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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Share price"
~subject:"Yield curve"
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Volatility
Share price
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Estimation
718
Schätzung
715
Theorie
202
Theory
202
Volatilität
117
Time series analysis
111
Zeitreihenanalyse
111
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107
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Gupta, Rangan
7
Ma, Feng
4
Jawadi, Fredj
3
Bekiros, Stelios
2
Chevallier, Julien
2
Dimitrakopoulos, Stefanos
2
Gubareva, Mariya
2
Kaufmann, Sylvia
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Martin, Vance
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McMillan, David G.
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Popiel, Michal Ksawery
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1
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1
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Alimi, Olorunfemi Yasiru
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Economics letters
International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
214
International review of economics & finance : IREF
157
Energy economics
142
The North American journal of economics and finance : a journal of financial economics studies
135
Applied economics
125
International review of financial analysis
124
Economic modelling
120
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97
Journal of banking & finance
96
Research in international business and finance
95
Discussion paper / Centre for Economic Policy Research
92
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85
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76
Applied economics letters
71
Working paper / National Bureau of Economic Research, Inc.
67
Pacific-Basin finance journal
66
Journal of international money and finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of financial economics
60
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Discussion papers / CEPR
46
International journal of forecasting
45
Review of quantitative finance and accounting
45
The European journal of finance
45
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42
Emerging markets, finance and trade : EMFT
39
International journal of economics and finance
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of financial markets
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Journal of economic dynamics & control
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SpringerLink / Bücher
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Journal of financial econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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71
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
72
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
73
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
Saved in:
74
Lumpy investment and expected stock returns
Im, Hyun Joong
;
Park, Heungju
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
Saved in:
75
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
Saved in:
76
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
Saved in:
77
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
78
Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca
;
Castro, Vítor
;
Dufrénot, Gilles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
Saved in:
79
The nonlinear effects of uncertainty shocks
Jackson, Laura
;
Kliesen, Kevin L.
;
Owyang, Michael T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299603
Saved in:
80
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
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