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Becker, Ralf
5
Clements, Adam
5
Clements, Adam E.
5
Todorova, Neda
4
Collet, Jérôme
2
Hurn, Stan
2
Veeraraghavan, Madhu
2
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Husmann, Sven
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Lubnau, Thorben Manfred
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Applied financial economics
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Finance India : the quarterly journal of Indian Institute of Finance
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Investment management and financial innovations
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A comparative study of range‐based stock return volatility estimators for the German market
Todorova, Neda
;
Husmann, Sven
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 560-587
Persistent link: https://www.econbiz.de/10009964824
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2
Volatility estimators based on daily price ranges versus the realized range
Todorova, Neda
- In:
Applied financial economics
22
(
2012
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009818899
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3
Technical trading with open interest: evidence from the German market
Lubnau, Thorben Manfred
;
Todorova, Neda
- In:
Applied financial economics
22
(
2012
)
10
,
pp. 791-810
Persistent link: https://www.econbiz.de/10009837713
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4
Economic significance of oil price changes on Russian and Chinese stock markets
Soucek, Michael
;
Todorova, Neda
- In:
Applied financial economics
23
(
2013
)
7
,
pp. 561-571
Persistent link: https://www.econbiz.de/10010054087
Saved in:
5
Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf
;
Clements, Adam E.
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2550
Persistent link: https://www.econbiz.de/10007757871
Saved in:
6
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam E.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10007911037
Saved in:
7
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam E.
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010008348
Saved in:
8
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam E.
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1039
Persistent link: https://www.econbiz.de/10008892228
Saved in:
9
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam E.
;
Mcclelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10008235110
Saved in:
10
Theory and Methods - Mobius-Like Mappings and Their Use in Kernel Density Estimation
Clements, Adam
;
Hurn, Stan
;
Lindsay, Kenneth
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 993-1000
Persistent link: https://www.econbiz.de/10006611361
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