Rempart de la Vierge 8
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
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Implied volatility, VIX index, trading, return and risk
venture capital, divestment, IPO, trade sale, survival analysis
VIX, Implied volatility, Volatility forecast, VaR, Density forecasts
stock indexes, earnings, long-run relationships, interest rates, inflation, market valuation
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Value-at-Risk, Realized Volatility, Skewed Student Distribution, APARCH
duration, high frquency data, liquidity, market microstructure
implied volatility, financial crisis, Markov switching model, stock market
foreign exchange market, volatility, news announcements, high frequency data
Liquidity, Value-at-Risk, Microstructure
Duration and transition model, High frequency data, Market microstructure
XETRA, automated auction market, market liquidity, trading risk, intraday data
Duration model, overdispersion, autocorrelation function, high frequency financial data
limit order book, commonalities, liquidity, market microstructure
Limit order book, Commonalities, Liquidity, Market microstructure
Duration processes, transactions data, intra-day financial markets, density forecast evaluation
volume, volatility, transactions, jumps, bi-power variation
order book, volatility, liquidity
implied volatility, financial crisis, Markov switching model, stock market.
Private equity, specialization, fundraising, competing risks model
private equity funds, venture capital, buyouts, learning, reputation, risk-taking.
commonality, liquidity, volatility, regime, market, capitalization, index
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