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~isPartOf:"Economic modelling"
~isPartOf:"Research in international business and finance"
~subject:"Wechselkurs"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatility"
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Wechselkurs
Zeitreihenanalyse
Volatility
630
Volatilität
626
ARCH model
203
ARCH-Modell
203
Estimation
190
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190
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188
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188
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162
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Kumar, Dilip
3
Vortelinos, Dimitrios I.
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2
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Baruník, Jozef
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Economic modelling
Research in international business and finance
Journal of econometrics
110
Energy economics
97
Discussion paper / Tinbergen Institute
91
Journal of international money and finance
89
Applied economics
87
Finance research letters
76
The North American journal of economics and finance : a journal of financial economics studies
71
International journal of forecasting
70
NBER working paper series
69
Journal of empirical finance
67
International review of economics & finance : IREF
66
NBER Working Paper
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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47
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Journal of risk and financial management : JRFM
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Discussion paper / Centre for Economic Policy Research
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IMF working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CREATES research paper
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ECONIS (ZBW)
148
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148
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
How responsive are retail electricity prices to crude oil fluctuations in the US? : time-varying and asymmetric perspectives
Luo, Keyu
;
Ye, Yong
- In:
Research in international business and finance
69
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015052403
Saved in:
3
Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate : the time-frequency and quantile connectivity perspective
Huang, Zhigang
;
Zhang, Weilan
- In:
Research in international business and finance
72
(
2024
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10015065742
Saved in:
4
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
5
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
6
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
7
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
8
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
9
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
10
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
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