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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~person:"Bee, Marco"
~person:"Beetsma, Roel"
~person:"Conrad, Christian"
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Volatility
Estimation
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Bee, Marco
Beetsma, Roel
Conrad, Christian
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Dijk, Dick van
2
Karanasos, Menelaos
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Journal of empirical finance
Discussion paper series / University of Heidelberg, Department of Economics
4
Discussion paper / Centre for Economic Policy Research
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 96-120
Persistent link: https://www.econbiz.de/10012430666
Saved in:
2
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
3
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
4
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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