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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of econometrics"
~subject:"Kausalanalyse"
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Volatility
Kausalanalyse
Estimation
1,073
Schätzung
1,066
Theorie
340
Theory
340
Estimation theory
273
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273
Time series analysis
170
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
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5
Aït-Sahalia, Yacine
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2
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2
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2
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2
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2
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2
Martin, Gael M.
2
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Journal of applied econometrics
International journal of economics and financial issues : IJEFI
Journal of econometrics
Energy economics
164
Applied economics
161
Economic modelling
148
Finance research letters
129
International review of economics & finance : IREF
120
International review of financial analysis
111
Applied economics letters
106
Working paper / National Bureau of Economic Research, Inc.
104
The North American journal of economics and finance : a journal of financial economics studies
102
NBER working paper series
101
NBER Working Paper
90
Discussion paper series / IZA
87
Journal of banking & finance
86
International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of empirical finance
82
Applied financial economics
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Working paper
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Economics letters
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Research in international business and finance
75
Journal of international money and finance
74
Journal of international financial markets, institutions & money
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
CESifo working papers
68
Journal of risk and financial management : JRFM
63
Discussion paper / Tinbergen Institute
62
The journal of futures markets
60
Discussion paper / Centre for Economic Policy Research
57
International journal of economics and finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of finance & economics : IJFE
48
International journal of forecasting
48
The European journal of finance
48
The empirical economics letters : a monthly international journal of economics
47
Cogent economics & finance
43
Theoretical and applied economics : GAER review
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Journal of financial economics
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ECONIS (ZBW)
216
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1
Does exchange rates swings affect trade? : Evidence from an emerging open economy
Gbadebo, Adedeji Daniel
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 132-143
Persistent link: https://www.econbiz.de/10014228390
Saved in:
2
Does economic policy uncertainty affect exchange rate in China and Japan? : evidence from threshold cointegration with asymmetric adjustment
El Abed, Riadh
;
Mighri, Zouheir Ahmed
;
Hamouda, …
- In:
International journal of economics and financial issues …
12
(
2022
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10012802921
Saved in:
3
Foreign direct investment and economic growth in Africa : another look from the WAEMU region
M'baye, Cheick Kader
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10014253011
Saved in:
4
The impact of real exchange rate volatility on foreign direct investment inflows in Tunisia
Hniya, Sakli
;
Boubker, Ahlem
;
Mrad, Fatma
;
Nafti, Sawssen
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 52-67
Persistent link: https://www.econbiz.de/10012643733
Saved in:
5
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
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6
Determinants of capital flight in post war Sierra Leone : an empirical analysis
Tarawalie, Abu Bakarr
;
Jalloh, Talatu
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 108-116
Persistent link: https://www.econbiz.de/10012509781
Saved in:
7
The impact of foreign direct investment on the economic growth of Egypt (1980-2018)
Alaa, Safwat
;
Ashraf, Salah
;
Marwa, Elsherif
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 74-85
Persistent link: https://www.econbiz.de/10012648250
Saved in:
8
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
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9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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