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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~subject:"Forecasting model"
~type_genre:"Bibliography included"
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Volatilität
Forecasting model
Estimation
1,153
Schätzung
1,153
Theorie
165
Theory
165
United States
140
USA
139
Welt
121
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121
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Article in journal
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Gupta, Rangan
3
Pierdzioch, Christian
3
Chen, Jian
2
Grobys, Klaus
2
Huang, Wei-Qiang
2
Liu, Peipei
2
Ma, Feng
2
Olson, Eric
2
Siliverstovs, Boriss
2
Wang, Xunxiao
2
Al-Rashidi, Atef
1
Almudhaf, Fahad
1
Alvarez, Alberto
1
Alvarez-Diaz, Marcos
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
Baharumshah, Ahmad Zubaidi
1
Baklaci, H. F.
1
Baltzer, Markus
1
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1
Barseghyan, Gayane
1
Baumöhl, E.
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
Białowolski, Piotr
1
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1
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1
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1
Bondt, Gabe J. de
1
Boroumand, Raphaël Homayoun
1
Botsaris, Charalampos
1
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1
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1
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Applied economics letters
Applied economics
184
Finance research letters
178
Energy economics
169
Economic modelling
160
International journal of forecasting
155
International review of financial analysis
142
Journal of econometrics
142
International review of economics & finance : IREF
140
Journal of banking & finance
137
Journal of empirical finance
127
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of forecasting
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of international money and finance
97
Economics letters
93
Applied financial economics
91
Journal of international financial markets, institutions & money
88
Research in international business and finance
84
Journal of financial economics
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The journal of futures markets
73
Journal of risk and financial management : JRFM
68
The European journal of finance
65
International journal of finance & economics : IJFE
56
Pacific-Basin finance journal
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of applied econometrics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Quantitative finance
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric reviews
43
Journal of economic dynamics & control
43
International journal of economics and finance
42
International Journal of Energy Economics and Policy : IJEEP
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Journal of financial markets
39
Review of quantitative finance and accounting
38
Journal of macroeconomics
36
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ECONIS (ZBW)
118
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1
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
3
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
4
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
5
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
6
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
7
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
8
Does forward guidance of the ECB matter for the accuracy of private sector inflation forecasts?
Burden, David
;
Fendel, Ralf
;
Zimmermann, Lilli
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1213-1217
Persistent link: https://www.econbiz.de/10014303844
Saved in:
9
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
10
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin
;
Yan, Lipeng
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
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