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~institution:"Christian-Albrechts-Universität zu Kiel"
~institution:"Erasmus Research Institute of Management"
~institution:"Federal Reserve Bank of San Francisco"
~subject:"Volatility"
~subject:"Welt"
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Erasmus Research Institute of Management
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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2
A comparison of discount rate models using international stock market data
Kasa, Kenneth
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000907530
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3
Short-sale constraints and financial market outcomes
Rottke, Simon
-
2016
Persistent link: https://www.econbiz.de/10011473509
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4
Striking oil : another puzzle
Driesprong, Gerben
(
contributor
);
Jacobsen, Ben
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001812020
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5
Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de
(
contributor
); …
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
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6
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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7
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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8
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012887751
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9
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
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