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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Quantitative finance"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
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Volatilität
Wirtschaftswachstum
Theorie
2,894
Theory
2,894
Estimation
332
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332
Portfolio selection
223
Portfolio-Management
223
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189
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164
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Afonso, Oscar
7
Escobar, Marcos
3
Shahbaz, Muhammad
3
Turnovsky, Stephen J.
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Wang, Yudong
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2
Beladi, Hamid
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Bu, Ruijun
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Review of international economics
Economic modelling
International journal of finance & economics : IJFE
Quantitative finance
Economics letters
164
Journal of econometrics
126
Macroeconomic dynamics
118
Journal of banking & finance
115
Applied economics
114
Journal of economic dynamics & control
106
Journal of macroeconomics
103
Applied economics letters
94
Finance research letters
92
International journal of forecasting
88
European economic review : EER
84
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84
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84
International review of economics & finance : IREF
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76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The American economic review
68
The review of financial studies
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International review of financial analysis
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The economic journal : the journal of the Royal Economic Society
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Journal of development economics
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of applied econometrics
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The journal of finance : the journal of the American Finance Association
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
296
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41
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
42
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
43
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
44
Growth and wage effects of the monetary policy
Afonso, Oscar
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4058-4084
Persistent link: https://www.econbiz.de/10013461308
Saved in:
45
Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
46
Managerial ability and idiosyncratic volatility
Wu, Xi
;
Tong, Xinle
;
Wang, Yudong
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2566-2581
Persistent link: https://www.econbiz.de/10013184908
Saved in:
47
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
Saved in:
48
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
49
International portfolio choice under multi-factor stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Gschnaidtner, …
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1193-1216
Persistent link: https://www.econbiz.de/10013367893
Saved in:
50
Forecasting with fractional Brownian motion : a financial perspective
Garcin, Matthieu
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1495-1512
Persistent link: https://www.econbiz.de/10013367924
Saved in:
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