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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working paper"
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Volatility
Estimation
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260
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260
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208
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McAleer, Michael
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5
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5
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Journal of applied econometrics
International review of economics & finance : IREF
Working paper
Energy economics
142
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Finance research letters
118
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116
International review of financial analysis
102
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ECONIS (ZBW)
208
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41
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
42
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
43
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
44
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
45
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
Saved in:
46
Resolution of financial market uncertainty around the release of unemployment rate announcements
Gu, Chen
;
Chen, Denghui
;
Stan, Raluca
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 586-596
Persistent link: https://www.econbiz.de/10013342634
Saved in:
47
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
48
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
49
The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China
Hong, Jiawei
;
Yu, Xiaojian
;
Xiao, Weilin
;
Zhang, Xili
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 540-550
Persistent link: https://www.econbiz.de/10013345756
Saved in:
50
Investor sentiment spillover effect and market quality in crude oil futures
Chen, Yu-Lun
;
Moh, Wan Shin
;
Chang, Ya-Kai
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 177-193
Persistent link: https://www.econbiz.de/10013543090
Saved in:
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