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Volatility
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Bollerslev, Tim
83
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55
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49
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Bekaert, Geert
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Gallo, Giampiero M.
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Asai, Manabu
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Rose, Andrew
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Dijk, Dick van
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Ghysels, Eric
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Herwartz, Helmut
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Lucas, André
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Meddahi, Nour
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Yu, Jun
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Lustig, Hanno
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21
Caporale, Guglielmo Maria
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Kansantaloustieteen Laitos <Tampere>
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Reserve Bank of New Zealand
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NBER working paper series
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Journal of econometrics
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Finance research letters
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Journal of banking & finance
108
Economic modelling
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Energy economics
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International journal of forecasting
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Journal of international money and finance
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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The European journal of finance
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Quantitative finance
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The review of financial studies
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Applied economics letters
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Computational economics
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The journal of futures markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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Econometric reviews
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Finance and stochastics
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ECONIS (ZBW)
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EconStor
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ArchiDok
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1
Realized stock volatility
Ebens, Heiko
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
Saved in:
2
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
3
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
Saved in:
4
Interest rate interventions with different stock market risk measures
Lindén, Mikael
;
Suonperä, Antti
-
1990
Persistent link: https://www.econbiz.de/10000806904
Saved in:
5
La misurazione del valore a rischio : la sensibilità ai diversi modelli di quantificazione del rischio
Drudi, Francesco
- In:
Rivista di politica economica
86
(
1997
)
11
,
pp. 209-236
Persistent link: https://www.econbiz.de/10001336355
Saved in:
6
Un modello per la misurazione dei rischi finanziari
Barone, Emilio
- In:
Rivista di politica economica
86
(
1997
)
11
,
pp. 169-208
Persistent link: https://www.econbiz.de/10001336356
Saved in:
7
A model for measuring financial risks
Barone, Emilio
;
Braghò, Antonio
- In:
Financial markets : imperfect information and risk …
,
(pp. 155-193)
.
2001
Persistent link: https://www.econbiz.de/10001621802
Saved in:
8
Parametric and nonparametric volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
9
Parametric and nonparametric volatility
measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
10
A stochastic measure of international competitiveness
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
-
2005
Persistent link: https://www.econbiz.de/10002721378
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