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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Capital income"
~subject:"Korrelation"
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Volatility
Capital income
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Estimation
448
Schätzung
448
Kapitaleinkommen
187
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169
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169
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129
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Caporin, Massimiliano
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Knif, Johan
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2
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Journal of empirical finance
The European journal of finance
Finance research letters
218
Applied economics
199
International review of economics & finance : IREF
188
Journal of banking & finance
187
International review of financial analysis
186
Economic modelling
171
Working paper / National Bureau of Economic Research, Inc.
170
NBER working paper series
168
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
152
Applied economics letters
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143
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135
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121
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99
Economics letters
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Pacific-Basin finance journal
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Discussion paper / Centre for Economic Policy Research
77
Review of quantitative finance and accounting
74
The journal of futures markets
72
International journal of finance & economics : IJFE
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
International journal of economics and finance
65
Discussion paper / Tinbergen Institute
63
Management science : journal of the Institute for Operations Research and the Management Sciences
62
International journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Cogent economics & finance
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
258
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
4
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
5
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:
6
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:
7
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
8
Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju
;
Yanzhi, Wang
- In:
Journal of empirical finance
73
(
2023
),
pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
Saved in:
9
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:
10
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
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