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accessRights:"restricted"
subject:"Germany"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
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Germany
Volatility
Estimation
81
Schätzung
81
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
Volatilität
25
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24
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Copeland, Laurence S.
2
Gupta, Rangan
2
Pierdzioch, Christian
2
Algaba, Andres
1
Alireza Zarei
1
Ap Gwilym, Owain
1
Armada, Manuel José da Rocha
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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
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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
Lin, Shih-kuei
1
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1
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The European journal of finance
Energy economics
138
Finance research letters
117
Applied economics
114
Discussion paper / Centre for Economic Policy Research
114
SpringerLink / Bücher
104
Economic modelling
95
International review of economics & finance : IREF
95
The North American journal of economics and finance : a journal of financial economics studies
82
International review of financial analysis
77
Journal of econometrics
74
Jahrbücher für Nationalökonomie und Statistik
71
Applied economics letters
69
Economics letters
65
Research in international business and finance
60
Journal of banking & finance
54
Journal of empirical finance
49
Working paper / National Bureau of Economic Research, Inc.
49
Journal of international financial markets, institutions & money
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Discussion papers / CEPR
45
Journal of international money and finance
43
International journal of forecasting
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Quantitative finance
30
Springer eBook Collection / Business and Economics
30
International journal of finance & economics : IJFE
29
Journal of financial econometrics
29
Research
29
Labour economics : official journal of the European Association of Labour Economists
28
Pacific-Basin finance journal
28
Journal of economic behavior & organization : JEBO
27
Journal of financial economics
25
Emerging markets, finance and trade : EMFT
24
Journal of economic dynamics & control
24
Journal of financial markets
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Macroeconomic dynamics
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ECONIS (ZBW)
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1
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
2
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
3
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
4
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
5
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
6
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
7
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
8
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
Saved in:
9
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
10
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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