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Theory
Volatility
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Caporale, Guglielmo Maria
126
Gupta, Rangan
99
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95
McAleer, Michael
89
Pesaran, M. Hashem
79
Pierdzioch, Christian
65
Hautsch, Nikolaus
62
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60
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56
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55
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50
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49
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48
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48
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47
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45
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40
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40
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39
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39
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37
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37
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36
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34
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34
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34
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33
Engel, Charles
32
Aghion, Philippe
31
Mumtaz, Haroon
31
Reitz, Stefan
31
MacDonald, Ronald
30
Semmler, Willi
30
Asai, Manabu
29
Bouri, Elie
29
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29
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29
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29
Basu, Susanto
28
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Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
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Federal Reserve System / Board of Governors
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Verlag Dr. Kovač
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World Bank
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Edward Elgar Publishing
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Shaker Verlag
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610
NBER working paper series
508
NBER Working Paper
477
Applied economics
421
Discussion paper / Centre for Economic Policy Research
389
Discussion paper series / IZA
297
Economic modelling
279
CESifo working papers
275
Economics letters
256
Journal of econometrics
234
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229
Applied economics letters
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International review of economics & finance : IREF
203
Energy economics
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
Journal of international money and finance
196
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
178
Journal of banking & finance
171
Finance research letters
163
Discussion paper / Tinbergen Institute
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Journal of applied econometrics
156
IZA Discussion Paper
154
Applied financial economics
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Journal of empirical finance
151
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International review of financial analysis
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
136
Discussion papers / CEPR
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Europäische Hochschulschriften / 5
133
Journal of macroeconomics
127
The review of economics and statistics
112
Journal of financial economics
109
International journal of forecasting
105
Journal of monetary economics
100
Macroeconomic dynamics
100
SpringerLink / Bücher
99
Journal of international financial markets, institutions & money
98
The European journal of finance
98
International journal of finance & economics : IJFE
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ECONIS (ZBW)
33,933
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1
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
4
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
5
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
6
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
7
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
8
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
9
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Saved in:
10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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