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~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Prognoseverfahren"
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Börsenkurs
Estimation
Prognoseverfahren
ARCH model
176
ARCH-Modell
176
Volatility
138
Volatilität
138
Aktienmarkt
60
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59
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Wu, Xinyu
4
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3
Tiwari, Aviral Kumar
3
Ardia, David
2
Brzeszczyński, Janusz
2
Chen, Zhonglu
2
Gozgor, Giray
2
Guo, Kun
2
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Finance research letters
Energy economics
146
Applied economics
112
Economic modelling
93
International review of economics & finance : IREF
91
International review of financial analysis
89
The North American journal of economics and finance : a journal of financial economics studies
89
International journal of forecasting
81
Journal of forecasting
76
Journal of empirical finance
74
Research in international business and finance
73
Journal of international financial markets, institutions & money
63
Journal of risk and financial management : JRFM
62
Applied economics letters
57
Journal of econometrics
52
International Journal of Energy Economics and Policy : IJEEP
46
Applied financial economics
44
Journal of banking & finance
44
Economics letters
41
Discussion paper / Tinbergen Institute
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of finance & economics : IJFE
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
The European journal of finance
34
International journal of economics and finance
33
International journal of economics and financial issues : IJEFI
32
Working paper
31
Review of quantitative finance and accounting
29
The journal of futures markets
29
Econometric Institute research papers
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Journal of financial econometrics
26
Pacific-Basin finance journal
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Quantitative finance
25
The empirical economics letters : a monthly international journal of economics
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International Journal of Financial Studies : open access journal
24
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ECONIS (ZBW)
125
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date (oldest first)
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
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Saved in:
3
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
4
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:
5
The role of uncertainty index in forecasting volatility of Bitcoin : fresh evidence from
GARCH
-MIDAS approach
Xia, Yufei
;
Sang, Chong
;
He, Lingyun
;
Wang, Ziyao
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472258
Saved in:
6
Measuring systemic risk with high-frequency data : a realized
GARCH
approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
7
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:
8
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
9
A real-rime
GARCH
-MIDAS model
Wu, Xinyu
;
Zhao, An
;
Cheng, Tengfei
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473667
Saved in:
10
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
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