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type_genre:"Aufsatz in Zeitschriften"
type_genre:"Bibliography included"
~person:"Prokopczuk, Marcel"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Gutachten"
~type_genre:"Hochschulschrift"
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Prognoseverfahren
Volatilität
Estimation
17
Schätzung
17
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10
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8
Kapitaleinkommen
8
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7
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6
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6
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6
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Aufsatz in Zeitschriften
Bibliography included
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Gutachten
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Aufsatz in Zeitschrift
8
Graue Literatur
7
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7
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4
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Prokopczuk, Marcel
Gupta, Rangan
93
Pierdzioch, Christian
39
Ma, Feng
35
Bahmani-Oskooee, Mohsen
33
McMillan, David G.
33
Wohar, Mark E.
30
Zaremba, Adam
29
Balcilar, Mehmet
28
Bouri, Elie
26
Narayan, Paresh Kumar
26
Todorov, Viktor
26
Wang, Yudong
26
Zhang, Yaojie
25
McAleer, Michael
24
Xuan Vinh Vo
24
Bollerslev, Tim
23
Kumar, Dilip
21
Mensi, Walid
19
Salisu, Afees A.
18
Caporale, Guglielmo Maria
17
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Herwartz, Helmut
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Andersen, Torben
14
Brooks, Robert
14
Caporin, Massimiliano
14
Li, Jia
14
Moosa, Imad A.
14
Yoon, Seong-min
14
Zhu, Huiming
14
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
Demirer, Rıza
13
Lee, Chien-chiang
13
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Gottfried Wilhelm Leibniz Universität Hannover
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Journal of banking & finance
4
Energy economics
1
Journal of commodity markets
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Journal of international money and finance
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ECONIS (ZBW)
11
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1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Predictability in commodity markets : evidence from more than a century
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Tharann, Björn
; …
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392396
Saved in:
4
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
5
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
6
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
7
Estimating beta : forecast adjustments and the impact of stock characteristics for a broad cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of financial markets
44
(
2019
),
pp. 91-118
Persistent link: https://www.econbiz.de/10012317421
Saved in:
8
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
9
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
10
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
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