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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of empirical finance"
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation"
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Volatilität
Wechselkurs
Estimation
507
Schätzung
507
Capital income
158
Kapitaleinkommen
158
Theorie
138
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138
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Yin, Lianqian
3
Abaidoo, Rexford
2
Arize, Augustine Chuck
2
Baillie, Richard
2
Caporin, Massimiliano
2
Chen, Jiangrui
2
Cho, Dooyeon
2
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2
Conrad, Christian
2
Dijk, Dick van
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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2
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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
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1
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International journal of economics and finance
Journal of empirical finance
Applied economics
169
Energy economics
154
Economic modelling
145
International review of economics & finance : IREF
145
Journal of international money and finance
144
Finance research letters
127
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of econometrics
105
Applied economics letters
101
Applied financial economics
98
Journal of banking & finance
91
Journal of international financial markets, institutions & money
88
Research in international business and finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
International journal of finance & economics : IJFE
72
Economics letters
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The journal of futures markets
64
Journal of risk and financial management : JRFM
61
International journal of economics and financial issues : IJEFI
60
The European journal of finance
55
International journal of forecasting
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International Journal of Energy Economics and Policy : IJEEP
46
The empirical economics letters : a monthly international journal of economics
44
Journal of financial economics
41
Cogent economics & finance
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Journal of economic dynamics & control
38
Quantitative finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Journal of international economics
35
Pacific-Basin finance journal
35
Journal of forecasting
33
Journal of macroeconomics
33
Open economies review
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ECONIS (ZBW)
136
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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
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
10
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
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