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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Theorie
3,866
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3,866
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549
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549
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254
USA
253
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218
Monetary policy
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Aufsatz in Zeitschrift
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140
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Kim, Jong-Min
3
Bollen, Bernard
2
Charfeddine, Lanouar
2
Clements, Kenneth W.
2
Goutte, Stéphane
2
Jung, Hojin
2
Kiani, Khurshid M.
2
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2
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2
Lin, Shih-kuei
2
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2
Racicot, François-Éric
2
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2
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2
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2
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2
Abakah, Emmanuel Joel Aikins
1
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1
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1
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1
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1
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1
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1
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1
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1
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Review of international economics
Applied economics
Economic modelling
Journal of econometrics
123
Journal of banking & finance
109
Finance research letters
85
Economics letters
81
Journal of empirical finance
80
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Journal of international money and finance
65
International review of financial analysis
61
International review of economics & finance : IREF
58
Energy economics
57
The European journal of finance
57
The review of financial studies
57
Journal of forecasting
54
Econometric reviews
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48
Applied economics letters
46
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45
The North American journal of economics and finance : a journal of financial economics studies
45
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
The journal of futures markets
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Journal of monetary economics
39
Journal of risk and financial management : JRFM
38
Macroeconomic dynamics
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Journal of international financial markets, institutions & money
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Journal of applied econometrics
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Applied financial economics
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International journal of finance & economics : IJFE
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Risks : open access journal
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ECONIS (ZBW)
140
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91
On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Lee, Jungwoo
;
Choi, Sun-Yong
- In:
Economic modelling
51
(
2015
),
pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
Saved in:
92
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
93
What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
94
Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution
Belhachemi, Rachid
;
Rostan, Pierre
;
Racicot, François-Éric
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5461-5475
Persistent link: https://www.econbiz.de/10011341770
Saved in:
95
An information theoretic analysis of stock returns, volatility and trading volumes
Ong, Marcus Alexander
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3891-3906
Persistent link: https://www.econbiz.de/10011294307
Saved in:
96
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
97
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
98
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît
- In:
Economic modelling
44
(
2015
),
pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
Saved in:
99
Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
100
Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Saved in:
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