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~type_genre:"Book section"
~person:"Patton, Andrew J."
~person:"Hooi Hooi Lean"
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Volatility
7
Volatilität
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3
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Patton, Andrew J.
Hooi Hooi Lean
Belke, Ansgar
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Frankel, Jeffrey A.
7
Aizenman, Joshua
6
Andersen, Torben
6
Chiarella, Carl
5
Haile, Mekbib Gebretsadik
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Kang, Boda
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Allen, David E.
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Songsak Sriboonchitta
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3
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Handbook of financial time series
2
Econometrics of risk
1
Emerging markets and the global economy
1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Volume 2B
1
Information efficiency and anomalies in Asian equity markets : theories and evidence
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1
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
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2
Asymmetric effect of political elections on the stock returns and volatility in Malaysia
Hooi Hooi Lean
;
Peng Yeap, Geok
- In:
Information efficiency and anomalies in Asian equity …
,
(pp. 228-245)
.
2017
Persistent link: https://www.econbiz.de/10011928469
Saved in:
3
Asymmetric volatility of local gold prices in Malaysia
Ghazali, Mohd Fahmi
;
Hooi Hooi Lean
- In:
Econometrics of risk
,
(pp. 203-218)
.
2015
Persistent link: https://www.econbiz.de/10010498541
Saved in:
4
Stock market co-movement in ASEAN and China
Hooi Hooi Lean
;
Smyth, Russell
- In:
Emerging markets and the global economy
,
(pp. 603-622)
.
2014
Persistent link: https://www.econbiz.de/10010434619
Saved in:
5
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
6
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
Saved in:
7
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
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