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~isPartOf:"Revista Brasileira de Finanças : RBFin"
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Search: subject:"Volatility"
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Volatility
276
Volatilität
274
Capital income
108
Kapitaleinkommen
108
ARCH model
96
ARCH-Modell
96
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90
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90
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Christiansen, Charlotte
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Revista Brasileira de Finanças : RBFin
NBER working paper series
687
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
602
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595
Discussion paper series / IZA
585
Finance research letters
530
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447
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437
International review of financial analysis
418
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397
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371
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364
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363
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331
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325
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325
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322
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288
IZA Discussion Paper
272
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
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239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
176
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
166
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
298
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298
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1
Realized semicovariances : empirical applications to
volatility
forecasting and portfolio optimization
Ricco, Rafael
;
Ziegelmann, Flávio A.
- In:
Revista Brasileira de Finanças : RBFin
21
(
2023
)
3
,
pp. 99-122
Persistent link: https://www.econbiz.de/10014442583
Saved in:
2
The effects of economic uncertainty on financial
volatility
: a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
3
Forecasting realized
volatility
with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
4
Reddit as a prediction tool for crypto-assets
Loredo Camou, Luis Antonio
- In:
Revista Brasileira de Finanças : RBFin
20
(
2022
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013257678
Saved in:
5
Do interest rate differentials drive the
volatility
of exchange rates? : evidence from an extended stochastic
volatility
model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
6
Disagreement, speculation, and the idiosyncratic
volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
7
Forecasting realized
volatility
with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
8
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
9
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
10
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return
volatility
using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
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