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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"Energy economics"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation theory
Estimation
730
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730
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222
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197
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197
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172
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Ma, Feng
6
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Journal of empirical finance
Energy economics
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Applied economics
165
Economic modelling
158
Economics letters
156
Applied economics letters
129
Finance research letters
128
International review of economics & finance : IREF
116
International review of financial analysis
107
Journal of banking & finance
107
The North American journal of economics and finance : a journal of financial economics studies
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Applied financial economics
84
Journal of international money and finance
79
Econometric reviews
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of risk and financial management : JRFM
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International journal of forecasting
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The journal of futures markets
62
Journal of applied econometrics
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The European journal of finance
52
International journal of finance & economics : IJFE
48
Quantitative economics : QE ; journal of the Econometric Society
48
International journal of economics and financial issues : IJEFI
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Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economic dynamics & control
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Journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International Journal of Energy Economics and Policy : IJEEP
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Econometrics : open access journal
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Journal of financial econometrics
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International journal of economics and finance
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ECONIS (ZBW)
252
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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
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:
3
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:
4
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:
5
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
6
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
7
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
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
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
Saved in:
10
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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