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subject:"Volatility"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working paper"
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Volatility
Estimation
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225
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162
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162
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113
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McAleer, Michael
13
Mumtaz, Haroon
11
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
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4
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3
Chang, Chia-Lin
3
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3
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Asai, Manabu
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2
Demirer, Rıza
2
Erdemlioglu, Deniz
2
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2
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2
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2
Kiss, Tamás
2
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2
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2
Manera, Matteo
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
Alsharari, Nizar Mohammad
1
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1
Asai, Manuabu
1
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University of Canterbury / Dept. of Economics and Finance
6
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2
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper
Energy economics
142
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125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
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102
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102
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96
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83
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81
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37
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34
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ECONIS (ZBW)
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91
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
92
Simultaneous stochastic volatility transmission across American equity markets
Weber, Enzo
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009721374
Saved in:
93
Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.
;
Essid, Badye
;
Siklos, Pierre L.
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
Saved in:
94
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
95
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
96
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
97
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
98
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
99
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
100
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
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