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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~subject:"ARCH model"
~subject:"World"
~subject:"Zinsstruktur"
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Volatility
ARCH model
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Zinsstruktur
Estimation
254
Schätzung
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Capital income
120
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120
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100
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Baillie, Richard
2
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
389
NBER working paper series
353
NBER Working Paper
321
CESifo working papers
310
Applied economics
297
Discussion paper / Centre for Economic Policy Research
269
Economic modelling
219
Energy economics
216
Applied economics letters
215
Finance research letters
185
Journal of international money and finance
185
International review of economics & finance : IREF
182
Working paper
169
Journal of banking & finance
154
International review of financial analysis
146
Economics letters
142
The North American journal of economics and finance : a journal of financial economics studies
140
Discussion paper series / IZA
139
Journal of econometrics
127
Applied financial economics
122
Journal of international financial markets, institutions & money
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
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110
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Research in international business and finance
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95
International journal of finance & economics : IJFE
94
The journal of futures markets
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IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of risk and financial management : JRFM
81
International Journal of Energy Economics and Policy : IJEEP
77
Kiel working paper
75
Journal of financial economics
74
International journal of forecasting
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
The European journal of finance
66
Journal of applied econometrics
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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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