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subject:"Volatility"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institute of European Finance <Bangor, Gwynedd>"
~subject:"United States"
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Volatility
United States
Estimation
40
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40
Theorie
26
Theory
26
Großbritannien
11
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11
Börsenkurs
6
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Asimakopoulos, Ioannis
1
Asēmakopulos, Iōannēs
1
Balaban, Ercan
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Dacco, Roberto
1
Engsted, Tom
1
Gylfi Zoega
1
Myhre Lildholt, Peter
1
Orszag, Jonathan Michael
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
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Raahauge, Peter
1
Ravn, Morten O.
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Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
Institute of European Finance <Bangor, Gwynedd>
National Bureau of Economic Research
226
Forschungsinstitut zur Zukunft der Arbeit
67
Federal Reserve Bank of St. Louis
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of San Francisco
16
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13
Institut für Weltwirtschaft
13
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11
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9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Federal Reserve Bank of Richmond
7
Institute of Finance and Accounting <London>
7
Springer Fachmedien Wiesbaden
7
The Wharton Financial Institutions Center
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
University of Canterbury / Dept. of Economics and Finance
6
University of Hong Kong / School of Economics and Finance
6
Verlag Dr. Kovač
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5
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5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Discussion paper in financial economics : FE
2
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ECONIS (ZBW)
10
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1
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
2
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
3
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Education and the natural rate of unemployment
Orszag, Jonathan Michael
;
Phelps, Edmund S.
;
Gylfi Zoega
-
1998
Persistent link: https://www.econbiz.de/10000985703
Saved in:
6
Dual listed stocks and asymmetric volatility spillover : the case of UK, Germany and France
Asimakopoulos, Ioannis
-
1997
Persistent link: https://www.econbiz.de/10000979098
Saved in:
7
A reconsideration of the empirical evidence on the asymmetric effects of money-supply shocks : positive vs. negative or big vs. small?
Ravn, Morten O.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000933382
Saved in:
8
The Turkish stock market : the term structure of volatility and the month of the year effects
Balaban, Ercan
-
1996
Persistent link: https://www.econbiz.de/10000960691
Saved in:
9
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
10
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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