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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
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Volatilität
Estimation
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Time series analysis
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Caporale, Guglielmo Maria
Gupta, Rangan
Grobys, Klaus
2
Ma, Feng
2
Olson, Eric
2
Wang, Xunxiao
2
Al-Rashidi, Atef
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Applied economics letters
Department of Economics working paper series
17
Economics and finance working paper series
11
CESifo working papers
9
The North American journal of economics and finance : a journal of financial economics studies
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
2
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
3
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
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