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~isPartOf:"Applied economics letters"
~subject:"International financial market"
~subject:"Theorie"
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International financial market
Theorie
Aktienindex
44
Stock index
44
Volatility
17
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17
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14
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Grobys, Klaus
2
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1
Asai, Manabu
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Assimakopoulos, V.
1
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Applied economics letters
Applied financial economics
17
Journal of banking & finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk and financial management : JRFM
12
Journal of empirical finance
11
International review of financial analysis
9
Journal of forecasting
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The European journal of finance
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Applied economics
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Economic modelling
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International journal of forecasting
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Economics letters
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SFB 649 discussion paper
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SpringerLink / Bücher
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Econometric reviews
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
14
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1
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
2
Is market index autocorrelation attributable to price latency? : evidence from CSI500
Li, Meng
;
Qiao, Lixin
;
Sun, Fangfang
- In:
Applied economics letters
29
(
2022
)
5
,
pp. 427-430
Persistent link: https://www.econbiz.de/10012873302
Saved in:
3
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
4
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
5
Idiosyncratic volatility and global equity markets
Grobys, Klaus
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
Saved in:
6
Multi-scale tracking dynamics and optimal index replication
Li, Qian
;
Bao, Liang
;
Zhang, Q. L.
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 252-256
Persistent link: https://www.econbiz.de/10010413873
Saved in:
7
Momentum, sovereign credit ratings and global equity markets
Grobys, Klaus
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1288-1292
Persistent link: https://www.econbiz.de/10010467472
Saved in:
8
Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
Saved in:
9
Index funds should be expected to underperform the index
Hanke, Michael
;
Schredelseker, Klaus
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 991-994
Persistent link: https://www.econbiz.de/10008698460
Saved in:
10
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
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