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Volatility
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Volatilität
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McAleer, Michael
94
Bollerslev, Tim
91
Gupta, Rangan
81
Diebold, Francis X.
69
Andersen, Torben
58
Koopman, Siem Jan
45
Härdle, Wolfgang
41
Lux, Thomas
41
Pierdzioch, Christian
39
Bahmani-Oskooee, Mohsen
37
Bekaert, Geert
37
Caporale, Guglielmo Maria
36
Aizenman, Joshua
35
Asai, Manabu
35
Chiarella, Carl
35
Caporin, Massimiliano
34
Fernández-Villaverde, Jesús
32
Herwartz, Helmut
32
Ghysels, Eric
31
Hautsch, Nikolaus
31
Engle, Robert F.
29
Todorov, Viktor
28
Chang, Chia-Lin
27
Clark, Todd E.
26
Mumtaz, Haroon
26
Aït-Sahalia, Yacine
25
Campbell, John Y.
24
Christoffersen, Peter F.
24
Dijk, Dick van
24
Hafner, Christian M.
24
Andersen, Torben G.
23
Bali, Turan G.
23
Clements, Adam
23
Gallo, Giampiero M.
23
Lucas, André
23
Yu, Jun
23
Bansal, Ravi
22
Bauwens, Luc
22
Caballero, Ricardo J.
22
Chan, Joshua
22
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of New York
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Centre for Growth and Business Cycle Research <Manchester>
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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University of Canterbury / Dept. of Economics and Finance
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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International Monetary Fund
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Massachusetts Institute of Technology / Department of Economics
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New York Stock Exchange
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Business Information Centre <Toronto>
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
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Working paper / National Bureau of Economic Research, Inc.
293
NBER working paper series
193
NBER Working Paper
167
The journal of futures markets
161
Journal of banking & finance
157
Journal of econometrics
138
Discussion paper / Centre for Economic Policy Research
127
Finance research letters
124
Journal of empirical finance
115
The review of financial studies
112
Economics letters
108
Energy economics
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Working paper
103
Economic modelling
102
Journal of financial economics
97
Discussion paper / Tinbergen Institute
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International review of financial analysis
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of international money and finance
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Applied economics
88
The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
86
International journal of theoretical and applied finance
84
International journal of forecasting
82
Applied financial economics
77
Journal of economic dynamics & control
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
66
Applied economics letters
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Journal of financial and quantitative analysis : JFQA
63
Journal of international financial markets, institutions & money
63
Econometric reviews
60
Journal of forecasting
59
Research paper series / Swiss Finance Institute
57
Finance and economics discussion series
55
Quantitative finance
54
Journal of risk and financial management : JRFM
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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EconStor
15
ArchiDok
1
RePEc
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Other ZBW resources
1
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1
Essays in long memory and stock market volatility
Liu, Ming
-
1996
Persistent link: https://www.econbiz.de/10001353978
Saved in:
2
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
3
Information-time option pricing :
theory
and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
4
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:
5
Lead-Lag relationship between Bitcoin and Ethereum : evidence from hourly and daily data
Imtiaz Mohammad Sifat
;
Azhar Mohamad
;
Mohamed Shariff, …
- In:
Research in international business and finance
50
(
2019
),
pp. 306-321
Persistent link: https://www.econbiz.de/10012177672
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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