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subject:"Großbritannien"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Niederlande"
~subject:"Volatility"
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Großbritannien
Niederlande
Volatility
Estimation
1,871
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1,871
Theorie
341
Theory
341
USA
264
United States
264
Welt
175
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175
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128
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124
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Ours, Jan C. van
8
Ma, Feng
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Brown, Sarah
3
Gil-Alaña, Luis A.
3
Goutte, Stéphane
3
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3
Soest, Arthur van
3
Turner, Paul
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Alessie, Rob
2
Balcilar, Mehmet
2
Brakman, Steven
2
Broersma, Lourens
2
Caporale, Guglielmo Maria
2
Cherchye, Laurens
2
Gielen, Anne C.
2
Harris, Richard I. D.
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
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Kapteyn, Arie
2
Kim, Jong-Min
2
Klaassen, Franc
2
Liang, Chao
2
Ma, Jun
2
Melenberg, Bertrand
2
Moosa, Imad A.
2
Nguyen, Duc Khuong
2
Peel, David
2
Ren, Ying-hua
2
Rock, Bram de
2
Seaman, Paul T.
2
Seaton, Jonathan S.
2
Simmons, Robert
2
Soave, Gian Paulo
2
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Center for Economic Research <Tilburg>
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Applied economics
Discussion paper / Center for Economic Research, Tilburg University
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305
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176
Working paper / National Bureau of Economic Research, Inc.
165
NBER working paper series
152
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122
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International review of economics & finance : IREF
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94
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87
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of futures markets
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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Journal of financial economics
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ECONIS (ZBW)
285
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Choose the school, choose the performance : new evidence on determinants of students' performance in eight European countries
Bonacini, Luca
;
Brunetti, Irene
;
Gallo, Giovanni
- In:
Applied economics
56
(
2024
)
6
,
pp. 692-707
Persistent link: https://www.econbiz.de/10014440119
Saved in:
6
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
7
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
8
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
9
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
10
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
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