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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
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Volatilität
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4,235
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2,020
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1,479
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Ma, Feng
8
Jawadi, Fredj
6
Tiwari, Aviral Kumar
6
Zhang, Yaojie
6
Gupta, Rangan
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
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4
Hammoudeh, Shawkat
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4
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4
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4
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3
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Ftiti, Zied
3
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3
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Hernandez, Jose Arreola
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Huang, Alex
3
Liang, Chao
3
Louhichi, Waël
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Ma, Jun
3
McAleer, Michael
3
Muzzioli, Silvia
3
Nguyen, Duc Khuong
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3
Abakah, Emmanuel Joel Aikins
2
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2
Allen, David E.
2
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2
Balcilar, Mehmet
2
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Applied economics
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Journal of economic behavior & organization : JEBO
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International review of financial analysis
419
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374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
253
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International journal of theoretical and applied finance
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239
Journal of international money and finance
230
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197
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169
International Journal of Energy Economics and Policy : IJEEP
166
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155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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International journal of finance & economics : IJFE
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International journal of forecasting
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The review of financial studies
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Applied mathematical finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
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International journal of economics and financial issues : IJEFI
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial and quantitative analysis : JFQA
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541
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1
Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Applied economics
56
(
2024
)
37
,
pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
4
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
5
The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Shaik, Muneer
;
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics
56
(
2024
)
8
,
pp. 880-900
Persistent link: https://www.econbiz.de/10014446216
Saved in:
6
Exploration of industrial risk contagion characteristics and mechanism under geopolitical events : evidence from China
Li, Yong
;
Niu, Tong
;
Wang, Xingyi
- In:
Applied economics
56
(
2024
)
30
,
pp. 3582-3599
Persistent link: https://www.econbiz.de/10014528599
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
8
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
9
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
10
Impact of policy uncertainty on gold price in India : evidence from multi commodity exchange (MCX) India and World Gold Council prices
Shaikh, Imlak
;
Vallabh, Priyanka
- In:
Applied economics
56
(
2024
)
32
,
pp. 3837-3855
Persistent link: https://www.econbiz.de/10014529076
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