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subject:"Germany"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Volatility"
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Germany
ARCH-Modell
Volatility
Estimation
950
Schätzung
948
Theorie
278
Theory
278
Welt
196
World
196
Volatilität
183
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174
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Caporale, Guglielmo Maria
4
Xuan Vinh Vo
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3
Chang, Kuang-Liang
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Gil-Alaña, Luis A.
3
Kang, Sang Hoon
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International review of economics & finance : IREF
Journal of international money and finance
Discussion paper series / IZA
566
ZEW discussion papers
357
Discussion paper
282
Applied economics
254
IZA Discussion Paper
253
CESifo working papers
243
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
228
Discussion papers / Deutsches Institut für Wirtschaftsforschung
212
Energy economics
166
Economic modelling
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Applied economics letters
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148
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142
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131
Finance research letters
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International review of financial analysis
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Journal of econometrics
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
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114
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of banking & finance
107
Jahrbücher für Nationalökonomie und Statistik
104
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
97
Journal of empirical finance
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Economics letters
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Kiel working paper
85
Bundesbank Series 1 Discussion Paper
84
CESifo Working Paper Series
83
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
238
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
5
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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8
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
9
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
10
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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