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~isPartOf:"Journal of banking & finance"
~person:"Härdle, Wolfgang"
~person:"Ma, Feng"
~subject:"Volatilität"
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Volatilität
Capital income
2
Estimation
2
Kapitaleinkommen
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Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Time series analysis
2
Volatility
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Zeitreihenanalyse
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Aktienmarkt
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Cointegration
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Downside risk
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Dynamic model averaging
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Fractional integration
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Market integration
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Härdle, Wolfgang
Ma, Feng
Skiadopoulos, George
6
Taylor, Stephen
5
Clements, Adam
4
Jiang, George J.
4
Prokopczuk, Marcel
4
Alexander, Carol
3
Branger, Nicole
3
Chang, Eric Chieh
3
Christiansen, Charlotte
3
Doran, James S.
3
Driessen, Joost
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Faff, Robert W.
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Konstantinidi, Eirini
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Li, Junye
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Peterson, David R.
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Wese Simen, Chardin
3
Aitken, Michael J.
2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Baig, Ahmed S.
2
Baldeaux, Jan
2
Batten, Jonathan A.
2
Becker, Ralf
2
Bezemer, Dirk Johan
2
Blau, Benjamin
2
Butt, Hassan A.
2
Cartea, Álvaro
2
Chevapatrakul, Thanaset
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Choudhry, Taufiq
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Christoffersen, Peter F.
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Cumming, Douglas J.
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Darrat, Ali F.
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Dijk, Dick van
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Ederington, Louis H.
2
Escobar, Marcos
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Fodor, Andy
2
Gençay, Ramazan
2
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Journal of banking & finance
SFB 649 discussion paper
22
Energy economics
19
Diskussionspapier
11
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
11
Discussion papers of interdisciplinary research project 373
10
International review of financial analysis
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Applied economics
7
International review of economics & finance : IREF
7
Economic modelling
6
International journal of finance & economics : IJFE
6
Journal of forecasting
5
Applied economics letters
4
Applied quantitative finance
3
Finance research letters
3
IRTG 1792 discussion paper
3
International journal of forecasting
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
China finance review international
2
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of financial econometrics
2
Review of derivatives research
2
The European journal of finance
2
The journal of futures markets
2
Applied quantitative finance : theory and computational tools
1
CORE discussion paper : DP
1
Department of Economics working paper series
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance and stochastics
1
Financial innovation : FIN
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
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Journal of management science and engineering
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ECONIS (ZBW)
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Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
2
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
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