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Theorie
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Franses, Philip Hans
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Caporale, Guglielmo Maria
152
Gil-Alaña, Luis A.
134
Härdle, Wolfgang
128
Pesaran, M. Hashem
127
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126
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115
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108
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105
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97
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95
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93
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92
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87
Koop, Gary
85
Campbell, John Y.
83
Teräsvirta, Timo
83
Taylor, Mark P.
82
Stambaugh, Robert F.
80
Lucas, André
79
Marcellino, Massimiliano
78
MacDonald, Ronald
77
Bekaert, Geert
75
Gupta, Rangan
75
Bauwens, Luc
74
Engel, Charles
74
Sibbertsen, Philipp
74
Aizenman, Joshua
72
De Grauwe, Paul
72
Ghysels, Eric
72
Swanson, Norman R.
72
Christiano, Lawrence J.
69
Granger, C. W. J.
68
Kunst, Robert M.
68
Chiarella, Carl
67
Pierdzioch, Christian
67
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65
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University of Reading / Department of Economics
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Edward Elgar Publishing
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Economics letters
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International journal of forecasting
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Journal of forecasting
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The journal of finance : the journal of the American Finance Association
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Applied economics letters
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Journal of financial economics
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The review of financial studies
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Journal of empirical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International review of economics & finance : IREF
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Journal of monetary economics
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Econometric theory
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Discussion paper
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Journal of macroeconomics
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Econometric reviews
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Europäische Hochschulschriften / 5
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International review of financial analysis
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Applied financial economics
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The American economic review
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
10
RePEc
8
ArchiDok
7
OLC EcoSci
6
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1
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
2
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
3
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
4
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
-
2015
Persistent link: https://www.econbiz.de/10011736615
Saved in:
5
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
6
Testing the long-memory features in return and
volatility
of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
7
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
8
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
9
Value at risk (VaR) analysis for fat tails and long memory in returns
Günay, Samet
- In:
Eurasian economic review : a journal in applied …
7
(
2017
)
2
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011684346
Saved in:
10
"Déjà vol" : predictive regressions for aggregate stock market
volatility
using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
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