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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of futures markets"
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EU-Staaten
Volatility
Estimation
690
Schätzung
690
Theorie
220
Theory
220
Forecasting model
195
Prognoseverfahren
195
Volatilität
163
Time series analysis
149
Zeitreihenanalyse
149
USA
138
United States
138
Capital income
84
Kapitaleinkommen
84
ARCH model
78
ARCH-Modell
78
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73
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73
Cointegration
58
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58
Estimation theory
57
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57
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55
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55
EU countries
49
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46
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46
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45
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43
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42
Regressionsanalyse
42
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41
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41
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41
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41
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210
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Bahmani-Oskooee, Mohsen
6
Belke, Ansgar
4
Aftab, Muhammad
2
Agarwalla, Sobhesh Kumar
2
Audrino, Francesco
2
Bekierman, Jeremias
2
Chevallier, Julien
2
Clements, Adam
2
Dreger, Christian
2
Ederington, Louis H.
2
Fabozzi, Frank J.
2
Fonseca, José da
2
Gerlach, Richard
2
Klein, Tony
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Ma, Feng
2
Nakajima, Jouchi
2
Račev, Svetlozar T.
2
Todorova, Neda
2
Wang, George H. K.
2
Wolters, Jürgen
2
Zaatour, Riadh
2
Adarov, Amat
1
Agovino, Massimiliano
1
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1
Ahmed, Shamim
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1
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1
Asai, Manabu
1
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1
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1
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1
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Empirica : journal of european economics
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of futures markets
Applied economics
197
Economic modelling
191
CESifo working papers
172
Energy economics
160
International review of economics & finance : IREF
139
Finance research letters
134
Discussion paper / Centre for Economic Policy Research
128
Applied economics letters
127
Working paper
123
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of econometrics
105
Discussion paper series / IZA
104
Journal of international money and finance
104
Journal of banking & finance
103
Working paper / National Bureau of Economic Research, Inc.
94
Working paper series / European Central Bank
94
NBER working paper series
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
88
Discussion paper / Tinbergen Institute
85
NBER Working Paper
85
Journal of international financial markets, institutions & money
84
Economics letters
83
Applied financial economics
82
Discussion paper
77
Research in international business and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The European journal of finance
63
International journal of finance & economics : IJFE
61
Journal of risk and financial management : JRFM
61
ECB Working Paper
54
CESifo Working Paper Series
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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IZA Discussion Paper
49
Kiel working paper
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ECONIS (ZBW)
210
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1
Corruption as a push and pull factor of migration flows : evidence from European countries
Bernini, Andrea
;
Bossavie, Laurent
;
Garrote Sanchez, Daniel
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 263-281
Persistent link: https://www.econbiz.de/10014492080
Saved in:
2
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
7
Divisia monetary aggregates for a heterogeneous euro area
Brill, Maximilian C.
;
Nautz, Dieter
;
Sieckmann, Lea
- In:
Empirica : journal of european economics
48
(
2021
)
1
,
pp. 247-278
Persistent link: https://www.econbiz.de/10012487650
Saved in:
8
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
9
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
10
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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