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type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Theorie
330
Theory
330
Estimation
95
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95
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44
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44
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43
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Article in journal
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Niizeki, Mikiyo Kii
2
Adrangi, Bahram
1
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alkebäck, Per
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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
Hafer, Gail Heyne
1
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Applied financial economics
Journal of econometrics
410
Economics letters
335
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of forecasting
256
Econometric theory
198
Economic modelling
165
Econometric reviews
160
Applied economics
151
Journal of banking & finance
126
Journal of economic dynamics & control
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of applied econometrics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
108
Computational economics
100
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99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
90
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90
International journal of theoretical and applied finance
85
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83
International review of economics & finance : IREF
75
International review of financial analysis
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
67
Oxford bulletin of economics and statistics
64
The review of financial studies
63
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62
Journal of monetary economics
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The North American journal of economics and finance : a journal of financial economics studies
60
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58
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58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Quantitative finance
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European journal of operational research : EJOR
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1
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
2
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
3
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
4
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
5
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
6
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
7
Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
Saved in:
8
Implied risk aversion and volatility risk premiums
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 59-70
Persistent link: https://www.econbiz.de/10009419575
Saved in:
9
Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
Saved in:
10
Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Khemiri, Rim
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10009625405
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