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~subject:"Volatility"
~subject:"Wechselkurs"
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Volatility
Wechselkurs
Volatilität
339
Estimation
121
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121
ARCH model
108
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108
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93
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93
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Ma, Feng
6
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5
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4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Economic modelling
Energy economics
642
Finance research letters
612
NBER working paper series
485
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467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
The North American journal of economics and finance : a journal of financial economics studies
324
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321
Research in international business and finance
285
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
261
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254
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247
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245
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240
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238
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200
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197
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194
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184
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172
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171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
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145
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126
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ECONIS (ZBW)
341
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341
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1
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:
2
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:
3
Oil price fluctuations and their impact on oil-exporting emerging economies
Agboola, Emmanuel
;
Chowdhury, Rosen Azad
;
Yang, Bo
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547984
Saved in:
4
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:
5
Heterogeneity effect of positive and negative jumps on the realized
volatility
: evidence from China
Song, Yuping
;
Huang, Jiefei
;
Zhang, Qichao
;
Xu, Yang
- In:
Economic modelling
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014549152
Saved in:
6
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:
7
Do general equilibrium effects matter for labor market dynamics?
Kudoh, Noritaka
;
Miyamoto, Hiroaki
- In:
Economic modelling
119
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014248460
Saved in:
8
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
9
Flexible inflation targeting and stock market
volatility
: evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
10
Sequential Bayesian analysis for semiparametric stochastic
volatility
model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
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