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~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
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Volatility
Forecasting model
110
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110
Capital income
30
Forecast
30
Kapitaleinkommen
30
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30
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29
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McMillan, David G.
3
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Xie, Xuan
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1
Antonakakis, Nikolaos
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Ap Gwilym, Owain
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1
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Applied financial economics
International journal of forecasting
120
Journal of forecasting
114
Energy economics
112
Finance research letters
95
International review of financial analysis
69
Economic modelling
61
International review of economics & finance : IREF
58
Journal of empirical finance
57
Applied economics
55
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of econometrics
50
Journal of banking & finance
49
Applied economics letters
36
The journal of futures markets
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
29
The European journal of finance
28
Journal of international financial markets, institutions & money
27
Journal of financial economics
25
International journal of finance & economics : IJFE
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Economics letters
23
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Pacific-Basin finance journal
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22
Research in international business and finance
20
Journal of applied econometrics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Risks : open access journal
17
Computational economics
16
Emerging markets, finance and trade : EMFT
16
Journal of economic dynamics & control
16
Journal of international money and finance
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric reviews
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Financial innovation : FIN
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International journal of economics and finance
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ECONIS (ZBW)
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1
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:
2
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
5
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:
6
Realized volatility forecasting : empirical evidence from stock market indices and exchange rates
Xiao, Linlan
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 57-69
Persistent link: https://www.econbiz.de/10009719037
Saved in:
7
Forecasting volatility using range data : analysis for emerging equity markets in Latin America
Asai, Manabu
;
Brugal, Iván
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 461-470
Persistent link: https://www.econbiz.de/10009581301
Saved in:
8
Inflation targeting and financial market volatility
O'Sullivan, Róisín
;
Tomljanovich, Marc
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 749-762
Persistent link: https://www.econbiz.de/10009624319
Saved in:
9
A study on the volatility
forecast
of the US housing market in the 2008 crisis
Li, Kui-wai
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1869-1880
Persistent link: https://www.econbiz.de/10009719324
Saved in:
10
Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
Saved in:
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