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Volatility
Schätztheorie
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15
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10
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Handbook of financial time series
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ECONIS (ZBW)
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1
Volatility and Irish exports
Bredin, Donal
;
Cotter, John
- In:
Economic inquiry : journal of the Western Economic …
46
(
2008
)
4
,
pp. 540-560
Persistent link: https://www.econbiz.de/10003775242
Saved in:
2
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:
3
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
4
Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10011427778
Saved in:
5
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
-
2015
Persistent link: https://www.econbiz.de/10011289179
Saved in:
6
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
7
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009412262
Saved in:
8
The VIX, VXO and realised volatility : a test of lagged and contemporaneous relationships
Adhikari, Binay Kumar
;
Hilliard, Jimmy E.
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 222-240
Persistent link: https://www.econbiz.de/10010406927
Saved in:
9
Macroeconomic surprises and short-term behaviour in bond futures
Veredas, David
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 843-866
Persistent link: https://www.econbiz.de/10003233767
Saved in:
10
Essays in long memory and stock market volatility
Liu, Ming
-
1996
Persistent link: https://www.econbiz.de/10001353978
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