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person:"Kutan, Ali Mustafa"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~person:"Asai, Manabu"
~person:"Herwartz, Helmut"
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Kutan, Ali Mustafa
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Journal of empirical finance
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometric Institute research papers
6
Discussion papers of interdisciplinary research project 373
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Applied quantitative finance
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International review of economics & finance : IREF
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Journal of econometrics
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Review of world economics
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ZEI papers / Zentrum für Europäische Integrationsforschung
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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Applied financial economics
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Applied quantitative finance : theory and computational tools
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Asia-Pacific financial markets
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Handbook of financial time series
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International journal of finance & economics : IJFE
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International journal of forecasting
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Jahrbücher für Nationalökonomie und Statistik
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Macroeconomic dynamics
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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The North American journal of economics and finance : a journal of financial economics studies
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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