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subject:"Börsenkurs"
subject:"Derivat"
~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatility"
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Börsenkurs
Derivat
Volatility
Estimation theory
188
Schätztheorie
188
Theorie
50
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50
Estimation
49
Schätzung
49
Time series analysis
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Kim, Jong-Min
2
Liu, Ruipeng
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Narayan, Paresh Kumar
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Applied economics
Journal of international financial markets, institutions & money
Journal of econometrics
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
30
Discussion paper / Tinbergen Institute
29
Journal of empirical finance
28
Econometric reviews
22
Journal of banking & finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Econometric theory
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CREATES research paper
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Finance research letters
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International journal of theoretical and applied finance
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Journal of financial econometrics
15
International journal of forecasting
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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 economics and financial issues : IJEFI
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SFB 649 discussion paper
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NBER working paper series
10
The journal of finance : the journal of the American Finance Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper / National Bureau of Economic Research, Inc.
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Applied financial economics
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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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International review of financial analysis
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Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
3
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
4
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
5
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
6
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
7
Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei
;
Göncu, Ahmet
;
Ökten, Giray
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
Saved in:
8
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
9
Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.
;
Theodossiou, Panayiotis
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
Saved in:
10
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
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