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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~subject:"EU countries"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
EU countries
Schätztheorie
Estimation
442
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442
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98
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95
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McMillan, David G.
3
Fraser, Patricia
2
Jiang, Christine X.
2
Niizeki, Mikiyo Kii
2
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2
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2
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2
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1
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1
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Applied financial economics
Journal of econometrics
276
Applied economics
237
Economic modelling
236
Energy economics
190
Applied economics letters
184
Economics letters
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Finance research letters
160
International review of economics & finance : IREF
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
136
Journal of banking & finance
127
International review of financial analysis
121
Journal of international money and finance
117
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of empirical finance
101
Journal of international financial markets, institutions & money
91
Research in international business and finance
87
Econometric reviews
80
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76
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73
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73
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73
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71
The European journal of finance
70
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63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
57
Journal of economic dynamics & control
56
Empirica : journal of european economics
52
Journal of forecasting
51
Quantitative economics : QE ; journal of the Econometric Society
49
International Journal of Energy Economics and Policy : IJEEP
48
International journal of economics and financial issues : IJEFI
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
European economic review : EER
47
Journal of financial economics
47
International journal of economics and finance
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Journal of macroeconomics
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ECONIS (ZBW)
91
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91
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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
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:
3
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:
4
Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
Saved in:
5
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
Saved in:
6
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
7
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:
8
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:
9
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:
10
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
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