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source:"econis"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Volatility
Time series analysis
69
Zeitreihenanalyse
69
Volatilität
29
Capital income
25
Kapitaleinkommen
25
Theorie
23
Theory
23
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Abdoh, Hussein
1
Accioly, Victor Bello
1
Alexander, Carol
1
Assaf, Ata
1
Bahcivan, Hulusi
1
Bassler, Kevin E.
1
Bee, Marco
1
Brandi, Giuseppe
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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He, Kaijian
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1
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1
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1
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1
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International review of financial analysis
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
69
International journal of forecasting
60
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of empirical finance
48
Finance research letters
46
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
Journal of financial econometrics
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Quantitative finance
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CREATES research paper
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Working paper
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Computational economics
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Journal of risk and financial management : JRFM
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Research in international business and finance
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SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
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Econometrics : open access journal
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Applied economics letters
15
CESifo working papers
15
Applied financial economics
14
Economics working paper
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The econometrics journal
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Journal of financial economics
13
Journal of international financial markets, institutions & money
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
3
Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha
;
Gangopadhyay, Partha
;
Das, Narasingha
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467255
Saved in:
4
Do commodity markets catch a cold from stock markets? : Modelling uncertainty spillovers using Google search trends and wavelet coherence
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Obojska, Lidia
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457702
Saved in:
5
A volatility model based on adaptive expectations : an improvement on the rational expectations model
Yao, Yuan
;
Zhao, Yang
;
Li, Yan
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013431245
Saved in:
6
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
7
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
8
Multiscaling and rough volatility : an empirical investigation
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472729
Saved in:
9
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
10
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
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