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~subject:"Volatility"
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Volatility
Decomposition method
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657
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Sosvilla-Rivero, Simón
5
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4
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4
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3
Wang, Shouyang
3
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3
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3
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2
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2
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2
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2
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2
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ECONIS (ZBW)
196
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21
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
22
Volume
decomposition
and volatility in dual-listing H-shares
Dey, Malay K.
;
Wang, Chaoyan
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 301-310
Persistent link: https://www.econbiz.de/10012581634
Saved in:
23
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru
;
Gao, Xiangyun
;
An, Haizhong
;
Guo, Sui
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
Saved in:
24
Decomposition
formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
25
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
26
Measuring real-financial connectedness in the US economy
Uluceviz, Erhan
;
Yılmaz, Kamil
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188338
Saved in:
27
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
28
Dynamic correlation and risk contagion between "black" futures in China : a multi-scale variational mode
decomposition
approach
Wang, Qunwei
;
Dai, Xingyu
;
Zhou, Dequn
- In:
Computational economics
55
(
2020
)
4
,
pp. 1117-1150
Persistent link: https://www.econbiz.de/10012223704
Saved in:
29
Measuring extreme risk spillovers across international stock markets : a quantile variance
decomposition
analysis
Su, Xianfang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012660129
Saved in:
30
Uncovering the time-varying relationship between commonality in liquidity and volatility
Chuliá, Helena
;
Koser, Christoph
;
Uribe, Jorge
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316887
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