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~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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ARCH model
132
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91
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52
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Journal of empirical finance
Applied economics
67
Finance research letters
67
Energy economics
66
International review of economics & finance : IREF
61
International review of financial analysis
61
Research in international business and finance
61
Economic modelling
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Journal of international financial markets, institutions & money
54
The North American journal of economics and finance : a journal of financial economics studies
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Journal of banking & finance
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40
The journal of futures markets
39
Journal of econometrics
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Applied economics letters
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
International journal of forecasting
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Discussion paper / Tinbergen Institute
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International Journal of Energy Economics and Policy : IJEEP
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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Review of quantitative finance and accounting
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Cogent economics & finance
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The empirical economics letters : a monthly international journal of economics
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Global business review
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Pacific-Basin finance journal
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Econometric reviews
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Emerging markets, finance and trade : EMFT
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Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
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62
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
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