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Volatility
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Bollerslev, Tim
75
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54
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45
Lux, Thomas
43
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
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Caporin, Massimiliano
31
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27
Pierdzioch, Christian
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Asai, Manabu
25
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25
Todorov, Viktor
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Clark, Todd E.
23
Ghysels, Eric
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Hautsch, Nikolaus
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Caballero, Ricardo J.
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Lucas, André
22
Meddahi, Nour
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Schlag, Christian
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Yu, Jun
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Andersen, Torben G.
21
Bauwens, Luc
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Christoffersen, Peter F.
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Aït-Sahalia, Yacine
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Chan, Joshua
20
Engle, Robert F.
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19
Giglio, Stefano
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Gonçalves, Sílvia
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Mittnik, Stefan
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19
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Instituto Valenciano de Investigaciones Económicas
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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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International Monetary Fund
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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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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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NBER working paper series
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Journal of econometrics
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Journal of banking & finance
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Finance research letters
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Economics letters
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Journal of empirical finance
82
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International journal of theoretical and applied finance
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Economic modelling
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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Journal of international money and finance
65
Energy economics
62
International review of financial analysis
60
The European journal of finance
59
Applied economics
58
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Quantitative finance
54
Econometric reviews
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Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Applied mathematical finance
45
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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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of monetary economics
41
The journal of futures markets
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ECONIS (ZBW)
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EconStor
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ArchiDok
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1
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
2
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
3
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
4
A probabilistic demand application in the American cracker market
Johnson, Rutherford Card
- In:
International journal of food and agricultural …
4
(
2016
)
3
,
pp. 49-61
Persistent link: https://www.econbiz.de/10011558359
Saved in:
5
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
6
Stochastic clock and financial markets
Geman, Hélyette
-
2009
Persistent link: https://www.econbiz.de/10003827081
Saved in:
7
Stochastic clock and financial markets
Geman, Hélyette
- In:
Aspects of mathematical finance
,
(pp. 37-52)
.
2008
Persistent link: https://www.econbiz.de/10003653396
Saved in:
8
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
9
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
10
From value at risk to stress testing : the extreme value approach
Longin, François M.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
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