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~isPartOf:"Econometric reviews"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Search: subject:"Volatility"
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Volatility
261
Volatilität
258
Theorie
77
Theory
77
Capital income
74
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74
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72
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McAleer, Michael
15
Bouri, Elie
9
Gupta, Rangan
8
Asai, Manabu
6
Maasoumi, Esfandiar
6
Roubaud, David
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
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3
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3
Lucey, Brian M.
3
Malik, Farooq
3
Salisu, Afees A.
3
Shahzad, Syed Jawad Hussain
3
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Apergēs, Nikolaos
2
Azhar Mohamad
2
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2
Bohl, Martin T.
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Boughrara, Adel
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2
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2
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2
Jung, Young Cheol
2
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2
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2
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2
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Econometric reviews
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
NBER working paper series
687
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646
Energy economics
602
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595
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585
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530
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437
International review of financial analysis
418
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397
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371
The journal of futures markets
364
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363
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361
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325
The North American journal of economics and finance : a journal of financial economics studies
325
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322
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302
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290
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288
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272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
Pacific-Basin finance journal
176
Journal of economic dynamics & control
166
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Labour economics : official journal of the European Association of Labour Economists
157
The European journal of finance
156
International journal of finance & economics : IJFE
149
International journal of forecasting
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ECONIS (ZBW)
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275
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
The
volatility
index and
volatility
risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
5
Testing the forecasting power of global economic conditions for the
volatility
of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
6
Volatility
spillovers and other dynamics between cryptocurrencies and the energy and bond markets
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014490227
Saved in:
7
Volatility
feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
8
Information spillovers in Hong Kong REITs and related asset markets
Liu, Jian
;
Chen, Yan
;
Liao, Shufei
;
Cheng, Cheng
;
Fu, Yongge
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 215-229
Persistent link: https://www.econbiz.de/10014490283
Saved in:
9
Dynamic factor, leverage and realized covariances in multivariate stochastic
volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
10
Implied
volatility
indices : a review
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 303-329
Persistent link: https://www.econbiz.de/10012655056
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