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subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
~subject:"Stock market"
~subject:"Wirtschaftswachstum"
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Volatility
Börsenkurs
Stock market
Wirtschaftswachstum
Estimation
195
Schätzung
195
Theorie
70
Theory
70
Capital income
67
Kapitaleinkommen
67
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49
Volatilität
47
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36
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Copeland, Laurence S.
3
Gupta, Rangan
3
Pierdzioch, Christian
3
Ap Gwilym, Owain
2
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2
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2
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2
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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
Alireza Zarei
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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The European journal of finance
Applied economics
320
Economic modelling
273
Working paper / National Bureau of Economic Research, Inc.
270
Applied economics letters
257
NBER working paper series
257
Finance research letters
236
International review of economics & finance : IREF
236
NBER Working Paper
235
Energy economics
207
International review of financial analysis
198
CESifo working papers
190
Applied financial economics
173
Journal of banking & finance
169
Discussion paper / Centre for Economic Policy Research
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of empirical finance
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Journal of international financial markets, institutions & money
135
Research in international business and finance
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132
Economics letters
126
International journal of economics and financial issues : IJEFI
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122
International journal of economics and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
International Journal of Energy Economics and Policy : IJEEP
113
Journal of international money and finance
112
Journal of risk and financial management : JRFM
107
Cogent economics & finance
104
The empirical economics letters : a monthly international journal of economics
101
Journal of financial economics
98
International journal of finance & economics : IJFE
95
Discussion paper / Tinbergen Institute
91
Pacific-Basin finance journal
89
Discussion paper series / IZA
87
The journal of futures markets
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
77
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ECONIS (ZBW)
97
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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
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
3
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:
4
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
5
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
6
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
7
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
8
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
9
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
10
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
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