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Modeling CAC40 Volatility Using Ultra-high Frequency Data. (2013). Floros, Christos ; Degiannakis, Stavros.
In: MPRA Paper.
RePEc:pra:mprapa:80445.

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Cited: 8

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Cites: 46

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Cocites: 50

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  1. On the stationarity of futures hedge ratios. (2022). Degiannakis, Stavros ; Salvador, Enrique ; Floros, Christos ; Vougas, Dimitrios.
    In: Operational Research.
    RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-020-00607-0.

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  2. Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0.

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  3. The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

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  4. Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan.
    In: Applied Energy.
    RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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  5. Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model. (2020). MacIel, Leandro.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1603-8.

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  6. On the Stationarity of Futures Hedge Ratios. (2020). Degiannakis, Stavros ; Vougas, Dimitrios ; Salvador, Enrique ; Floros, Christos.
    In: MPRA Paper.
    RePEc:pra:mprapa:102907.

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  7. S&P500 volatility analysis using high-frequency multipower variation volatility proxies. (2018). Chin, CHEONG ; Lee, Min Cherng.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1345-z.

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  8. Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Andrikopoulos, Andreas ; Angelidis, Timotheos.
    In: Working Papers.
    RePEc:bog:wpaper:166.

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References

References cited by this document

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