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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society"
~person:"Caporale, Guglielmo Maria"
~person:"Ma, Feng"
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Volatilität
Estimation
9
Schätzung
9
Forecasting model
5
Prognoseverfahren
5
Aktienmarkt
4
Börsenkurs
4
Capital income
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Caporale, Guglielmo Maria
Ma, Feng
Degiannakis, Stavros
3
Bouri, Elie
2
Chortareas, Georgios E.
2
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2
Fabozzi, Frank J.
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International review of financial analysis
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
Economics and finance working paper series
11
CESifo working papers
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Energy economics
6
CESifo Working Paper Series
5
Applied economics
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Applied economics letters
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DIW Berlin Discussion Paper
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Journal of international money and finance
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CESifo Working Paper
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International journal of finance & economics : IJFE
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Research in international business and finance
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Eastern economic journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international financial markets, institutions & money
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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Review of international economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
2
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
3
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
4
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
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