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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Bouri, Elie"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Schätzung
Time series analysis
Wirtschaftswachstum
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Estimation
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Volatilität
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ARCH model
1
ARCH-Modell
1
Aktienmarkt
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Bitcoin
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COVID-19 pandemic
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Capital income
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Coronavirus
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Electronic money
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Extreme good and bad volatility
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Quantile connectedness
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Shock
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Shock size at various quantiles
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Spillover-Effekt
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Stock market
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VAR model
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VAR-Modell
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Virtual currency
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relative intensity of shock spillover (RISS)
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Bouri, Elie
Narayan, Paresh Kumar
8
Kanas, Angelos
4
MacDonald, Ronald
4
Papavassiliou, Vassilios G.
4
Zaremba, Adam
4
Bilgin, Mehmet Huseyin
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Brooks, Robert
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Cakici, Nusret
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Kouretas, Georgios P.
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Sosvilla-Rivero, Simón
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Degl'Innocenti, Marta
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Dinh Hoang Bach Phan
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Hou, Ai Jun
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Jalles, João Tovar
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Journal of international financial markets, institutions & money
Energy economics
5
Finance research letters
4
International review of financial analysis
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of economics & finance : IREF
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Journal of behavioral and experimental finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Borsa Istanbul Review
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1
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
2
Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas
;
Klein, Tony
;
Bouri, Elie
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012263290
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