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Volatility
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Gupta, Rangan
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119
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95
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84
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59
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56
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54
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47
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34
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33
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31
Lucas, André
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Christiansen, Charlotte
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Clements, Adam
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Yu, Jun
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Christoffersen, Peter F.
29
Ghysels, Eric
29
Hafner, Christian M.
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National Bureau of Economic Research
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Finance research letters
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NBER working paper series
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International review of financial analysis
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International journal of forecasting
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Journal of financial economics
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Journal of international money and finance
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Applied financial economics
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of theoretical and applied finance
86
The European journal of finance
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International journal of finance & economics : IJFE
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Quantitative finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of financial studies
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The journal of futures markets
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ECONIS (ZBW)
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RePEc
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EconStor
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Other ZBW resources
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ArchiDok
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1
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
2
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
3
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001641813
Saved in:
4
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001417317
Saved in:
5
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
6
Value at risk (VaR) analysis for fat tails and long memory in returns
Günay, Samet
- In:
Eurasian economic review : a journal in applied …
7
(
2017
)
2
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011684346
Saved in:
7
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
8
Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil
;
Chaudhuri, Tamal D.
- In:
South Asian journal of management : SAJM
25
(
2018
)
4
,
pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
Saved in:
9
Does macroeconomics help in predicting stock markets volatility comovements? : a nonlinear approach
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
-
2019
Persistent link: https://www.econbiz.de/10012154493
Saved in:
10
Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain
Chang, Tsangyao
;
Ranjbar, Omid
;
Jooste, Charl
- In:
Iranian economic review : journal of University of Tehran
21
(
2017
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10011730696
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