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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~subject:"Volatility"
~subject:"Wettbewerb"
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Zeitreihenanalyse
Volatility
Wettbewerb
Theorie
416
Theory
416
Capital income
113
Kapitaleinkommen
113
Estimation
100
Schätzung
100
Portfolio selection
91
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Baillie, Richard
2
Fałdziński, Marcin
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Wang, Yudong
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Wu, Chongfeng
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1
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1
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1
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1
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1
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1
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1
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Journal of econometrics
416
Economics letters
411
International journal of forecasting
343
NBER working paper series
308
Working paper / National Bureau of Economic Research, Inc.
293
NBER Working Paper
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Discussion paper / Centre for Economic Policy Research
269
Journal of forecasting
256
Discussion paper / Tinbergen Institute
247
Econometric theory
198
Economic modelling
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CESifo working papers
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
International journal of industrial organization
120
Journal of applied econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
European journal of operational research : EJOR
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Energy economics
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Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Computational economics
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International review of economics & finance : IREF
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Finance research letters
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International journal of theoretical and applied finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
3
Easy money and competitive industries' booms and busts
Shang, Longfei
;
Lin, Ji-chai
;
Yang, Nan
- In:
Journal of empirical finance
73
(
2023
),
pp. 65-85
Persistent link: https://www.econbiz.de/10014476992
Saved in:
4
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
5
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
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
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
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
9
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:
10
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
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