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subject:"Volatilität"
type:"article"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Geldpolitik"
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Volatilität
Geldpolitik
Estimation
277
Schätzung
276
Theorie
102
Theory
102
Capital income
95
Kapitaleinkommen
95
Volatility
82
Börsenkurs
81
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81
Forecasting model
52
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52
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47
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47
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36
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29
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23
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22
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22
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20
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18
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18
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18
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18
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18
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87
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English
87
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Copeland, Laurence S.
3
Sornette, Didier
3
Wehrli, Alexander
3
Ap Gwilym, Owain
2
Fassas, Athanasios P.
2
Gupta, Rangan
2
Koutmos, Gregory
2
Papadamou, Stephanos
2
Pierdzioch, Christian
2
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2
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1
Ahn, Kwangwon
1
Alemany, N.
1
Alexander, Carol
1
Algaba, Andres
1
Alireza Zarei
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Balcilar, Mehmet
1
Beer, Simone
1
Bhatti, Muhammad Ishaq
1
Bianchi, Michele Leonardo
1
Binner, Jane M.
1
Bonaccolto, G.
1
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1
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1
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1
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1
Canabarro, Askery
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
Chi, Xie
1
Chorniy, Vladimir
1
Choudhry, Taufiq
1
Chronopoulou, Alexandra
1
Chuang, Ming-Che
1
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Quantitative finance
The European journal of finance
Economic modelling
197
Applied economics
192
Energy economics
161
Finance research letters
148
International review of economics & finance : IREF
142
Journal of international money and finance
133
The North American journal of economics and finance : a journal of financial economics studies
120
Applied economics letters
119
International review of financial analysis
113
Journal of econometrics
106
Journal of banking & finance
99
Economics letters
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of empirical finance
85
Applied financial economics
83
Research in international business and finance
82
Journal of international financial markets, institutions & money
79
Journal of economic dynamics & control
73
Journal of macroeconomics
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
International journal of finance & economics : IJFE
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of risk and financial management : JRFM
61
The journal of futures markets
61
Journal of monetary economics
55
Macroeconomic dynamics
51
International journal of forecasting
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
International journal of economics and finance
47
International journal of economics and financial issues : IJEFI
47
Journal of money, credit and banking : JMCB
46
Journal of financial economics
43
Cogent economics & finance
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
International Journal of Energy Economics and Policy : IJEEP
40
Pacific-Basin finance journal
37
Journal of applied econometrics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
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ECONIS (ZBW)
87
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1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
4
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
5
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
6
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
7
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
8
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
9
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
10
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
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