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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Applied economics"
~subject:"Forecasting model"
~subject:"Stock market"
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Volatility
Forecasting model
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Estimation
2,104
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457
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USA
345
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345
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205
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Moosa, Imad A.
6
Yoon, Seong-min
5
Clark, Todd E.
4
Ma, Feng
4
Zaremba, Adam
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Blazsek, Szabolcs
3
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3
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3
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3
Aloui, Chaker
2
Babalos, Vassilios
2
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2
Burns, Kelly
2
Carriero, Andrea
2
Cho, Dooyeon
2
Eichler, Stefan
2
Garratt, Anthony
2
Gausden, Robert
2
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Hassan, M. Kabir
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2
Jammazi, Rania
2
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2
Jawadi, Fredj
2
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2
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2
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Journal of applied econometrics
Applied economics
Finance research letters
216
Economic modelling
207
International review of financial analysis
190
International review of economics & finance : IREF
187
Energy economics
174
Applied economics letters
171
Journal of banking & finance
157
Working paper / National Bureau of Economic Research, Inc.
157
International journal of forecasting
155
The North American journal of economics and finance : a journal of financial economics studies
150
Journal of empirical finance
148
NBER working paper series
147
Journal of econometrics
145
Applied financial economics
138
NBER Working Paper
138
Research in international business and finance
121
Journal of international financial markets, institutions & money
120
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117
Discussion paper / Centre for Economic Policy Research
114
Journal of forecasting
114
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114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
CESifo working papers
102
Economics letters
102
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98
The European journal of finance
94
Journal of risk and financial management : JRFM
83
Discussion paper / Tinbergen Institute
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Pacific-Basin finance journal
77
The journal of futures markets
76
International journal of finance & economics : IJFE
72
International journal of economics and finance
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Cogent economics & finance
54
Review of quantitative finance and accounting
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ECONIS (ZBW)
280
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1
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
2
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
3
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
4
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
5
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
6
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
7
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
8
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
9
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
10
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
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