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subject:"Theorie"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Correlation"
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Search: subject_exact:"Volatility"
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Theorie
Correlation
Volatility
101
Volatilität
101
Theory
39
Capital income
25
Kapitaleinkommen
25
Time series analysis
25
Zeitreihenanalyse
25
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22
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Santucci de Magistris, Paolo
5
Christiansen, Charlotte
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Hou, Ai Jun
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Hounyo, Ulrich
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Lunde, Asger
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Rossi, Eduardo
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3
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2
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2
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2
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2
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2
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2
Meddahi, Nour
2
Pakkanen, Mikko S.
2
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1
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CREATES research paper
NBER working paper series
174
Working paper / National Bureau of Economic Research, Inc.
162
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157
Journal of econometrics
137
Journal of banking & finance
114
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101
Finance research letters
99
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94
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90
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85
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81
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72
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72
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70
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69
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67
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58
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58
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58
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47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of risk and financial management : JRFM
44
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
6
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
7
Economic policy uncertainty and long-run stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2018
Persistent link: https://www.econbiz.de/10011864884
Saved in:
8
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
9
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
10
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Gupta, Rangan
-
2016
Persistent link: https://www.econbiz.de/10011541711
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