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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of financial analysis"
~isPartOf:"Pacific-Basin finance journal"
~person:"Andrada Félix, Julián"
~person:"Brooks, Robert"
~person:"Easton, Steve"
~person:"Nonejad, Nima"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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Realized volatility
Regressionsanalyse
Volatilität
Estimation
13
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13
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7
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5
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5
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5
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Andrada Félix, Julián
Brooks, Robert
Easton, Steve
Nonejad, Nima
Degiannakis, Stavros
3
Bouri, Elie
2
Chortareas, Georgios E.
2
Chuliá, Helena
2
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Floros, Christos
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of financial analysis
Pacific-Basin finance journal
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
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Applied financial economics
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Australian journal of management
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
Saved in:
2
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
3
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
4
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
5
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
6
State-varying illiquidity risk in sovereign bond spreads
Docherty, Paul
;
Easton, Steve
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 235-248
Persistent link: https://www.econbiz.de/10012033797
Saved in:
7
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
8
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
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