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institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"International Monetary Fund"
~institution:"Rodney L. White Center for Financial Research"
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Volatility
Estimation
62
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62
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33
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17
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7
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7
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Anderson, Torben G.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Christiansen, Charlotte
1
Diebold, Francis X.
1
Guo, Hui
1
Labys, Paul
1
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Federal Reserve Bank of St. Louis
Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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6
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6
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ECONIS (ZBW)
6
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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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2
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
3
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
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