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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and finance"
~subject:"Börsenkurs"
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Börsenkurs
ARCH model
319
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319
Volatility
224
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223
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105
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105
Capital income
87
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Koopman, Siem Jan
6
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Chen, Zhonglu
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Discussion paper / Tinbergen Institute
Finance research letters
International journal of economics and finance
Applied economics
50
Energy economics
50
International review of economics & finance : IREF
50
The North American journal of economics and finance : a journal of financial economics studies
47
Research in international business and finance
46
International review of financial analysis
43
Journal of risk and financial management : JRFM
38
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33
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27
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24
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24
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20
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18
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18
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17
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
International Journal of Financial Studies : open access journal
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16
International journal of finance & economics : IJFE
15
Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Global business review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The European journal of finance
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Emerging markets, finance and trade : EMFT
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Investment management and financial innovations
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Pacific-Basin finance journal
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Theoretical economics letters
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ECONIS (ZBW)
87
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1
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
2
Pricing CBOE VIX in non-affine
GARCH
models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
3
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel
GARCH
model with cross sectional dependence
Mamman, Suleiman O.
;
Wang, Zhanqin
;
Iliyasu, Jamilu
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
Saved in:
4
Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method
Yu, Jize
;
Zhang, Li
;
Peng, Lijuan
;
Wu, Rui
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
Saved in:
5
Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Surachai Chancharat
;
Parichat Sinlapates
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014526667
Saved in:
6
Price discovery in the volatility index option market : a univariate
GARCH
approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
7
Covid-19 and stock market volatility : a clustering approach for S&P 500 industry indices
Lúcio, Francisco
;
Caiado, Jorge
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013479311
Saved in:
8
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
9
Spillovers between Bitcoin and Meme stocks
Li, Shi
- In:
Finance research letters
50
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014239953
Saved in:
10
Market uncertainty and correlation between Bitcoin and Ether
Nakagawa, Kei
;
Sakemoto, Ryuta
- In:
Finance research letters
50
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014239961
Saved in:
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