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subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Wirtschaftswachstum"
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Volatility
Wirtschaftswachstum
Estimation
254
Schätzung
254
Capital income
120
Kapitaleinkommen
120
Theorie
100
Theory
100
Börsenkurs
81
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Estimation theory
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Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
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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1
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1
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1
Bartram, Söhnke M.
1
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1
Beetsma, Roel
1
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1
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1
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D'Addona, Stefano
1
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Journal of empirical finance
Applied economics
240
Economic modelling
203
Energy economics
187
Working paper / National Bureau of Economic Research, Inc.
168
Applied economics letters
158
NBER working paper series
157
CESifo working papers
151
NBER Working Paper
150
International review of economics & finance : IREF
141
Finance research letters
130
Discussion paper / Centre for Economic Policy Research
116
Working paper
112
International Journal of Energy Economics and Policy : IJEEP
108
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
94
Journal of banking & finance
91
Discussion paper series / IZA
83
Applied financial economics
82
Discussion paper / Tinbergen Institute
79
Journal of international money and finance
78
Research in international business and finance
78
International journal of economics and finance
77
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
CESifo Working Paper Series
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Discussion paper
52
The European journal of finance
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ECONIS (ZBW)
83
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1
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83
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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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