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subject:"Finanzanalyse"
subject:"Forecasting model"
~isPartOf:"Applied financial economics"
~subject:"Theory"
~subject:"Volatilität"
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Finanzanalyse
Forecasting model
Theory
Volatilität
Estimation
444
Schätzung
444
USA
99
United States
99
Theorie
95
Capital income
87
Kapitaleinkommen
87
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84
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84
Volatility
75
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McMillan, David G.
3
Adrangi, Bahram
2
Alles, Lakshman
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2
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2
Chatrath, Arjun
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2
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2
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Wohar, Mark E.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adriani, Fabrizio
1
Ajmi, Ahdi Noomen
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Akhigbe, Aigbe O.
1
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
641
NBER working paper series
538
NBER Working Paper
505
Applied economics
466
Discussion paper / Centre for Economic Policy Research
416
Economic modelling
312
Discussion paper series / IZA
302
CESifo working papers
297
Economics letters
281
Applied economics letters
260
Working paper
260
Journal of econometrics
255
International review of economics & finance : IREF
230
Journal of banking & finance
217
Journal of international money and finance
217
Energy economics
215
Finance research letters
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
199
International review of financial analysis
179
Journal of empirical finance
179
Journal of applied econometrics
172
Discussion paper / Tinbergen Institute
169
International journal of forecasting
169
Discussion paper
161
IZA Discussion Paper
158
The North American journal of economics and finance : a journal of financial economics studies
158
Discussion papers / CEPR
149
Journal of financial economics
143
Journal of economic dynamics & control
142
Journal of macroeconomics
138
Europäische Hochschulschriften / 5
136
Journal of forecasting
130
The review of economics and statistics
117
Journal of international financial markets, institutions & money
114
The European journal of finance
110
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106
Finance and economics discussion series
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
171
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
4
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
5
An analysis of persistence in analyst's relative forecast accuracy
Simon, Andreas
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 107-120
Persistent link: https://www.econbiz.de/10010391465
Saved in:
6
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
7
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
8
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
9
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
10
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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