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subject:"Comparison"
subject:"Deutschland"
~isPartOf:"Journal of empirical finance"
~subject:"United States"
~subject:"Volatility"
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Comparison
Deutschland
United States
Volatility
Estimation
254
Schätzung
254
Capital income
120
Kapitaleinkommen
120
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100
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Nelson, Charles R.
3
Baillie, Richard
2
Caporin, Massimiliano
2
Cho, Dooyeon
2
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2
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2
Dijk, Dick van
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
1,586
Discussion paper series / IZA
989
Discussion paper / Centre for Economic Policy Research
529
Applied economics
483
ZEW discussion papers
424
CESifo working papers
409
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365
NBER working paper series
306
IZA Discussion Paper
289
Applied economics letters
270
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245
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
209
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194
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The review of economics and statistics
182
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175
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172
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Economics letters
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The American economic review
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
International review of economics & finance : IREF
156
The journal of finance : the journal of the American Finance Association
155
Journal of econometrics
152
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
148
Journal of international money and finance
148
Europäische Hochschulschriften / 5
146
Jahrbücher für Nationalökonomie und Statistik
145
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Finance research letters
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ZEW - Centre for European Economic Research Discussion Paper
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The North American journal of economics and finance : a journal of financial economics studies
129
International review of financial analysis
124
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ECONIS (ZBW)
106
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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
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:
6
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:
7
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:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
10
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
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