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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The review of financial studies"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Prognoseverfahren
Volatility
USA
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591
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484
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Marcellino, Massimiliano
9
Lettau, Martin
8
Timmermann, Allan
7
Ghysels, Eric
6
Giannone, Domenico
5
Kilian, Lutz
5
Ludvigson, Sydney C.
5
Sarno, Lucio
5
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4
Valente, Giorgio
4
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3
Bianchi, Francesco
3
Fernández-Villaverde, Jesús
3
Gambetti, Luca
3
Goyal, Amit
3
Guerrón-Quintana, Pablo A.
3
Hardouvelis, Gikas A.
3
Massa, Massimo
3
Nieuwerburgh, Stijn van
3
Reichlin, Lucrezia
3
Richardson, Matthew
3
Rossi, Barbara
3
Rubio-Ramírez, Juan Francisco
3
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2
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2
Ang, Andrew
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2
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2
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2
Brandt, Michael W.
2
Broer, Tobias
2
Buraschi, Andrea
2
Carriero, Andrea
2
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2
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Discussion paper / Centre for Economic Policy Research
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
252
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147
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116
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79
Journal of banking & finance
75
Applied financial economics
69
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69
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68
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58
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56
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55
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54
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ECONIS (ZBW)
272
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1
Greek closed-end fund premia : differences and similarities with US premia and their implications
Hardouvelis, Gikas A.
;
Tsiritakis, Emmanuel D.
-
1996
Persistent link: https://www.econbiz.de/10000940135
Saved in:
2
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P.
-
1988
Persistent link: https://www.econbiz.de/10000747918
Saved in:
3
Endogenous market thinness and stock price volatility
Pagano, Marco
-
1986
Persistent link: https://www.econbiz.de/10000705299
Saved in:
4
FX spreads and dealer competition across the 24-hour trading day
Hung, Roger D.
;
Masulis, Ronald W.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 61-93
Persistent link: https://www.econbiz.de/10001353434
Saved in:
5
Competitive entry and endogenous risk in the foreign exchange market
Hau, Harald
- In:
The review of financial studies
11
(
1998
)
4
,
pp. 757-787
Persistent link: https://www.econbiz.de/10001355078
Saved in:
6
Asymmetric predictability of conditional variances
Conrad, Jennifer S.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001120548
Saved in:
7
The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y.
- In:
The review of financial studies
1
(
1988
)
3
,
pp. 195-228
Persistent link: https://www.econbiz.de/10001106328
Saved in:
8
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
9
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
Saved in:
10
UK and US trading of British cross-listed stocks : an intraday analysis of market integration
Werner, Ingrid M.
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 619-664
Persistent link: https://www.econbiz.de/10001202787
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