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Volatility
Schätzung
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McAleer, Michael
101
Gupta, Rangan
94
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73
Pierdzioch, Christian
52
Bollerslev, Tim
51
Koopman, Siem Jan
40
Todorov, Viktor
40
Hautsch, Nikolaus
39
Asai, Manabu
36
Bahmani-Oskooee, Mohsen
36
Härdle, Wolfgang
36
Spagnolo, Nicola
35
Chiarella, Carl
34
Bouri, Elie
33
Ma, Feng
33
Andersen, Torben
32
Belke, Ansgar
32
Gil-Alaña, Luis A.
32
Chang, Chia-Lin
31
Diebold, Francis X.
31
Engle, Robert F.
30
Herwartz, Helmut
30
Kumar, Dilip
30
Rodriguez, Gabriel
28
Wohar, Mark E.
28
Caporin, Massimiliano
27
Hafner, Christian M.
27
Mumtaz, Haroon
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Buch, Claudia M.
24
Lux, Thomas
24
Tiwari, Aviral Kumar
24
Dijk, Dick van
23
Hammoudeh, Shawkat
23
Li, Jia
23
Mensi, Walid
23
Balcilar, Mehmet
22
Döpke, Jörg
22
Ghysels, Eric
22
Tauchen, George Eugene
22
Kang, Sang Hoon
21
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Federal Reserve Bank of St. Louis
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Kansantaloustieteen Laitos <Tampere>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
American Enterprise Institute for Public Policy Research
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Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Handels- und Frankfurter Bank
1
Bonn Graduate School of Economics
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Energy economics
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Journal of econometrics
188
Finance research letters
163
Applied economics
141
Economic modelling
141
International review of economics & finance : IREF
136
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
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Journal of empirical finance
115
Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Applied economics letters
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Economics letters
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Research in international business and finance
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Applied financial economics
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The journal of futures markets
88
NBER Working Paper
85
Discussion paper / Tinbergen Institute
83
Journal of international financial markets, institutions & money
80
Journal of international money and finance
80
Journal of risk and financial management : JRFM
74
International journal of forecasting
70
CESifo working papers
61
International Journal of Energy Economics and Policy : IJEEP
61
The European journal of finance
60
Quantitative finance
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
International journal of finance & economics : IJFE
57
Discussion paper / Centre for Economic Policy Research
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Econometric reviews
49
International journal of theoretical and applied finance
47
Journal of financial economics
45
Journal of forecasting
45
International journal of economics and financial issues : IJEFI
42
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ECONIS (ZBW)
11,126
EconStor
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RePEc
13
BASE
3
ArchiDok
1
Other ZBW resources
1
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1
The
co-integration
of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
2
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
3
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3987-4014
Persistent link: https://www.econbiz.de/10012405739
Saved in:
4
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
5
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
6
Expectations hypothesis in the context of debt crisis : evidence from five major EU countries
Kukuritakēs, Minōas
- In:
Research in economics : an international review of economics
67
(
2013
)
3
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010202962
Saved in:
7
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
8
Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
Saved in:
9
A reflection principle for a random walk with implications for volatility
estimation
using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
10
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
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