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Volatilität
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Gupta, Rangan
121
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109
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99
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69
Diebold, Francis X.
64
Andersen, Torben
61
Pierdzioch, Christian
61
Lux, Thomas
60
Hautsch, Nikolaus
56
Koopman, Siem Jan
54
Ma, Feng
50
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44
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43
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42
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38
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36
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35
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34
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33
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33
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Tauchen, George Eugene
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Yu, Jun
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26
Schlag, Christian
26
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25
Christoffersen, Peter F.
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Rodney L. White Center for Financial Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Kansantaloustieteen Laitos <Tampere>
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Danmarks Nationalbank
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Deutsche Börse AG
2
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Financial Options Research Centre
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NBER working paper series
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248
Finance research letters
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NBER Working Paper
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Energy economics
189
International review of financial analysis
182
Journal of banking & finance
182
Journal of econometrics
172
International review of economics & finance : IREF
158
Economic modelling
150
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Applied economics letters
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The journal of futures markets
101
Journal of international financial markets, institutions & money
100
Research in international business and finance
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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The European journal of finance
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Applied financial economics
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International journal of theoretical and applied finance
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Journal of forecasting
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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The review of financial studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The journal of finance : the journal of the American Finance Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Research paper series / Swiss Finance Institute
72
CESifo working papers
66
International Journal of Energy Economics and Policy : IJEEP
66
Quantitative finance
66
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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OLC EcoSci
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RePEc
2
ArchiDok
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1
Information demand and stock return predictability
Chronopoulos, Dimitris K.
;
Papadimitriou, Fotios I.
; …
- In:
Journal of international money and finance
80
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10012000004
Saved in:
2
The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen
;
Taylor, Stephen L.
;
Walter, Terry S.
- In:
Review of accounting studies
19
(
2014
)
4
,
pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
Saved in:
3
Do excessively volatile forecasts impact investors?
Lundholm, Russell J.
;
Rogo, Rafael
- In:
Review of accounting studies
25
(
2020
)
2
,
pp. 636-671
Persistent link: https://www.econbiz.de/10012231044
Saved in:
4
Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil
;
Raudeliūnienė, Jurgita
; …
- In:
Journal of business economics and management
17
(
2016
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
Saved in:
5
Forecasting and trading high frequency volatility on large indices
Liu, Fei
;
Pantelous, Athanasios A.
;
Mettenheim, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
Saved in:
6
Intraday realised volatility forecasting and announcements
Vortelinos, Dimitrios I.
;
Gillas, Konstantinos Gkillas
- In:
International journal of banking, accounting and finance
9
(
2018
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011955197
Saved in:
7
Sunspots and predictable asset returns
Challe, Edouard
- In:
Journal of economic theory
115
(
2004
)
1
,
pp. 182-190
Persistent link: https://www.econbiz.de/10001962145
Saved in:
8
The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A.
-
2004
-
3. ed.
Persistent link: https://www.econbiz.de/10001786555
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9
The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
-
2005
Persistent link: https://www.econbiz.de/10002670536
Saved in:
10
The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper
(
contributor
); …
-
2005
volatility when forecasting subsequently realized return volatility, and it appears to be an unbiased
forecast
. Furthermore …
Persistent link: https://www.econbiz.de/10003795292
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