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~accessRights:"free"
~isPartOf:"Economics, management and financial markets"
~isPartOf:"Iranian economic review : journal of University of Tehran"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Zeitreihenanalyse
Volatility
32
Volatilität
32
ARCH model
14
ARCH-Modell
14
Exchange rate
13
Wechselkurs
13
Estimation
12
Schätzung
12
Oil price
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Cointegration
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Kointegration
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Time series analysis
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Iran
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Kapitaleinkommen
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Kaufkraftparität
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Purchasing power parity
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Theorie
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Theory
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Exchange Rate Volatility
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Spillover effect
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Welt
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English
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Abounoori, Esmaiel
1
Araghi, Mansour Khalili
1
Emec, Hamdi
1
Farhadi, Aghigh
1
Gassie-Falzone, Esmeralda
1
Ghaffari, Farhad
1
Ghazani, Majid Mirzaee
1
Gulay, Emrah
1
Gupta, Mohini
1
Gupta, Rangan
1
Inglesi-Lotz, Roula
1
Morales, Lucia
1
Peretti, Vittorio
1
Varshney, Sakshi
1
Zabol, Mohammad Amin
1
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Economics, management and financial markets
Iranian economic review : journal of University of Tehran
Journal of risk and financial management : JRFM
23
Econometrics : open access journal
14
International Journal of Energy Economics and Policy : IJEEP
12
CBN journal of applied statistics
10
International journal of economics and financial issues : IJEFI
10
Risks : open access journal
10
Quantitative finance and economics
7
Cogent economics & finance
6
International Journal of Financial Studies : open access journal
5
Quantitative finance
5
Romanian journal of economic forecasting
5
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
4
Financial innovation : FIN
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative economics : QE ; journal of the Econometric Society
4
Revista Brasileira de Finanças : RBFin
4
Central European journal of economic modelling and econometrics
3
Economies : open access journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of economic perspectives : IJEP
3
Statistics in transition : an international journal of the Polish Statistical Association
3
Cambridge working papers in economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
European financial and accounting journal : EFAJ
2
Future Business Journal
2
International journal of sustainable economies management : IJSEM ; an official publication of the Information Resources Management Association
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of business economics and management
2
SERIEs : Journal of the Spanish Economic Association
2
Southeast Asian journal of economics
2
Academic journal of economic studies
1
Analele Universităţii Dunărea de Jos Galaţi / 1
1
Análisis económico
1
Asian Academy of Management journal
1
BNR economic review
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Business and Economic Research : BER
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Cambridge-INET working papers
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China finance and economic review : CFER
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ECONIS (ZBW)
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1
Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Gupta, Mohini
;
Varshney, Sakshi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
4
,
pp. 853-875
Persistent link: https://www.econbiz.de/10013531083
Saved in:
2
Modeling gold volatility : realized GARCH approach
Abounoori, Esmaiel
;
Zabol, Mohammad Amin
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
1
,
pp. 299-311
Persistent link: https://www.econbiz.de/10012153501
Saved in:
3
The stock returns volatility based on the GARCH (1,1) model : the superiority of the truncated standard normal distribution in forecasting volatility
Gulay, Emrah
;
Emec, Hamdi
- In:
Iranian economic review : journal of University of Tehran
23
(
2019
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10012152550
Saved in:
4
Investigation of the relations between crude oil prices and real effective exchange rate (REER) in Iran using phase-angle analysis
Ghaffari, Farhad
;
Farhadi, Aghigh
- In:
Iranian economic review : journal of University of Tehran
20
(
2016
)
1
,
pp. 93-109
Persistent link: https://www.econbiz.de/10011581483
Saved in:
5
Abrupt changes in volatility : evidence from TEPIX Index in Tehran stock exchange
Araghi, Mansour Khalili
;
Ghazani, Majid Mirzaee
- In:
Iranian economic review : journal of University of Tehran
19
(
2015
)
3
,
pp. 377-393
Persistent link: https://www.econbiz.de/10011456700
Saved in:
6
Structural breaks and financial volatility : lessons from the BRIC countries
Morales, Lucia
;
Gassie-Falzone, Esmeralda
- In:
Economics, management and financial markets
9
(
2014
)
4
,
pp. 67-91
Persistent link: https://www.econbiz.de/10011544269
Saved in:
7
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
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