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subject:"Volatilität"
~isPartOf:"Applied economics"
~subject:"Forecasting model"
~subject:"USA"
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Volatilität
Forecasting model
USA
Estimation
1,747
Schätzung
1,747
Theorie
315
Theory
315
United States
250
Welt
166
World
166
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125
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Moosa, Imad A.
7
Cassou, Steven Peter
4
Ma, Feng
4
Thornton, James
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Blazsek, Szabolcs
3
Chowdhury, Abdur R.
3
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3
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3
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3
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3
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2
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2
Erekson, O. Homer
2
French, Michael T.
2
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Gausden, Robert
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Goel, Rajeev K.
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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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Applied economics
Working paper / National Bureau of Economic Research, Inc.
1,542
Discussion paper / Centre for Economic Policy Research
445
Discussion paper series / IZA
439
NBER working paper series
253
Applied economics letters
242
CESifo working papers
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Economic modelling
210
Working paper
207
Energy economics
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Finance research letters
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Finance and economics discussion series
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Journal of banking & finance
179
International review of economics & finance : IREF
175
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175
The review of economics and statistics
175
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168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
International journal of forecasting
160
Journal of international money and finance
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Economics letters
157
The American economic review
155
International review of financial analysis
154
The journal of finance : the journal of the American Finance Association
152
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of empirical finance
142
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135
The journal of futures markets
128
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117
Discussion paper / Tinbergen Institute
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104
Journal of money, credit and banking : JMCB
101
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94
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Research in international business and finance
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ECONIS (ZBW)
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41
High-frequency return and volatility spillovers among cryptocurrencies
Sensoy, Ahmet
;
Silva, Thiago Christiano
;
Corbet, Shaen
; …
- In:
Applied economics
53
(
2021
)
37
,
pp. 4310-4328
Persistent link: https://www.econbiz.de/10012609755
Saved in:
42
Income inequality and the volatility of stock prices
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Applied economics
53
(
2021
)
38
,
pp. 4404-4416
Persistent link: https://www.econbiz.de/10012609815
Saved in:
43
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
44
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
45
Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge
;
Chuliá, Helena
- In:
Applied economics
53
(
2021
)
35
,
pp. 4100-4117
Persistent link: https://www.econbiz.de/10012589560
Saved in:
46
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
47
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
48
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
49
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Saved in:
50
The time-varying characteristics of the Chinese financial cycle and impact from the United States
Wang, Bo
;
Li, Haoran
- In:
Applied economics
52
(
2020
)
11
,
pp. 1200-1218
Persistent link: https://www.econbiz.de/10012197523
Saved in:
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