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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Research in international business and finance"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
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Altıntaş, Halil
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Research in international business and finance
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
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International journal of forecasting
44
Econometric theory
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Journal of time series econometrics
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Computational economics
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Finance research letters
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The econometrics journal
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of quantitative economics
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European journal of operational research : EJOR
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Journal of banking & finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of economic dynamics & control
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Journal of mathematical finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of computational economics and econometrics : IJCEE
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International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of risk
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Theoretical economics letters
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Insurance / Mathematics & economics
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The journal of risk model validation
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International journal of financial engineering
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1
Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira
Kassouri, Yacouba
;
Altıntaş, Halil
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012548194
Saved in:
2
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
3
Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study
Ibhagui, Oyakhilome
- In:
Research in international business and finance
47
(
2019
),
pp. 279-303
Persistent link: https://www.econbiz.de/10012135734
Saved in:
4
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien
;
Ielpo, Florian
- In:
Research in international business and finance
39
(
2017
),
pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
Saved in:
5
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
Saved in:
6
The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
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