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subject:"Volatility"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The European journal of finance"
~language:"eng"
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Volatility
Estimation
656
Schätzung
655
Theorie
226
Theory
226
Welt
133
World
133
Exchange rate
123
Wechselkurs
123
Capital income
119
Kapitaleinkommen
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Volatilität
117
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83
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Caporale, Guglielmo Maria
3
Copeland, Laurence S.
3
Koutmos, Gregory
3
Pierdzioch, Christian
3
Ali, Faek Menla
2
Ap Gwilym, Owain
2
Booth, G. Geoffrey
2
Gupta, Rangan
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
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
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
Ataurima Arellano, Miguel
1
Auray, Stéphane
1
Bagnarosa, Guillaume
1
Bakas, Dimitrios
1
Balcilar, Mehmet
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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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Journal of international money and finance
The European journal of finance
Energy economics
144
Finance research letters
130
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
47
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
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ECONIS (ZBW)
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71
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
72
Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Ying, Weiwei
;
Li, Junye
- In:
Journal of international money and finance
41
(
2014
),
pp. 46-64
Persistent link: https://www.econbiz.de/10010338744
Saved in:
73
On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.
;
Shittu, Olanrewaju I.
;
Yaya, …
- In:
Journal of international money and finance
40
(
2014
),
pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
Saved in:
74
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
75
Risk premia in crude oil futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of international money and finance
42
(
2014
),
pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
Saved in:
76
Testing the Prebisch–Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks
Arezki, Rabah
;
Hadri, Kaddour
;
Loungani, Prakash
;
Rao, Yao
- In:
Journal of international money and finance
42
(
2014
),
pp. 208-223
Persistent link: https://www.econbiz.de/10010372665
Saved in:
77
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Saved in:
78
Oil shocks and the zero bound on nominal interest rates
Bodenstein, Martin
;
Guerrieri, Luca
;
Gust, Christopher J.
- In:
Journal of international money and finance
32
(
2013
),
pp. 941-967
Persistent link: https://www.econbiz.de/10009733441
Saved in:
79
The effect of a common currency on the volatility of the extensive margin of trade
Auray, Stéphane
;
Eyquem, Aurélien
;
Poutineau, …
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1156-1179
Persistent link: https://www.econbiz.de/10009671969
Saved in:
80
A simple two-component model for the distribution of intraday returns
Coroneo, Laura
;
Veredas, David
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
Saved in:
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