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subject:"USA"
subject:"Volatilität"
~person:"Härdle, Wolfgang"
~type_genre:"Aufsatz in Zeitschrift"
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USA
Volatilität
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Aufsatz in Zeitschrift
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Härdle, Wolfgang
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Caporale, Guglielmo Maria
37
Wohar, Mark E.
37
Bollerslev, Tim
28
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26
Ma, Feng
26
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25
Pierdzioch, Christian
25
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25
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24
Apergēs, Nikolaos
23
Xuan Vinh Vo
23
Tiwari, Aviral Kumar
21
Kumar, Dilip
20
Hsing, Yu
18
Brooks, Robert
17
Kang, Sang Hoon
17
McMillan, David G.
16
Mensi, Walid
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Asai, Manabu
15
Belke, Ansgar
15
Hegerty, Scott W.
15
Payne, James E.
15
Rashid, Abdul
15
Yoon, Seong-min
15
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14
Hammoudeh, Shawkat
14
Heckman, James J.
14
Jawadi, Fredj
14
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14
Li, Jia
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Sarno, Lucio
14
Wang, Yudong
14
Wei, Yu
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13
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Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Review of derivatives research
1
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ECONIS (ZBW)
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1
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
2
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
3
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
4
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
5
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
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