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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of empirical finance"
~subject:"Economic growth"
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Volatilität
Economic growth
Estimation
507
Schätzung
507
Capital income
158
Kapitaleinkommen
158
Theorie
138
Theory
138
Börsenkurs
125
Share price
125
Volatility
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Article in journal
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Yin, Lianqian
3
Abaidoo, Rexford
2
Caporin, Massimiliano
2
Chan, Benjamin
2
Chen, Jiangrui
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Elian, Mohammad I.
2
Hou, Sizhe
2
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2
Karim, Mohamed
2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
Aga, Ahmed Abdulrahman Khder
1
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1
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1
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1
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Al-Malki, Abdullah M.
1
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1
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1
Arabi, Khalafalla Ahmed Mohamed
1
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1
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International journal of economics and finance
Journal of empirical finance
Applied economics
239
Economic modelling
204
Energy economics
188
Applied economics letters
158
International review of economics & finance : IREF
141
Finance research letters
130
International Journal of Energy Economics and Policy : IJEEP
109
International review of financial analysis
108
Economics letters
104
Journal of econometrics
104
The North American journal of economics and finance : a journal of financial economics studies
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
International journal of economics and financial issues : IJEFI
95
Journal of banking & finance
91
Applied financial economics
82
Journal of international money and finance
78
Research in international business and finance
78
The empirical economics letters : a monthly international journal of economics
77
Journal of international financial markets, institutions & money
75
Journal of risk and financial management : JRFM
74
Cogent economics & finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
60
International journal of finance & economics : IJFE
59
International journal of forecasting
56
Economies : open access journal
55
Theoretical and applied economics : GAER review
55
The European journal of finance
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Defence and peace economics
45
Journal of macroeconomics
45
Economic research
40
Journal of applied econometrics
39
Journal of financial economics
39
Macroeconomic dynamics
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International economic journal
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ECONIS (ZBW)
159
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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
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:
7
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:
8
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:
9
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
Saved in:
10
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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