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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Volatilität
United Kingdom
Estimation
2,580
Schätzung
2,579
Theorie
510
Theory
510
USA
315
United States
315
Welt
282
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282
Volatility
241
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236
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235
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221
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221
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213
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212
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198
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Article in journal
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380
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380
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Gupta, Rangan
5
Bahmani-Oskooee, Mohsen
4
Gil-Alaña, Luis A.
4
Ma, Feng
4
Zhang, Yaojie
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Brown, Sarah
3
Caporale, Guglielmo Maria
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Kim, Jong-Min
3
Mishra, Sagarika
3
Narayan, Paresh Kumar
3
Turner, Paul
3
Umar, Zaghum
3
Wei, Yu
3
Yoon, Seong-min
3
Bekiros, Stelios
2
BenSaïda, Ahmed
2
Brooks, Chris
2
Chevallier, Julien
2
Cross, Jamie
2
Feng, Yun
2
Fleissig, Adrian R.
2
Gatfaoui, Hayette
2
Harris, Richard I. D.
2
Hassapis, Christis
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Jung, Hojin
2
Kempa, Bernd
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Liang, Chao
2
Litimi, Houda
2
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2
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Applied economics
Economic modelling
Energy economics
148
Finance research letters
134
International review of economics & finance : IREF
126
Applied financial economics
118
International review of financial analysis
113
Journal of econometrics
111
Applied economics letters
106
Journal of international money and finance
102
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of banking & finance
94
Journal of empirical finance
86
Economics letters
78
The journal of futures markets
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of international financial markets, institutions & money
73
Research in international business and finance
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
International journal of finance & economics : IJFE
65
The European journal of finance
64
Journal of risk and financial management : JRFM
55
International journal of forecasting
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of applied econometrics
45
Journal of financial economics
45
Oxford bulletin of economics and statistics
41
The economic journal : the journal of the Royal Economic Society
41
International Journal of Energy Economics and Policy : IJEEP
37
Journal of economic dynamics & control
37
International journal of economics and finance
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Journal of forecasting
34
Pacific-Basin finance journal
34
Econometric reviews
33
International journal of economics and financial issues : IJEFI
32
Journal of financial econometrics
32
Economica
30
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ECONIS (ZBW)
380
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41
Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah
;
Balli, Faruk
;
Balli, Hatice Ozer
- In:
Applied economics
54
(
2022
)
38
,
pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
Saved in:
42
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
43
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
44
Predicting stock returns : some European evidence
Peiro, Amado
- In:
Applied economics
54
(
2022
)
57
,
pp. 6596-6604
Persistent link: https://www.econbiz.de/10013494191
Saved in:
45
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
46
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:
47
When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua
;
Zhang, Huiying
;
Ding, Zhihua
;
Lv, Tao
; …
- In:
Economic modelling
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
Saved in:
48
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
49
Inflation and the NAIRU : assessing the role of long-term unemployment as a cause of hysteresis
Paternesi Meloni, Walter
;
Romaniello, Davide
;
Stirati, …
- In:
Economic modelling
113
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013349248
Saved in:
50
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
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