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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Quantitative finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
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Volatilität
ARCH-Modell
Estimation
201
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200
Capital income
65
Kapitaleinkommen
65
Volatility
62
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59
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Gupta, Rangan
4
Bouri, Elie
3
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2
Demirer, Rıza
2
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2
Roubaud, David
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Quantitative finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
126
Energy economics
124
International review of economics & finance : IREF
92
The North American journal of economics and finance : a journal of financial economics studies
90
Applied economics
89
Economic modelling
85
International review of financial analysis
78
Journal of econometrics
76
Research in international business and finance
61
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52
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50
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50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economics letters
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Applied economics letters
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International journal of forecasting
41
Discussion paper / Centre for Economic Policy Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / National Bureau of Economic Research, Inc.
33
Journal of financial econometrics
30
Pacific-Basin finance journal
30
International journal of finance & economics : IJFE
29
The European journal of finance
29
Emerging markets, finance and trade : EMFT
26
Journal of financial economics
23
Journal of financial markets
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Discussion papers / CEPR
22
Journal of economic dynamics & control
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of economics and finance
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
3
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
4
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
5
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
6
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
7
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
8
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
9
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
10
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
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