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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~subject:"Schätzung"
~subject:"Time series analysis"
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Search: subject_exact:"Volatility"
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Schätzung
Time series analysis
Volatility
736
Volatilität
648
Theorie
190
Theory
190
Forecasting model
182
Prognoseverfahren
182
Estimation
179
ARCH model
173
ARCH-Modell
172
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160
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160
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152
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152
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volatility
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83
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Portfolio selection
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Optionspreistheorie
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Ma, Feng
5
Zhang, Yaojie
4
Zhu, Huiming
4
Goutte, Stéphane
3
Gubareva, Mariya
3
Gupta, Rangan
3
Kim, Jong-Min
3
Lucas, André
3
McAleer, Michael
3
Umar, Zaghum
3
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3
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2
Arroyo, Javier
2
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2
Balcilar, Mehmet
2
Bauwens, Luc
2
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2
Chan, Joshua
2
Chen, Langnan
2
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2
Cross, Jamie
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Hou, Chenghan
2
Hwang, Sun Young
2
Klein, Tony
2
Lee, Chien-chiang
2
Liang, Chao
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Luo, Jiawen
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Lyócsa, Štefan
2
Ma, Jun
2
Molnár, Peter
2
Nguyen, Duc Khuong
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2
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2
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2
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2
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MPRA Paper
Applied economics
International journal of forecasting
The review of financial studies
Energy economics
188
Finance research letters
156
Journal of econometrics
150
Economic modelling
148
International review of economics & finance : IREF
127
International review of financial analysis
125
Journal of empirical finance
110
The North American journal of economics and finance : a journal of financial economics studies
108
Discussion paper / Tinbergen Institute
103
Journal of banking & finance
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Working paper
89
Working paper / National Bureau of Economic Research, Inc.
89
Applied economics letters
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NBER working paper series
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Research in international business and finance
83
Applied financial economics
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Economics letters
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Journal of international money and finance
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Journal of risk and financial management : JRFM
68
The journal of futures markets
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
CESifo working papers
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Journal of forecasting
54
The European journal of finance
53
Discussion paper / Centre for Economic Policy Research
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International journal of finance & economics : IJFE
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Econometric reviews
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Quantitative finance
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International Journal of Energy Economics and Policy : IJEEP
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial economics
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ECONIS (ZBW)
237
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237
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1
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
2
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
3
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
4
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
5
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
6
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
8
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
9
Income inequality and the volatility of stock prices
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Applied economics
53
(
2021
)
38
,
pp. 4404-4416
Persistent link: https://www.econbiz.de/10012609815
Saved in:
10
Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models
Ma, Yuanyuan
;
Liu, Chenglong
;
Zhang, Jie Tian
;
Liu, Yanze
- In:
Applied economics
55
(
2023
)
43
,
pp. 5013-5032
Persistent link: https://www.econbiz.de/10014334940
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