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subject:"Volatilität"
~subject:"Stock index"
~subject:"Volatility"
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Volatilität
Stock index
Volatility
Estimation
123,569
Schätzung
123,398
Theorie
27,946
Theory
27,937
USA
15,956
United States
15,928
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14,801
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14,739
Welt
11,985
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11,984
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8,278
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8,273
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7,858
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7,792
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7,791
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6,374
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6,368
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6,123
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6,114
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5,860
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5,832
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5,794
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5,790
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5,499
Estimation theory
5,486
Zeitreihenanalyse
5,458
Time series analysis
5,428
Kointegration
5,392
Cointegration
5,385
Geldpolitik
5,310
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5,256
Aktienmarkt
4,922
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4,916
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4,884
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4,884
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4,663
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4,654
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McAleer, Michael
90
Gupta, Rangan
81
Caporale, Guglielmo Maria
61
Pierdzioch, Christian
51
Bollerslev, Tim
44
Todorov, Viktor
37
Bahmani-Oskooee, Mohsen
33
Gil-Alaña, Luis A.
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Chang, Chia-Lin
30
Asai, Manabu
29
Bouri, Elie
29
Härdle, Wolfgang
29
Wohar, Mark E.
26
Ma, Feng
25
Engle, Robert F.
24
Herwartz, Helmut
24
Andersen, Torben
23
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Cheung, Yin-Wong
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Balcilar, Mehmet
20
Rodriguez, Gabriel
20
Xuan Vinh Vo
20
Tiwari, Aviral Kumar
19
Chan, Joshua
18
Diebold, Francis X.
18
Lettau, Martin
18
Spagnolo, Nicola
18
Aghion, Philippe
17
Paolella, Marc S.
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
Allen, David E.
16
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National Bureau of Economic Research
84
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Ekonomiska forskningsinstitutet <Stockholm>
4
Springer Fachmedien Wiesbaden
4
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Zentrum für Europäische Wirtschaftsforschung
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
International Monetary Fund
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
FOM-Hochschule für Oekonomie & Management
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
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Energy economics
142
Applied economics
132
Finance research letters
122
Economic modelling
119
International review of economics & finance : IREF
114
International review of financial analysis
113
Journal of econometrics
104
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
96
Journal of banking & finance
85
Journal of empirical finance
84
Working paper / National Bureau of Economic Research, Inc.
84
Applied economics letters
81
NBER working paper series
81
Working paper
78
NBER Working Paper
73
Research in international business and finance
73
Journal of international financial markets, institutions & money
72
Journal of international money and finance
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
The journal of futures markets
66
CESifo working papers
60
Discussion paper / Tinbergen Institute
59
Economics letters
59
Journal of risk and financial management : JRFM
56
The European journal of finance
53
Discussion paper / Centre for Economic Policy Research
50
International journal of finance & economics : IJFE
48
International journal of forecasting
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International Journal of Energy Economics and Policy : IJEEP
40
Journal of financial economics
39
International journal of economics and finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
34
Quantitative finance
34
International journal of economics and financial issues : IJEFI
33
Cogent economics & finance
32
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Source
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ECONIS (ZBW)
8,740
USB Cologne (EcoSocSci)
4
EconStor
2
BASE
1
RePEc
1
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1671
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
1672
Exchange-rate and news : evidence from the COVID pandemic
Aquilante, Tommaso
;
Di Pace, Federico
;
Masolo, Riccardo M.
- In:
Economics letters
213
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013442144
Saved in:
1673
Dynamic correlation between crude oil and agricultural futures markets
Chen, Zhuo
;
Yan, Bo
;
Kang, Hanwen
- In:
Review of development economics : an essential resource …
26
(
2022
)
3
,
pp. 1798-1849
Persistent link: https://www.econbiz.de/10013329684
Saved in:
1674
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
1675
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
1676
Time-varying geopolitical risk and oil prices
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 206-221
Persistent link: https://www.econbiz.de/10013330775
Saved in:
1677
Impact of COVID-19 on volatility of BSE Sensex stock index
Bhullar, Pritpal Singh
;
Gupta, Pradeep Kumar
; …
- In:
International journal of electronic finance : IJEF
11
(
2022
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10013253673
Saved in:
1678
Institutional investment activities and stock market volatility amid COVID-19 in India
Naik, Pramod Kumar
;
Shaikh, Imlak
;
Toan Luu Duc Huynh
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1542-1560
Persistent link: https://www.econbiz.de/10014380903
Saved in:
1679
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran
;
Ali, Shoaib
;
Bouri, Elie
;
Saeed, Tareq
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
Saved in:
1680
The nexus between COVID-19 fear and stock market volatility
Li, Weiqing
;
Chien, Fengsheng
;
Hafiz Waqas Kamran
; …
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1765-1785
Persistent link: https://www.econbiz.de/10014380976
Saved in:
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