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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"International review of financial analysis"
~subject:"Stock index"
~subject:"Volatilität"
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Advances in quantitative analysis of finance and accounting : a research annual
International review of financial analysis
Journal of econometrics
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
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Journal of banking & finance
20
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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CREATES research paper
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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International journal of theoretical and applied finance
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SFB 649 discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance and stochastics
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
2
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
3
Nonparametric realized volatility estimation in the international equity markets
Vortelinos, Dimitrios I.
;
Thomakos, Dimitrios D.
- In:
International review of financial analysis
28
(
2013
),
pp. 34-45
Persistent link: https://www.econbiz.de/10009762711
Saved in:
4
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
5
Properties of range-based volatility estimators
Molnár, Peter
- In:
International review of financial analysis
23
(
2012
),
pp. 20-29
Persistent link: https://www.econbiz.de/10009690136
Saved in:
6
Modeling daily price limits
Chou, Pin-huang
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 283-301
Persistent link: https://www.econbiz.de/10001495528
Saved in:
7
The market model and the event study method: a rejoinder
Coutts, J. Andrew
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
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8
The market model and the event study method : a synthesis of econometric criticisms: comment
Rumsey, John
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 79-81
Persistent link: https://www.econbiz.de/10001215569
Saved in:
9
A reexamination of the seasonal anomalies : a comparison of least squares and robust estimates
Wilson, Jack W.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 131-152
Persistent link: https://www.econbiz.de/10001211150
Saved in:
10
The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew
- In:
International review of financial analysis
3
(
1994
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
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