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subject:"Test"
~isPartOf:"Journal of empirical finance"
~subject:"Volatility"
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Test
Volatility
Theorie
220
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220
Capital income
72
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72
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60
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60
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58
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47
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Fałdziński, Marcin
2
Fiszeder, Piotr
2
Molnár, Peter
2
Wang, Yudong
2
Wu, Chongfeng
2
Adcock, Christopher
1
Baillie, Richard
1
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Journal of empirical finance
Finance research letters
86
Discussion paper / Centre for Economic Policy Research
63
International journal of forecasting
54
Economic modelling
51
Journal of econometrics
51
International review of financial analysis
45
Quantitative finance
44
Energy economics
43
Journal of banking & finance
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Working paper / National Bureau of Economic Research, Inc.
41
International review of economics & finance : IREF
40
Journal of financial economics
40
Applied economics
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
12
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
47
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
3
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
4
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
5
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:
6
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:
7
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:
8
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
9
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
10
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
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