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isPartOf:"Applied economics letters"
subject:"Wechselkurs"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~subject:"Volatility"
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Wechselkurs
Volatility
Estimation
1,795
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385
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385
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240
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Müller, Gernot J.
5
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3
Petrella, Ivan
3
Sosvilla-Rivero, Simón
3
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2
Baumeister, Christiane
2
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2
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2
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2
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2
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2
Gerlach, Richard
2
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2
Klein, Tony
2
Liu, Xiaoquan
2
Ma, Feng
2
Morley, Bruce
2
Olson, Eric
2
Pfeifer, Johannes
2
Pierdzioch, Christian
2
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2
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1
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Applied economics letters
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166
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150
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148
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145
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122
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67
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66
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65
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61
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ECONIS (ZBW)
196
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61
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
62
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
63
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
64
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
65
Does investor sentiment affect stock price crash risk?
Cui, Huijie
;
Zhang, Yanan
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 564-568
Persistent link: https://www.econbiz.de/10012205732
Saved in:
66
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
67
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
Saved in:
68
Currency appreciation, distance to border and price changes : evidence from swiss retail prices
Foellmi, Reto
;
Jäggi, Adrian
;
Schnell, Fabian
-
2020
Persistent link: https://www.econbiz.de/10012244069
Saved in:
69
The real effects of exchange rate risk on corporate investment : international evidence
Taylor, Mark P.
;
Wang, Zigan
;
Xu, Qi
-
2020
-
This version: June 12, 2020
Persistent link: https://www.econbiz.de/10012249981
Saved in:
70
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2020
Persistent link: https://www.econbiz.de/10012253930
Saved in:
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