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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of population economics"
~isPartOf:"The journal of futures markets"
~subject:"USA"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Volatilität
Estimation
643
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643
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145
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127
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109
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82
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Article in journal
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Ma, Feng
4
Wang, George H. K.
4
Cheung, Yin-Wong
3
Gupta, Rangan
3
Sarno, Lucio
3
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
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1
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1
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1
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International journal of finance & economics : IJFE
Journal of population economics
The journal of futures markets
Applied economics
367
Applied economics letters
207
Energy economics
186
The review of economics and statistics
173
Economic modelling
169
Finance research letters
156
Applied financial economics
155
International review of economics & finance : IREF
154
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
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144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
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135
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131
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127
Economics letters
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96
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Research in international business and finance
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American economic journal : a journal of the American Economic Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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69
Journal of macroeconomics
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Southern economic journal
66
International journal of forecasting
63
Review of quantitative finance and accounting
63
Journal of labor economics
61
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
226
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226
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1
Returns to scale, spillovers and persistence : a network perspective of U.S. bank size
Glass, Anthony
;
Kenjegalieva, Karligash
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2049-2076
Persistent link: https://www.econbiz.de/10014533395
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
5
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
6
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
7
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
8
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
9
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
10
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
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