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Volatility
USA
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Pierdzioch, Christian
61
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55
Chang, Chia-Lin
39
Todorov, Viktor
37
Bouri, Elie
36
Hautsch, Nikolaus
36
Andersen, Torben
35
Ma, Feng
34
Engle, Robert F.
33
Gil-Alaña, Luis A.
32
Wohar, Mark E.
32
Asai, Manabu
31
Belke, Ansgar
31
Härdle, Wolfgang
29
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28
Koopman, Siem Jan
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Herwartz, Helmut
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Mumtaz, Haroon
26
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Hammoudeh, Shawkat
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Xuan Vinh Vo
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24
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Malik, Farooq
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Rodriguez, Gabriel
21
Allen, David E.
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Kansantaloustieteen Laitos <Tampere>
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New York Stock Exchange
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Rodney L. White Center for Financial Research
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Center for Economic Research <Tilburg>
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USA / General Accounting Office
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
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Working paper / National Bureau of Economic Research, Inc.
211
Energy economics
184
The journal of futures markets
165
Applied economics
150
Journal of banking & finance
140
Finance research letters
137
International review of economics & finance : IREF
136
Economic modelling
132
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
126
Journal of econometrics
116
Journal of empirical finance
115
Applied financial economics
106
Working paper
97
NBER working paper series
96
Discussion paper / Centre for Economic Policy Research
94
Journal of international financial markets, institutions & money
89
Applied economics letters
86
Journal of international money and finance
85
NBER Working Paper
83
The review of financial studies
81
Economics letters
79
Research in international business and finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Discussion paper / Tinbergen Institute
71
CESifo working papers
68
Journal of financial economics
68
Journal of risk and financial management : JRFM
64
The journal of finance : the journal of the American Finance Association
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
International journal of forecasting
52
Journal of financial and quantitative analysis : JFQA
52
The European journal of finance
52
International journal of finance & economics : IJFE
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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Finance and economics discussion series
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Global finance journal
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ECONIS (ZBW)
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EconStor
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RePEc
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1
Noisy inventory announcement and energy prices
Halova Wolfe, Marketa
;
Kurov, Alexander
;
Kucher, Oleg
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 911-933
Persistent link: https://www.econbiz.de/10010508689
Saved in:
2
Exchange traded funds and stock market volatility
Xu, Liao
;
Yin, Xiangkang
- In:
International review of finance
17
(
2017
)
4
,
pp. 525-560
Persistent link: https://www.econbiz.de/10011807182
Saved in:
3
Alternative estimates of the presidential premium
Campbell, Sean D.
;
Li, Canlin
-
2004
Persistent link: https://www.econbiz.de/10002512038
Saved in:
4
Fractional integration and cointegration in financial time series
Stakėnas, Paulius
-
2013
Persistent link: https://www.econbiz.de/10009713163
Saved in:
5
Modeling wage inequality in the US as conditional variation : a time series approach
Stevans, Lonnie K.
- In:
Journal of income distribution : an international quarterly
8
(
1998
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10001501594
Saved in:
6
Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura
-
2010
proposed. The expression for a modified likelihood function is obtained for
estimation
and inference in a fixed-T context …. Using a bias-corrected likelihood approach makes it possible to reduce the
estimation
bias to a term of order 1/T². The …
Persistent link: https://www.econbiz.de/10003936729
Saved in:
7
Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura
-
2007
Persistent link: https://www.econbiz.de/10003619667
Saved in:
8
Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura
-
2007
Persistent link: https://www.econbiz.de/10003847721
Saved in:
9
Modeling Wage Inequality in the U.S. As Conditional Variation : A Time Series Approach
Stevans, Lonnie K.
-
2001
immigration
…
Persistent link: https://www.econbiz.de/10014052120
Saved in:
10
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
Saved in:
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