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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
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Volatilität
Aktienmarkt
Zeitreihenanalyse
Estimation
444
Schätzung
444
USA
99
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99
Theorie
95
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95
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Barkoulas, John T.
3
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3
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3
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2
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2
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2
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2
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Applied financial economics
Applied economics
254
Economic modelling
239
Applied economics letters
198
International review of economics & finance : IREF
191
Finance research letters
181
Energy economics
177
Journal of econometrics
170
International review of financial analysis
166
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
CESifo working papers
129
Working paper / National Bureau of Economic Research, Inc.
126
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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95
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92
Journal of risk and financial management : JRFM
83
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80
The European journal of finance
79
International journal of finance & economics : IJFE
78
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74
International journal of economics and finance
73
The journal of futures markets
68
Pacific-Basin finance journal
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Journal of financial economics
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cogent economics & finance
61
International journal of economics and financial issues : IJEFI
61
Journal of applied econometrics
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ECONIS (ZBW)
140
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
4
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
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5
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
6
The euro and European stock market efficiency
Urquhart, Andrew
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1235-1248
Persistent link: https://www.econbiz.de/10010460186
Saved in:
7
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
8
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
9
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
10
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
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