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subject:"Volatility"
~institution:"European University Institute / Department of Economics"
~institution:"Institute of European Finance <Bangor, Gwynedd>"
~subject:"1970-1992"
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Volatility
1970-1992
Estimation
21
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6
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4
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Asimakopoulos, Ioannis
1
Asēmakopulos, Iōannēs
1
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1
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1
DeLong, James Bradford
1
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European University Institute / Department of Economics
Institute of European Finance <Bangor, Gwynedd>
National Bureau of Economic Research
80
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14
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6
University of Canterbury / Dept. of Economics and Finance
6
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3
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3
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3
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2
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1
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1
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
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2
Dual listed stocks and asymmetric volatility spillover : the case of UK, Germany and France
Asimakopoulos, Ioannis
-
1997
Persistent link: https://www.econbiz.de/10000979098
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3
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:
4
International business cycles : how much can standard theory account for?
Ravn, Morten O.
-
1993
Persistent link: https://www.econbiz.de/10000889864
Saved in:
5
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10013419686
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