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type_genre:"Non-commercial literature"
subject:"Volatility"
~type_genre:"Forschungsbericht"
~isPartOf:"CORE discussion paper : DP"
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Volatility
Theorie
981
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114
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77
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61
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CORE discussion paper : DP
Working paper / National Bureau of Economic Research, Inc.
136
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Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
2
Trading activity and liquidity supply in a pure limit order book market : an empirical analysis using a multivariate count data model
Grammig, Joachim
;
Heinen, Andréas
;
Rengifo, Erick W.
-
2004
Persistent link: https://www.econbiz.de/10002390653
Saved in:
3
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
4
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
5
Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001713160
Saved in:
6
Bubbles and long-range dependence in asset prices volatilities
Kirman, Alan P.
;
Teyssière, Gilles
-
2002
Persistent link: https://www.econbiz.de/10001720525
Saved in:
7
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
Saved in:
8
On the macroeconomics of uncertainty and incomplete markets
Drèze, Jacques H.
-
1999
Persistent link: https://www.econbiz.de/10001438128
Saved in:
9
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
10
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
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