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A spectral approach to stock market performance. (2023). Escañuela Romana, Ignacio ; Nieves, Clara Escanuela.
In: Papers.
RePEc:arx:papers:2305.05762.

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    RePEc:eee:finana:v:7:y:1998:i:3:p:207-220.

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  55. Forecasting exchange rate volatility using conditional variance models selected by information criteria. (1998). Brooks, Chris ; Burke, Simon P..
    In: Economics Letters.
    RePEc:eee:ecolet:v:61:y:1998:i:3:p:273-278.

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  56. Option pricing using EGARCH models. (1996). Schmitt, Christian .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:9620.

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  57. One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -. (1996). Kaiser, Thomas .
    In: Econometrics.
    RePEc:wpa:wuwpem:9612007.

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  58. Behavior of international stock return distributions: A simple test of functional form. (1996). Hogan, Kedreth Jr., ; Errunza, Vihang ; Mazumdar, Sumon C..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:5:y:1996:i:1:p:51-61.

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  59. An evaluation of volatility forecasting techniques. (1996). faff, robert ; Brailsford, Timothy J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:3:p:419-438.

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  60. Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures markets. (1995). Abhyankar, Abhay H..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:3:y:1995:i:1:p:75-92.

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  61. Conditional volatility and the informational efficiency of the PHLX currency options market. (1995). xu, xinzhong ; Taylor, Stephen J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:5:p:803-821.

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  62. The Internationalisation of the Pakistani Stock Market: An Empirical Investigation. (1993). Uppal, Jamshed.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:32:y:1993:i:4:p:605-618.

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  63. No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns. (1991). Campbell, John ; Hentschel, Ludger .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3742.

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