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Volatility
Theorie
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economic models
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Volatilität
79
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prices
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convex optimization
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overlapping generations
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Bauwens, Luc
46
Laurent, Sébastien
40
Neely, Christopher J.
9
Sucarrat, Genaro
8
Otranto, Edoardo
7
Beine, Michel
6
Boudt, Kris
6
Giot, Pierre
6
Palm, Franz C.
6
Pierret, Diane
5
Storti, Giuseppe
5
Violante, Francesco
5
Erdemlioglu, Deniz
4
Hafner, Christian M.
4
Hecq, Alain W. J.
4
Lahaye, Jérôme
4
Rombouts, Jeroen V. K.
4
Xu, Yongdeng
4
Augustyniak, Maciej
3
Bos, Charles S.
3
Braione, Manuela
3
Dufays, Arnaud
3
Rime, Dagfinn
3
Croux, Christophe
2
Daníelsson, Jón
2
Hafner, Christian
2
Rombouts, J. V. K.
2
Rombouts, Jeroen V.K.
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Storti, G.
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Banulescu-Radu, Denisa
1
Beine, Michael
1
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1
Bourbel, Aurélie
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1
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3
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
3
Annals of economics and statistics
2
Developments in forecast combination and portfolio choice
2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
Federal Reserve Bank of St. Louis Working Paper
1
Handbook of research methods and applications in empirical finance
1
International journal of finance & economics : IJFE
1
Journal of Econometrics
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of time series econometrics
1
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1
Revue économique : revue bimestrielle
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1
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ECONIS (ZBW)
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51
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
52
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
53
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
54
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
(
contributor
);
Rime, Dagfinn
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292873
Saved in:
55
News announcements, market activity and volatility in the euro/dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1180-1125
Persistent link: https://www.econbiz.de/10003210043
Saved in:
56
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
;
Rime, Dagfinn
;
Sucarrat, Genaro
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 889-911
Persistent link: https://www.econbiz.de/10003233824
Saved in:
57
[Rezension von: Bauwens, Luc, ...,, Econometric modelling of stock market intraday activity]
Vega, Clara
- In:
Journal of economic literature
41
(
2003
)
4
,
pp. 1294-1296
Persistent link: https://www.econbiz.de/10001991034
Saved in:
58
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003362339
Saved in:
59
News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
Bauwens, Luc
;
Omrane, Walid Ben
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791297
Saved in:
60
Econometric modelling of stock market intraday activity
Bauwens, Luc
;
Giot, Pierre
-
2001
Persistent link: https://www.econbiz.de/10001584609
Saved in:
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