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person:"Beine, Michel"
subject:"EU-Staaten"
~person:"Lux, Thomas"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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EU-Staaten
Volatilität
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59
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59
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13
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13
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10
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9
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9
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Beine, Michel
Lux, Thomas
De Grauwe, Paul
30
Bollerslev, Tim
23
McAleer, Michael
23
Gupta, Rangan
22
Hughes Hallett, Andrew
19
Andersen, Torben
17
Asai, Manabu
15
Herwartz, Helmut
15
Renault, Eric
14
Eichengreen, Barry
13
Hagen, Jürgen von
13
Wang, Yudong
13
Ghysels, Eric
12
Härdle, Wolfgang
12
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12
Aït-Sahalia, Yacine
11
Belke, Ansgar
11
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11
Caporin, Massimiliano
11
Della Posta, Pompeo
11
Diebold, Francis X.
11
Koopman, Siem Jan
11
Bekaert, Geert
10
Chan, Joshua
10
Chiarella, Carl
10
Mele, Antonio
10
Pierdzioch, Christian
10
Tauchen, George Eugene
10
Yu, Jun
10
Escobar, Marcos
9
Fouque, Jean-Pierre
9
Hafner, Christian M.
9
Hefeker, Carsten
9
Maheu, John M.
9
Meddahi, Nour
9
Rose, Andrew
9
Taylor, Robert
9
Wohar, Mark E.
9
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8
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8
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Cahiers économiques de Bruxelles
1
Empirica : journal of european economics
1
Exchange rates and global financial policies
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of mathematical economics
1
The European journal of finance
1
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ECONIS (ZBW)
12
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1
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10
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12
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1
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
2
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
3
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
4
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
5
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Exchange rates and global financial policies
,
(pp. 189-216)
.
2014
Persistent link: https://www.econbiz.de/10010350406
Saved in:
6
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Saved in:
7
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
Saved in:
8
Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas
;
Schornstein, Sascha
- In:
Journal of mathematical economics
41
(
2005
)
1/2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10002643241
Saved in:
9
Excess volatility and herding in an artificial financial market : analytical approach and estimation
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
- In:
Funktionsfähigkeit und Stabilität von Finanzmärkten …
,
(pp. 241-259)
.
2005
Persistent link: https://www.econbiz.de/10003249990
Saved in:
10
Assessing a perfect European optimum currency area : a common cycles approach
Beine, Michel
;
Candelon, Bertrand
;
Hecq, Alain W. J.
- In:
Empirica : journal of european economics
27
(
2000
)
2
,
pp. 115-132
Persistent link: https://www.econbiz.de/10001539980
Saved in:
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