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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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Volatilität
Theorie
4,502
Theory
4,502
Estimation
578
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578
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452
USA
451
Time series analysis
420
Zeitreihenanalyse
420
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Andersen, Torben
3
Brandt, Michael W.
3
Christoffersen, Peter F.
3
Jacobs, Kris
3
Li, Wai Keung
3
Lucas, André
3
Maheu, John M.
3
Wang, Yudong
3
Aït-Sahalia, Yacine
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
Collin-Dufresne, Pierre
2
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2
Creal, Drew
2
Cross, Jamie
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
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2
Giglio, Stefano
2
Ho, Kin-Yip
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2
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2
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Kelly, Bryan T.
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2
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2
Lin, Shih-kuei
2
Lux, Thomas
2
Marcellino, Massimiliano
2
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2
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Review of international economics
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of financial economics
Journal of econometrics
124
Journal of banking & finance
109
Economics letters
82
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
70
Journal of international money and finance
64
International review of financial analysis
60
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
The European journal of finance
56
Energy economics
55
Journal of forecasting
54
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
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
Computational economics
42
Finance and stochastics
42
Journal of monetary economics
39
The journal of futures markets
39
Journal of risk and financial management : JRFM
38
Macroeconomic dynamics
38
Journal of international financial markets, institutions & money
35
Applied financial economics
32
International journal of finance & economics : IJFE
32
Journal of applied econometrics
32
Risks : open access journal
28
Journal of financial econometrics
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ECONIS (ZBW)
306
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306
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
3
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
4
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
5
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
8
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
9
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
10
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
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