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~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~subject:"Volatilität"
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46
Xuan Vinh Vo
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41
Lucey, Brian M.
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Andersen, Torben
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Demirer, Rıza
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Wei, Yu
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Salisu, Afees A.
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Todorov, Viktor
35
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32
Zhang, Jin E.
32
Apergēs, Nikolaos
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1
Brussels European and Global Economic Laboratory
1
Conference on Realized Volatility <2006, Montréal>
1
European Economic Association
1
HFDF <2, 1998, Zürich>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
National Bureau of Economic Research
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Energy economics
642
Finance research letters
610
International review of financial analysis
419
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380
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374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
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324
Journal of econometrics
320
Research in international business and finance
283
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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International journal of forecasting
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The review of financial studies
126
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The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Journal of financial and quantitative analysis : JFQA
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
21,010
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1
Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Applied economics
56
(
2024
)
37
,
pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
Saved in:
2
Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets
Ben Omrane, Walid
;
Houidi, Fatma
;
Savaser, Tanseli
- In:
Applied economics
56
(
2024
)
38
,
pp. 4594-4610
Persistent link: https://www.econbiz.de/10014560361
Saved in:
3
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
4
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
5
How does liberalization affect emerging stock markets? : theories and empirical evidence
Bao Trung Hoang
;
Mateus, Cesario
- In:
Journal of economic surveys
38
(
2024
)
3
,
pp. 877-898
Persistent link: https://www.econbiz.de/10014562955
Saved in:
6
Asymmetric and nonlinear comovements of credit default swap and bond markets : evidence from an emerging market
Bank, Semra
;
Abdioğlu, Zehra
;
Kahraman, Elif
- In:
Spanish journal of finance & accounting : the official …
53
(
2024
)
2
,
pp. 232-253
Persistent link: https://www.econbiz.de/10014564193
Saved in:
7
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
8
Spillover and leverage effect in Smart Beta Exchange Traded Funds : evidence from India
Vijaya, C.
;
Thenmozhi, M.
- In:
Decision : official journal of Indian Institute of …
51
(
2024
)
1
,
pp. 105-122
Persistent link: https://www.econbiz.de/10014566032
Saved in:
9
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
10
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
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