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~subject:"Volatilität"
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Volatilität
Volatility
40
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Molnár, Peter
39
Lyócsa, Štefan
8
Lyocsa, Stefan
6
Fiszeder, Piotr
5
Fałdziński, Marcin
4
Haugom, Erik
4
Westgaard, Sjur
4
Bašta, Milan
3
Plíhal, Tomáš
3
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2
Opdal, Martin
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Ringdal, Martin
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Aalborg, Halvor Aarhus
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Birkelund,, Ole
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Bugge, Sebastian
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Bugge, Sebastian A.
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Cheraghali, Hamid
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Fedorko, Igor
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Guttormsen, Haakon
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Guttormsen, Haakon J.
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Helseth, Marius Aleksander Emblem
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Finance research letters
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ECONIS (ZBW)
39
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1
Properties of range-based volatility estimators
Molnár, Peter
- In:
International review of financial analysis
23
(
2012
),
pp. 20-29
Persistent link: https://www.econbiz.de/10009690136
Saved in:
2
High-low range in GARCH models of stock return volatility
Molnár, Peter
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4977-4991
Persistent link: https://www.econbiz.de/10011641414
Saved in:
3
Robust estimation of the range-based GARCH model : forecasting volatility, value at risk and expected shortfall of cryptocurrencies
Fiszeder, Piotr
;
Małecka, Marta
;
Molnár, Peter
- In:
Economic modelling
141
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015191454
Saved in:
4
Forecasting volatility of the US oil market
Haugom, Erik
;
Langeland, Henrik
;
Molnár, Peter
; …
- In:
Journal of banking & finance
47
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010506517
Saved in:
5
Oil market volatility and stock market volatility
Bašta, Milan
;
Molnár, Peter
- In:
Finance research letters
26
(
2018
),
pp. 204-214
Persistent link: https://www.econbiz.de/10012005675
Saved in:
6
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
7
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
8
Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland
Lyócsa, Štefan
;
Molnár, Peter
;
Fedorko, Igor
- In:
Finance a úvěr
66
(
2016
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011582491
Saved in:
9
A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
10
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
23
(
2017
),
pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
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