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Volatility
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McAleer, Michael
85
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79
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43
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41
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38
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35
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34
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30
Hammoudeh, Shawkat
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23
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Engle, Robert F.
19
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Vo Xuan Vinh
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Working paper / National Bureau of Economic Research, Inc.
183
The journal of futures markets
133
Finance research letters
116
Journal of banking & finance
114
Energy economics
110
International review of financial analysis
87
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NBER working paper series
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Research in international business and finance
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ECONIS (ZBW)
7,309
RePEc
8
EconStor
7
Showing
1
-
10
of
7,324
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
2
Commercial real estate investments and the term structure of risk and return
Rehring, Christian
-
2010
Persistent link: https://www.econbiz.de/10008858368
Saved in:
3
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
4
International asset allocation with time-varying correlations
Ang, Andrew
;
Bekaert, Geert
-
1999
Persistent link: https://www.econbiz.de/10001379604
Saved in:
5
Reducing the impacts of energy price volatility through dynamic portfolio selection
Humphreys, H. Brett
- In:
The energy journal
19
(
1998
)
3
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001243313
Saved in:
6
The risks and rewards of selling volatility
Nandi, Saikat
;
Waggoner, Daniel
- In:
Economic review
86
(
2001
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
Saved in:
7
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
8
Communication asset risk : how the format of historic volatility information affects risk perception and investment decisions
Siebenmorgen, Niklas
;
Weber, Elke U.
;
Weber, Martin
-
2000
Persistent link: https://www.econbiz.de/10001523176
Saved in:
9
Recovery of real estate returns for portfolio allocation
Corgel, John B.
;
DeRoos, Jan A.
- In:
The journal of real estate finance and economics
18
(
1999
)
3
,
pp. 279-296
Persistent link: https://www.econbiz.de/10001410569
Saved in:
10
International versus U.S. sector diversification strategies in the wake of Asian crisis /Sorin A. Tuluca; Burton Zwick and Michael J. Seiler
Tuluca, Sorin A.
;
Zwick, Burton
;
Seiler, Michael J.
- In:
American business review
21
(
2003
)
1
,
pp. 67-74
Persistent link: https://www.econbiz.de/10001763970
Saved in:
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