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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
1,658
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1,658
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245
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242
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242
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Ma, Feng
8
Bouri, Elie
5
Apergēs, Nikolaos
4
Park, Sung Y.
4
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4
Wang, Xunxiao
4
Wang, Yudong
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Yoon, Seong-min
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3
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3
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Lu, Xinjie
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2
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2
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Applied economics letters
Energy economics
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223
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193
International review of economics & finance : IREF
188
International review of financial analysis
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Journal of banking & finance
181
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161
Working paper / National Bureau of Economic Research, Inc.
161
Journal of empirical finance
159
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
147
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Tinbergen Institute
59
International journal of forecasting
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Cogent economics & finance
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Research paper series / Swiss Finance Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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281
Predictive content of the stock market for output revisited
Bondt, Gabe J. de
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1289-1294
Persistent link: https://www.econbiz.de/10003894129
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282
Further evidence for the negative relationship between stock returns and volatility
Kurz-Kim, Jeong-Ryeol
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1295-1300
Persistent link: https://www.econbiz.de/10003894134
Saved in:
283
An augmented Fama and French three-factor model : new evidence from an emerging stock market
Bundoo, Sunil Kumar
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1213-1218
Persistent link: https://www.econbiz.de/10003801375
Saved in:
284
Testing the fed and the Graham & Dodd models : asymmetric vs. symmetric adjustment
Boucher, Christophe
;
Aboura, Sofiane
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 91-94
Persistent link: https://www.econbiz.de/10003724966
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285
Turkish banking efficiency and its relation to stock performance
Erdem, Cumhur
;
Erdem, Meziyet Sema
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 207-211
Persistent link: https://www.econbiz.de/10003725214
Saved in:
286
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
287
Daily seasonality in the 19th century stocks : some evidence from the Dublin stock exchange
Hope, Edward
;
Lucy, Brian M.
- In:
Applied economics letters
14
(
2007
)
4/6
,
pp. 277-282
Persistent link: https://www.econbiz.de/10003469267
Saved in:
288
Growth and volatility in the European Union : a linear or a non-parametric approach?
Botsaris, Charalampos
;
Tsagkanos, Athanasios
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 65-69
Persistent link: https://www.econbiz.de/10003448353
Saved in:
289
Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices
Chen, Shieh-liang
;
Huang, Shian-chang
;
Lin, Yi-mien
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 127-133
Persistent link: https://www.econbiz.de/10003448433
Saved in:
290
On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios
Ku, Yuan-hung Hsu
;
Chen, Ho-chyuan
;
Chen, Kuang-hua
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 503-509
Persistent link: https://www.econbiz.de/10003512160
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