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language:"eng"
subject:"risk management"
~person:"Karanasos, Menelaos"
~subject:"Katastrophe"
~type_genre:"Aufsatz in Zeitschrift"
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risk management
Katastrophe
Risikomanagement
3
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Volatility
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Volatilität
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high-frequency data
3
realized variance
3
Börsenkurs
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Karanasos, Menelaos
Kouvelis, Panos
9
Krewski, Daniel R.
7
Grody, Allan D.
6
Grima, Simon
5
Wieczorek-Kosmala, Monika
5
Botzen, W. J. Wouter
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Broll, Udo
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Leiss, William
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Turvey, Calum Greig
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Fabozzi, Frank J.
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Godin, Frédéric
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Harvey, Campbell R.
3
Hudson, Paul
3
Hudáková, Mária
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Jankensgård, Håkan
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Koufteros, Xenophon
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Kozarević, Emira
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Krishnan, Harish
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Kritzman, Mark
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Kulińska, Ewa
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3
Yue, Xiao-Guang
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Zhao Xianbo
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2
Aboura, Sofiane
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International journal of finance & economics : IJFE
2
Journal of the Operational Research Society
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The European journal of finance
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Financial volatility modeling with option-implied information and important macro-factors
Yfanti, Stavroula
;
Karanasos, Menelaos
- In:
Journal of the Operational Research Society
73
(
2022
)
9
,
pp. 2129-2149
Persistent link: https://www.econbiz.de/10013532426
Saved in:
2
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
3
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
4
On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos
;
Yfanti, S.
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
Saved in:
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