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~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Pierdzioch, Christian
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Demirer, Rıza
38
Corbet, Shaen
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Wei, Yu
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Salisu, Afees A.
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Balcilar, Mehmet
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Chevallier, Julien
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Yoon, Seong-min
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Lucey, Brian M.
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Todorov, Viktor
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Ji, Qiang
33
Liang, Chao
33
Roubaud, David
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Brooks, Robert
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Apergēs, Nikolaos
31
Zhang, Jin E.
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Asai, Manabu
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Brussels European and Global Economic Laboratory
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Conference on Realized Volatility <2006, Montréal>
1
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HFDF <2, 1998, Zürich>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
National Bureau of Economic Research
1
Springer International Publishing
1
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Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
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374
The journal of futures markets
344
International review of economics & finance : IREF
338
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336
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
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Journal of empirical finance
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Applied economics letters
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Research in international business and finance
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Economics letters
245
International journal of theoretical and applied finance
245
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Journal of risk and financial management : JRFM
197
Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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International journal of forecasting
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International journal of finance & economics : IJFE
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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Applied mathematical finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
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Review of quantitative finance and accounting
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ECONIS (ZBW)
20,379
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20361
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
Saved in:
20362
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
Saved in:
20363
Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
Saved in:
20364
Causality between the money supply and share prices : a VAR investigation
Dhakal, Dharmendra Purush
- In:
Quarterly journal of business and economics : QJBE
32
(
1993
)
3
,
pp. 52-74
Persistent link: https://www.econbiz.de/10001191456
Saved in:
20365
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
20366
Exchange risk and interest rate volatility in historical perspective
McKinnon, Ronald I.
- In:
Greek economic review
15
(
1993
)
2
,
pp. 29-44
Persistent link: https://www.econbiz.de/10001206494
Saved in:
20367
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
20368
Impulse control method and exchange rate
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
Saved in:
20369
A microeconomic approach to diffusion models for stock prices
Föllmer, Hans
- In:
Mathematical finance : an international journal of …
3
(
1993
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001185148
Saved in:
20370
Option and futures evaluation with deterministic volatilities
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 149-159
Persistent link: https://www.econbiz.de/10001333348
Saved in:
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