joshua
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of St. Louis
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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International Monetary Fund
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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University of British Columbia / Finance Division
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NBER working paper series
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136
Journal of banking & finance
128
Finance research letters
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Journal of empirical finance
99
Journal of financial economics
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Economics letters
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88
International journal of theoretical and applied finance
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International review of economics & finance : IREF
70
International review of financial analysis
70
Journal of international money and finance
69
Applied economics
66
Energy economics
64
The European journal of finance
64
The review of financial studies
62
Journal of forecasting
56
Econometric reviews
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Quantitative finance
53
The North American journal of economics and finance : a journal of financial economics studies
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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
48
Applied economics letters
47
Applied mathematical finance
47
Computational economics
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Finance and stochastics
44
Journal of risk and financial management : JRFM
44
CREATES research paper
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The journal of futures markets
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ECONIS (ZBW)
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EconStor
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RePEc
2
ArchiDok
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1
Asymmetric information and endogenous stock price volatility : an asset pricing model of sunspot equilibria
Fukuda, Shin-ichi
-
1994
Persistent link: https://www.econbiz.de/10000148131
Saved in:
2
The effect of costly consumption adjustment on asset price volatility
Marshall, David Aaron
;
Parekh, Nayan G.
-
1994
Persistent link: https://www.econbiz.de/10000903976
Saved in:
3
Asset return volatility with extremely small costs of consumption adjustment
Marshall, David Aaron
-
1994
Persistent link: https://www.econbiz.de/10000903982
Saved in:
4
Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000936296
Saved in:
5
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
6
Guida alle obbligazioni e ai titoli di Stato
Mezza, Edoardo
-
1996
Persistent link: https://www.econbiz.de/10000961698
Saved in:
7
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
8
Equilibrium price with institutional investors and with naive traders
Dupont, Dominique
-
1998
Persistent link: https://www.econbiz.de/10000987297
Saved in:
9
Essays in financial economics
Zheng, Yijuan
-
1996
Persistent link: https://www.econbiz.de/10000970243
Saved in:
10
Models of complexity in economics and finance
Brock, William A.
;
Hommes, Cars H.
-
1997
Persistent link: https://www.econbiz.de/10000973851
Saved in:
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