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~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
~language:"eng"
~language:"swe"
~language:"tur"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Hecq, Alain W. J.
3
Laurent, Sébastien
3
Palm, Franz C.
3
Candelon, Bertrand
2
Smeekes, Stephan
2
Taylor, Robert
2
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
Working paper
97
CREATES research paper
33
Economics and finance working paper series
29
Fisher College of Business working paper series
25
Meddelanden från Svenska Handelshögskolan
23
Finance and economics discussion series
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Cardiff economics working papers
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11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
10
Working papers series / Federal Reserve Bank of San Francisco
10
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
9
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9
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8
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6
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Government bond market dynamics and sovereign risk : systemic or idiosyncratic?
Bicu, Andreea
;
Candelon, Bertrand
-
2012
Persistent link: https://www.econbiz.de/10009549406
Saved in:
2
A bitter brew? : futures speculation and commodity prices
Bos, Jaap W. B.
;
Molen, Maarten van der
-
2012
Persistent link: https://www.econbiz.de/10009630385
Saved in:
3
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
4
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
5
Common intraday periodicity
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840658
Saved in:
6
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
7
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
8
Sticky information vs. backward-looking indexation : inflation inertia in the U.S.
Carrillo, Julio A.
-
2009
Persistent link: https://www.econbiz.de/10003937102
Saved in:
9
Testing for exceptional bulls and bears : a non-parametric perspective
Candelon, Bertrand
;
Metiu, Norbert
-
2009
Persistent link: https://www.econbiz.de/10003937554
Saved in:
10
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
-
2008
Persistent link: https://www.econbiz.de/10003921287
Saved in:
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