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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~person:"Becchetti, Leonardo"
~person:"Bissoondoyal-Bheenick, Emawtee"
~person:"Cavallo, Laura"
~person:"Niizeki, Mikiyo Kii"
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Volatilität
Estimation
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Volatility
5
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3
USA
3
United States
3
1989-1994
2
Aktienmarkt
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Index futures
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Index-Futures
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Interest rate
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Italien
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Italy
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Becchetti, Leonardo
Bissoondoyal-Bheenick, Emawtee
Cavallo, Laura
Niizeki, Mikiyo Kii
McMillan, David G.
3
Fraser, Patricia
2
Jiang, Christine X.
2
Phylaktis, Kate
2
Sengupta, Jati K.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
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1
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1
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1
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1
Ap Gwilym, Owain
1
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1
Aradhyula, Satheesh V.
1
Aristidou, Antonis
1
Bai, Ye
1
Barkoulas, John T.
1
Bauer, Rob
1
Bedrossian, Robert
1
Black, Angela J.
1
Blair, Bevan
1
Bologna, Pierluigi
1
Brockman, Paul
1
Brooks, Robert
1
Caggese, Andrea
1
Carroll, Rachael
1
Chan, Howard Wei-hong
1
Chatrath, Arjun
1
Chen, Yen-hsiao
1
Chiang, Thomas C.
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Applied financial economics
Australian journal of management
1
International Review of Economics & Finance
1
International review of economics & finance : IREF
1
Studies in economics and finance
1
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ECONIS (ZBW)
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Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
2
Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi
;
Cavallo, Laura
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
Saved in:
3
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo
;
Caggese, Andrea
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
Saved in:
4
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Saved in:
5
A comparison of short-term interest rate models : empirical tests of interest rate volatility
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 505-512
Persistent link: https://www.econbiz.de/10001363824
Saved in:
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