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  1. Bank für Internationalen Zahlungsausgleich Währungs- und Wirtschaftsabteilung

    Asia-Pacific fixed income markets : evolving structure, participation and pricing

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    [Basel]: Bank for International Settlements, April 2019

    Published in: Bank für Internationalen Zahlungsausgleich: BIS papers ; 102

  2. Oktaba, Paweł [Author]; Grzywińska-Rąpca, Małgorzata [Author]

    Modification of technical analysis indicators and increasing the rate of return on investment

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    2023

    Published in: Central European economic journal ; 10(2023), 57 vom: Jan., Seite 148-162

  3. Long, Suwan(Cheng) [Author]; Chatziantoniou, Ioannis [Author]; Gabauer, David [Author]; Lucey, Brian M. [Author]

    Do Social Media Sentiments Drive Cryptocurrency Intraday Price Volatility? Evidence from Dynamic Return and Volatility Connectedness

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    [S.l.]: SSRN, 2022

    Published in: 22-582

  4. Tsagkanos, Athanasios [Author]; Gillas, Konstantinos Gkillas [Author]; Konstantatos, Christoforos [Author]; Floros, Christos [Author]

    Does trading volume drive systemic banks' stock return volatility? : lessons from the Greek banking system

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    2021

    Published in: International Journal of Financial Studies ; 9(2021), 2 vom: Juni, Artikel-ID 24, Seite 1-13

  5. Nakakita, Makoto [Author]; Nakatsuma, Teruo [Author]

    Bayesian analysis of intraday stochastic volatility models of high-frequency stock returns with skew heavy-tailed errors

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 4 vom: Apr., Artikel-ID 145, Seite 1-29

  6. Linton, Oliver [Author]; Wu, Jianbin [Author]

    A coupled component GARCH model for intraday and overnight volatility

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    London: Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, January 20, 2017

    Published in: Centre for Microdata Methods and Practice: CEMMAP working papers ; 2017,5

  7. Linton, Oliver [Author]; Wu, Jianbin [Author]

    A coupled component GARCH model for intraday and overnight volatility

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    Cambridge: University of Cambridge, Faculty of Economics, [2016]

    Published in: Cambridge-INET working papers ; 2016,26 - Cambridge working papers in economics ; 2016,71