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~isPartOf:"Economic modelling"
~subject:"Prognoseverfahren"
~subject:"Wechselkurs"
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Prognoseverfahren
Wechselkurs
Volatility
341
Volatilität
339
Estimation
116
Schätzung
116
ARCH model
108
ARCH-Modell
108
Börsenkurs
93
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93
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77
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72
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58
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36
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35
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30
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Ma, Feng
5
Todorova, Neda
4
Zhang, Yaojie
4
Liu, Jing
3
Su, Jen-je
3
Cross, Jamie
2
Han, Liyan
2
Hou, Chenghan
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
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2
Li, Bin
2
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2
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2
Wahab, M. I. M.
2
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2
Wang, Yudong
2
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2
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2
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1
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1
Amendola, Alessandra
1
Ameur, Hachmi Ben
1
Asteriou, Dimitrios
1
Bahmani-Oskooee, Mohsen
1
Balcilar, Mehmet
1
Bao Hoang Nguyen
1
Beer, Jesse de
1
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1
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1
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1
Bouri, Elie
1
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1
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1
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1
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Economic modelling
Energy economics
144
Finance research letters
139
International journal of forecasting
127
Journal of forecasting
116
Applied economics
106
International review of economics & finance : IREF
98
The North American journal of economics and finance : a journal of financial economics studies
98
Journal of international money and finance
94
International review of financial analysis
92
NBER working paper series
74
Journal of international financial markets, institutions & money
73
Journal of empirical finance
69
NBER Working Paper
67
Applied economics letters
65
International journal of finance & economics : IJFE
65
Journal of banking & finance
64
Journal of econometrics
60
Working paper / National Bureau of Economic Research, Inc.
59
Working paper
55
Applied financial economics
53
Research in international business and finance
51
Discussion paper / Tinbergen Institute
48
Economics letters
46
CESifo working papers
44
International Journal of Energy Economics and Policy : IJEEP
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of risk and financial management : JRFM
41
The European journal of finance
40
Department of Economics working paper series
39
International journal of economics and financial issues : IJEFI
39
Discussion paper / Centre for Economic Policy Research
38
The journal of futures markets
38
Quantitative finance
35
IMF working papers
31
Journal of financial economics
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Computational economics
30
Pacific-Basin finance journal
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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
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
3
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:
4
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:
5
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
6
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:
7
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
8
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
9
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
10
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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