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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~subject:"United Kingdom"
~subject:"Zeitreihenanalyse"
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Volatilität
United Kingdom
Zeitreihenanalyse
Estimation
2,578
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Theorie
625
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625
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400
United States
400
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300
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251
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Todorov, Viktor
14
Moosa, Imad A.
11
Bollerslev, Tim
9
Gil-Alaña, Luis A.
7
Tauchen, George Eugene
7
Andersen, Torben
5
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5
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5
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5
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4
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4
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4
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4
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4
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4
Zhu, Huiming
4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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Applied economics
Journal of applied econometrics
Journal of econometrics
Discussion paper series / IZA
262
Economic modelling
210
Energy economics
178
Applied economics letters
173
Discussion paper / Centre for Economic Policy Research
167
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162
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NBER working paper series
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International review of economics & finance : IREF
150
NBER Working Paper
147
Finance research letters
143
Economics letters
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Applied financial economics
136
International review of financial analysis
122
Journal of international money and finance
119
The North American journal of economics and finance : a journal of financial economics studies
116
Journal of banking & finance
107
International journal of forecasting
103
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102
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IZA Discussion Paper
96
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
558
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Choose the school, choose the performance : new evidence on determinants of students' performance in eight European countries
Bonacini, Luca
;
Brunetti, Irene
;
Gallo, Giovanni
- In:
Applied economics
56
(
2024
)
6
,
pp. 692-707
Persistent link: https://www.econbiz.de/10014440119
Saved in:
7
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
8
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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