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~isPartOf:"Research in international business and finance"
~language:"eng"
~subject:"Volatilität"
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Volatilität
Estimation
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Aboura, Sofiane
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Research in international business and finance
Energy economics
146
Applied economics
126
Finance research letters
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Economic modelling
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International review of economics & finance : IREF
114
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
99
Journal of banking & finance
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Journal of empirical finance
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Applied financial economics
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Applied economics letters
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NBER Working Paper
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Journal of international money and finance
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The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
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Economics letters
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Journal of risk and financial management : JRFM
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
46
The European journal of finance
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International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International Journal of Energy Economics and Policy : IJEEP
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Journal of financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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International journal of economics and finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
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Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
2
Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
Saved in:
3
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
4
Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies
Liu, Jingzhen
- In:
Research in international business and finance
48
(
2019
),
pp. 243-257
Persistent link: https://www.econbiz.de/10012135907
Saved in:
5
Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
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6
Quantitative easing announcements and high-frequency stock market volatility : evidence from the United States
Corbet, Shaen
;
Dunne, John James
;
Larkin, Charles
- In:
Research in international business and finance
48
(
2019
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012135920
Saved in:
7
Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni
- In:
Research in international business and finance
45
(
2018
),
pp. 307-322
Persistent link: https://www.econbiz.de/10011983276
Saved in:
8
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
9
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
Saved in:
10
Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao
- In:
Research in international business and finance
46
(
2018
),
pp. 227-239
Persistent link: https://www.econbiz.de/10011983623
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