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subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~subject:"Deutschland"
~subject:"Risk"
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Volatility
Deutschland
Risk
Estimation
254
Schätzung
254
Capital income
120
Kapitaleinkommen
120
Theorie
100
Theory
100
Börsenkurs
81
Share price
81
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81
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65
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52
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45
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Estimation theory
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111
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Caporin, Massimiliano
3
Christiansen, Charlotte
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Martens, Martin
2
Opschoor, Anne
2
Salvador, Enrique
2
Santucci de Magistris, Paolo
2
Tzavalis, Elias
2
Wel, Michel van der
2
Abergel, Frédéric
1
Abhyankar, Abhay
1
Aboulamer, Anas
1
Adcock, Christopher
1
Agarwal, Vikas
1
Ahmed, Jameel
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Alt, Raimund
1
Aradhyula, Satheesh V.
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bai, Lu
1
Baillie, Richard
1
Bartram, Söhnke M.
1
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1
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1
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1
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1
Bessler, Wolfgang
1
Blitz, David
1
Bonato, Matteo
1
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1
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1
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Journal of empirical finance
Discussion paper series / IZA
588
ZEW discussion papers
401
Discussion paper
312
Applied economics
276
CESifo working papers
273
IZA Discussion Paper
259
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
240
Discussion papers / Deutsches Institut für Wirtschaftsforschung
230
Working paper / National Bureau of Economic Research, Inc.
180
NBER working paper series
176
Discussion paper / Centre for Economic Policy Research
174
Energy economics
173
NBER Working Paper
162
Economic modelling
156
Applied economics letters
153
Finance research letters
150
International review of economics & finance : IREF
146
Jahrbücher für Nationalökonomie und Statistik
143
Discussion paper / Deutsche Bundesbank
142
Working paper
139
Europäische Hochschulschriften / 5
136
Ruhr economic papers
134
International review of financial analysis
133
ZEW - Centre for European Economic Research Discussion Paper
132
Journal of international money and finance
124
Journal of banking & finance
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Journal of econometrics
117
Applied financial economics
115
Economics letters
115
SpringerLink / Bücher
108
The North American journal of economics and finance : a journal of financial economics studies
108
Gabler Edition Wissenschaft
106
Discussion paper / Tinbergen Institute
99
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
99
SOEPpaper
96
Kiel working paper
93
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
90
CESifo Working Paper Series
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ECONIS (ZBW)
111
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
3
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
6
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
7
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
8
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
9
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
10
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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