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isPartOf:"Journal of empirical finance"
subject:"Volatilität"
~subject:"Risk premium"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
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Estimation
252
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Baillie, Richard
3
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3
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3
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2
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2
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2
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Journal of empirical finance
Applied economics
274
Energy economics
215
Economic modelling
212
Applied economics letters
196
Journal of international money and finance
183
Finance research letters
177
International review of economics & finance : IREF
170
Journal of banking & finance
155
International review of financial analysis
146
Economics letters
132
The North American journal of economics and finance : a journal of financial economics studies
132
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123
Journal of econometrics
117
Applied financial economics
108
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
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104
Research in international business and finance
101
International journal of finance & economics : IJFE
84
The journal of futures markets
81
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77
International Journal of Energy Economics and Policy : IJEEP
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
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60
The European journal of finance
60
International journal of forecasting
57
Cogent economics & finance
54
Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
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The world economy : the leading journal on international economic relations
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
124
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
3
Income inequality, inflation and financial development
Kim, Dong-Hyeon
;
Lin, Shu-Chin
- In:
Journal of empirical finance
72
(
2023
),
pp. 468-487
Persistent link: https://www.econbiz.de/10014476886
Saved in:
4
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
7
Is gold a hedge or a safe haven against stock markets? : evidence from conditional comoments
Ming, Lei
;
Yang, Ping
;
Liu, Qianqiu
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477120
Saved in:
8
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
9
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
10
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
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