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Volatility
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Bollerslev, Tim
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39
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36
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33
Chiarella, Carl
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Springer Fachmedien Wiesbaden
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World Bank
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Kansantaloustieteen Laitos <Tampere>
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International journal of theoretical and applied finance
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International review of financial analysis
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Journal of international money and finance
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International review of economics & finance : IREF
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Journal of forecasting
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Econometric reviews
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50
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Journal of risk and financial management : JRFM
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The journal of futures markets
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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EconStor
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ArchiDok
1
Other ZBW resources
1
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1
Midas regressions : further results and new directions
Ghysels, Eric
;
Sinko, Arthur
;
Valkanov, Rossen I.
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 53-90
Persistent link: https://www.econbiz.de/10003509012
Saved in:
2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
4
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
5
Three essays on macroeconomics
Pruitt, Seth
-
2008
Persistent link: https://www.econbiz.de/10011574006
Saved in:
6
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000609279
Saved in:
7
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
8
Small sample properties of GARCH estimates and persistence
Hwang, Soosung
;
Pereira, Pedro L. Valls
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 473-494
Persistent link: https://www.econbiz.de/10003382813
Saved in:
9
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
10
Particle Gibbs with ancestor
sampling
for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
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