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subject:"Volatilität"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"EU countries"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
EU countries
Schätztheorie
Estimation
193
Schätzung
193
Theorie
68
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68
Capital income
66
Kapitaleinkommen
66
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Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Choudhry, Taufiq
2
Fassas, Athanasios P.
2
Gupta, Rangan
2
Knif, Johan
2
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2
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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
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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
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The European journal of finance
Journal of econometrics
275
Applied economics
237
Economic modelling
232
Applied economics letters
181
Economics letters
181
Energy economics
177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
International review of economics & finance : IREF
145
Finance research letters
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
136
Journal of banking & finance
127
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of international money and finance
115
Journal of empirical finance
100
Applied financial economics
91
Journal of international financial markets, institutions & money
90
Research in international business and finance
80
Econometric reviews
75
Journal of applied econometrics
73
Journal of risk and financial management : JRFM
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
International journal of forecasting
71
International journal of finance & economics : IJFE
65
The journal of futures markets
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
54
Journal of economic dynamics & control
53
Empirica : journal of european economics
52
Journal of forecasting
51
Quantitative economics : QE ; journal of the Econometric Society
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
European economic review : EER
47
International journal of economics and financial issues : IJEFI
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Journal of financial economics
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International journal of economics and finance
46
International Journal of Energy Economics and Policy : IJEEP
45
Journal of macroeconomics
44
The empirical economics letters : a monthly international journal of economics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
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:
2
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
3
Euro area monetary asset demand and Divisia aggregates
Fleissig, Adrian R.
;
Jones, Barry E.
;
Darvas, Zsolt M.
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1885-1912
Persistent link: https://www.econbiz.de/10014388520
Saved in:
4
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
5
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
6
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
7
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
8
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
9
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
10
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
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