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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Research in international business and finance"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation
1,059
Schätzung
1,058
Theorie
280
Theory
280
Volatilität
202
Capital income
193
Kapitaleinkommen
193
Börsenkurs
180
Share price
180
Stock market
165
Aktienmarkt
164
Welt
156
World
156
USA
150
United States
150
Forecasting model
103
Prognoseverfahren
103
Cointegration
95
Kointegration
95
Time series analysis
93
Zeitreihenanalyse
93
ARCH model
84
ARCH-Modell
84
Exchange rate
83
Panel
82
Panel study
82
Wechselkurs
81
Portfolio selection
62
Portfolio-Management
62
Economic growth
60
Wirtschaftswachstum
60
EU countries
59
Risiko
59
Risk
59
EU-Staaten
58
Oil price
58
VAR model
58
VAR-Modell
58
Ölpreis
58
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Undetermined
153
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Article
202
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Aufsatz in Zeitschrift
Article in journal
202
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English
202
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Gupta, Rangan
5
Xuan Vinh Vo
5
Aboura, Sofiane
3
Balcilar, Mehmet
3
Brooks, Robert
3
Chevallier, Julien
3
Kang, Sang Hoon
3
Mensi, Walid
3
Papadamou, Stephanos
3
Yin, Libo
3
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
Chen, Xiaoyu
2
Chiang, Thomas C.
2
Do, Hung Xuan
2
Feng, Jiabao
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Gubareva, Mariya
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Huang, Jianbai
2
Hueng, C. James
2
Kumar, Dilip
2
Lee, Chien-chiang
2
Malik, Farooq
2
McAleer, Michael
2
Pierdzioch, Christian
2
Teplova, Tamara V.
2
Umar, Zaghum
2
Wang, Yudong
2
Xu, Weiju
2
Zhang, Hongwei
2
Abakah, Emmanuel Joel Aikins
1
Agarwal, Vineet
1
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Journal of applied econometrics
International review of economics & finance : IREF
Research in international business and finance
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
202
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
6
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
7
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
8
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
9
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
10
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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