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subject:"Theorie"
~isPartOf:"CREATES research paper"
~isPartOf:"The European journal of finance"
~language:"eng"
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Search: subject_exact:"Volatility"
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Theorie
Volatility
253
Volatilität
253
Theory
97
Capital income
70
Kapitaleinkommen
70
Börsenkurs
66
Share price
66
Estimation
64
Schätzung
64
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55
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55
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45
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45
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39
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39
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34
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33
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33
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33
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33
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20
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20
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18
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Santucci de Magistris, Paolo
5
Dunis, Christian
4
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Caporin, Massimiliano
3
Christensen, Bent Jesper
3
Hounyo, Ulrich
3
Lunde, Asger
3
Rossi, Eduardo
3
Todorov, Viktor
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andersen, Torben
2
Bennedsen, Mikkel
2
Catania, Leopoldo
2
Christensen, Kim
2
Hansen, Peter Reinhard
2
Kanioura, Athina
2
Meddahi, Nour
2
Nonejad, Nima
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Raddant, Matthias
2
Agapova, Anna
1
Alañón Pardo, Ángel
1
Alfarano, Simone
1
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1
Ammann, Manuel
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Ap Gwilym, Owain
1
Archakov, Ilya
1
Bauer, Christian
1
Beltran Lopez, Helena
1
Ben-Zion, Uri
1
Benzoni, Luca
1
Bernardi, Mauro
1
Bhar, Ramaprasad
1
Bhargava, Vivek
1
Bolko, Anine E.
1
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CREATES research paper
The European journal of finance
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
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78
Economic modelling
77
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
Applied economics
57
The review of financial studies
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International review of economics & finance : IREF
56
Energy economics
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Journal of forecasting
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Econometric reviews
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
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ECONIS (ZBW)
97
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
4
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
5
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
6
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
7
Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi
;
Schwartz, Ivonne
;
Westerhoff, Frank H.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1263-1282
Persistent link: https://www.econbiz.de/10013532181
Saved in:
8
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
9
Good volatility, bad volatility, and time series return predictability
Yu, Honghai
;
Hao, Xianfeng
;
Wang, Yudong
- In:
The European journal of finance
28
(
2022
)
6
,
pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
Saved in:
10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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