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subject:"Volatility"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
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Volatility
ARCH-Modell
Estimation
911
Schätzung
909
Theorie
294
Theory
294
Capital income
187
Kapitaleinkommen
187
Volatilität
187
Börsenkurs
153
Share price
153
Welt
151
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151
Exchange rate
139
Wechselkurs
139
USA
133
United States
133
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106
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105
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64
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60
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203
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Gupta, Rangan
6
Sornette, Didier
5
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Copeland, Laurence S.
3
Koutmos, Gregory
3
Pierdzioch, Christian
3
Wehrli, Alexander
3
Ali, Faek Menla
2
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Bohl, Martin T.
2
Booth, G. Geoffrey
2
Boughrara, Adel
2
Demirer, Rıza
2
Gerlach, Richard
2
Lucey, Brian M.
2
Roubaud, David
2
Simlai, Prodosh
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Wheatley, Spencer
2
Zheng, Yao
2
Abhyankar, Abhay
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
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1
Al-Shboul, Mohammad
1
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1
Alexander, Carol
1
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Alhadab, Mohammad
1
Ali, Syed Riaz Mahmood
1
Alireza Zarei
1
Alsharari, Nizar Mohammad
1
Ames, Matthew
1
Anderegg, Benjamin
1
Anderson, Randy I.
1
Aragó Manzana, Vicent
1
Arezki, Rabah
1
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Journal of international money and finance
Quantitative finance
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
144
Applied economics
141
Finance research letters
128
Economic modelling
126
International review of economics & finance : IREF
118
Journal of econometrics
111
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of empirical finance
91
Journal of banking & finance
90
Applied economics letters
86
Applied financial economics
84
Working paper / National Bureau of Economic Research, Inc.
83
Working paper
79
NBER working paper series
78
Journal of international financial markets, institutions & money
77
Research in international business and finance
74
NBER Working Paper
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
The journal of futures markets
69
Discussion paper / Tinbergen Institute
65
Economics letters
62
Journal of risk and financial management : JRFM
58
CESifo working papers
55
International journal of forecasting
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Discussion paper / Centre for Economic Policy Research
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of finance & economics : IJFE
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International Journal of Energy Economics and Policy : IJEEP
38
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
38
Pacific-Basin finance journal
38
Journal of financial economics
37
Discussion paper
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ECONIS (ZBW)
203
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203
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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
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
4
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
5
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
6
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
7
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
8
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
9
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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