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~language:"eng"
~language:"aze"
~person:"Chiarella, Carl"
~person:"Spagnolo, Nicola"
~subject:"Volatilität"
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Volatilität
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Chiarella, Carl
Spagnolo, Nicola
McAleer, Michael
57
Gupta, Rangan
32
Pierdzioch, Christian
23
Chang, Chia-Lin
21
Caporale, Guglielmo Maria
20
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Buch, Claudia M.
11
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Döpke, Jörg
9
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Farmer, Roger E. A.
8
Hautsch, Nikolaus
8
Miller, Stephen M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Alòs, Elisa
7
Hammoudeh, Shawkat
7
Pesaran, M. Hashem
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Benk, Szilárd
6
Billio, Monica
6
Bonato, Matteo
6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
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6
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6
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Economics and finance working paper series
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
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6
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1
Journal of economic behavior & organization : JEBO
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Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2015
Persistent link: https://www.econbiz.de/10010527213
Saved in:
2
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
3
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
4
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
6
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
7
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979840
Saved in:
8
Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003979875
Saved in:
9
Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2010
Persistent link: https://www.econbiz.de/10003963283
Saved in:
10
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
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