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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Estimation
467
Schätzung
467
Volatilität
112
Aktienmarkt
109
Börsenkurs
109
Share price
109
Stock market
109
Capital income
108
Kapitaleinkommen
108
Theorie
86
Theory
86
Welt
79
World
79
Exchange rate
63
Wechselkurs
63
Cointegration
58
Kointegration
58
ARCH model
53
ARCH-Modell
53
Forecasting model
42
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42
Panel study
42
Prognoseverfahren
42
Time series analysis
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USA
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United States
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Emerging economies
35
Portfolio selection
35
Portfolio-Management
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Schwellenländer
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EU countries
32
EU-Staaten
31
Oil price
30
Ölpreis
30
CAPM
28
Economic growth
28
Wirtschaftswachstum
28
Bank
27
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Undetermined
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Article
140
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140
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140
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English
140
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Gil-Alaña, Luis A.
6
Caporale, Guglielmo Maria
5
Gupta, Rangan
5
Aboura, Sofiane
3
Chevallier, Julien
3
McMillan, David G.
3
Tiwari, Aviral Kumar
3
De Grauwe, Paul
2
Hammoudeh, Shawkat
2
Klotzle, Marcelo Cabus
2
Ma, Feng
2
Ogbonna, Ahamuefula E.
2
Papadamou, Stephanos
2
Pinto, Antônio Carlos Figueiredo
2
Salisu, Afees A.
2
Umar, Zaghum
2
Wei, Yu
2
Xuan Vinh Vo
2
Yaya, OlaOluwa S.
2
Abakah, Emmanuel Joel Aikins
1
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Adewuyi, Adeolu O.
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahmed, Rizwan
1
Ajide, Kazeem Bello
1
Alexius, Annika
1
Alimi, Olorunfemi Yasiru
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altavilla, Carlo
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Arfaoui, Mongi
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Assaf, Ata
1
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International journal of finance & economics : IJFE
Research in international business and finance
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Working paper
113
CESifo working papers
112
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
Discussion paper / Centre for Economic Policy Research
65
The journal of futures markets
65
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
50
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
47
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
45
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ECONIS (ZBW)
140
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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
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
6
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
7
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
8
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
9
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
10
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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