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isPartOf:"SFB 649 discussion paper"
subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Estimation theory"
~subject:"Volatility"
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Prognoseverfahren
Estimation theory
Volatility
Estimation
391
Schätzung
391
Theorie
129
Theory
129
Börsenkurs
71
Share price
71
Volatilität
70
USA
64
United States
64
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51
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51
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48
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28
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114
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Härdle, Wolfgang
29
Hautsch, Nikolaus
11
Mihoci, Andrija
5
Bibinger, Markus
3
Gupta, Rangan
3
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2
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2
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2
Ma, Feng
2
Malec, Peter
2
Moro, Rouslan
2
Mungo, Julius
2
Okhrin, Yarema
2
Pigorsch, Uta
2
Reiß, Markus
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Salisu, Afees A.
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Trück, Stefan
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2
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Alimi, Olorunfemi Yasiru
1
Arfaoui, Mongi
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Aşici, Ahmet Atil
1
Bai, Lan
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SFB 649 discussion paper
International journal of finance & economics : IJFE
Journal of econometrics
298
Applied economics
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Economic modelling
201
Economics letters
190
Finance research letters
187
Energy economics
185
Applied economics letters
172
Journal of banking & finance
160
International journal of forecasting
159
NBER working paper series
154
NBER Working Paper
153
Working paper / National Bureau of Economic Research, Inc.
153
International review of economics & finance : IREF
146
International review of financial analysis
146
Journal of empirical finance
141
Working paper
141
The North American journal of economics and finance : a journal of financial economics studies
128
Journal of forecasting
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Discussion paper / Centre for Economic Policy Research
118
CESifo working papers
112
Journal of international money and finance
107
Discussion paper / Tinbergen Institute
102
Applied financial economics
97
Journal of international financial markets, institutions & money
92
Econometric reviews
90
Research in international business and finance
88
Discussion paper series / IZA
87
Journal of financial economics
86
Journal of applied econometrics
85
Journal of risk and financial management : JRFM
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The journal of futures markets
75
The European journal of finance
72
Discussion paper
68
Discussion papers / CEPR
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Pacific-Basin finance journal
56
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ECONIS (ZBW)
114
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Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
4
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
5
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
6
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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7
Causal relationship among international crude oil, gold, exchange rate, and stock market : fresh evidence from NARDL testing approach
Kumar, Suresh
;
Kumar, Ankit
;
Singh, Gurcharan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10014253145
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8
The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment : a sector-wise analysis
Moraghen, Warren
;
Seetanah, Boopen
;
Sookia, Noor Ul Hacq
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 208-224
Persistent link: https://www.econbiz.de/10014253175
Saved in:
9
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
10
Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1006-1024
Persistent link: https://www.econbiz.de/10014253339
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