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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
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USA
Volatilität
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Bollerslev, Tim
19
Todorov, Viktor
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Tauchen, George Eugene
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Aït-Sahalia, Yacine
12
Andersen, Torben
11
McAleer, Michael
10
Laporte, Gilbert
8
Lee, Cheng F.
8
Meddahi, Nour
8
Slottje, Daniel Jonathan
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Xiu, Dacheng
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Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
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Cavaliere, Giuseppe
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Diebold, Francis X.
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Ghysels, Eric
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Kim, Donggyu
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Shephard, Neil G.
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Boysen, Nils
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Li, Yingying
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Zhou, Hao
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Boswijk, Herman Peter
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Brown, Lawrence D.
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Corradi, Valentina
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Dufour, Jean-Marie
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Engle, Robert F.
4
Francq, Christian
4
Glass, Anthony
4
Jasiak, Joann
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Kenjegalieva, Karligash
4
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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European journal of operational research : EJOR
Journal of econometrics
Review of quantitative finance and accounting
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2,039
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1,428
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1,381
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990
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Journal of human resources : JHR
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The journal of economic perspectives : EP ; a journal of the American Economic Association
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Finance research letters
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American economic journal : a journal of the American Economic Association
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ILR review : the journal of work and policy
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International review of financial analysis
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Health affairs : at the intersection of health, health care, and policy
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Journal of monetary economics
578
International review of economics & finance : IREF
552
Journal of labor economics
544
Journal of international money and finance
519
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
1,482
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings
Kim, Jang-chul
;
Lee, Kaun Y.
;
Yi, Ha-Chin
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 365-387
Persistent link: https://www.econbiz.de/10014503070
Saved in:
3
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
4
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
5
Price volatility of revenue managed goods : Implications for demand and price elasticity
Morlotti, Chiara
;
Mantin, Benny
;
Malighetti, Paolo
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1039-1058
Persistent link: https://www.econbiz.de/10014456464
Saved in:
6
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
7
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
8
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
9
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
10
Bettors' reaction to match dynamics : evidence from in-game betting
Michels, Rouven
;
Ötting, Marius
;
Langrock, Roland
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1118-1127
Persistent link: https://www.econbiz.de/10014471117
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