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~isPartOf:"Applied financial economics"
~isPartOf:"Research in international business and finance"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Volatility
518
Volatilität
518
Capital income
155
Kapitaleinkommen
155
ARCH model
151
ARCH-Modell
151
Börsenkurs
150
Share price
150
Aktienmarkt
145
Stock market
145
Estimation
143
Schätzung
143
Welt
67
World
67
Spillover effect
65
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USA
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62
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Theorie
54
Theory
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47
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Emerging economies
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Oil price
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Ölpreis
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English
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Degiannakis, Stavros
4
McMillan, David G.
3
Gupta, Rangan
2
Reeves, Jonathan J.
2
Xie, Xuan
2
Agarwal, Vineet
1
Akgül, Işıl
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Asai, Manabu
1
Balcilar, Mehmet
1
Bergsli, Lykke Øverland
1
Bouri, Elie
1
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1
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1
Chaker, Selma
1
Chandorkar, Pankaj
1
Chi, Xie
1
Chuang, I.-yuan
1
Corredor, Pilar
1
Daglis, Theodoros
1
Darby, Julia
1
Davis, Nicole
1
Dettling, Marcel
1
Ding, Jie
1
Dunis, Christian
1
Duqi, Andi
1
Duy Duong
1
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1
Ewing, Bradley T.
1
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1
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1
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Garg, S.
1
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Applied financial economics
Research in international business and finance
International journal of forecasting
123
Journal of forecasting
114
Energy economics
111
Finance research letters
109
International review of financial analysis
73
International review of economics & finance : IREF
60
Economic modelling
58
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Applied economics
51
Journal of econometrics
49
Journal of banking & finance
48
The journal of futures markets
34
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
31
International journal of finance & economics : IJFE
28
The European journal of finance
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Journal of financial economics
21
Computational economics
19
Journal of applied econometrics
19
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance and trade : EMFT
16
Financial innovation : FIN
16
Econometric reviews
15
Journal of economic dynamics & control
15
Journal of international money and finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Journal of risk
13
Econometrics : open access journal
12
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ECONIS (ZBW)
47
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41
Volatility and risk estimation with linear and nonlinear methods based on high frequency data
Dettling, Marcel
;
Bühlmann, Peter
- In:
Applied financial economics
14
(
2004
)
10
,
pp. 717-729
Persistent link: https://www.econbiz.de/10002111044
Saved in:
42
Volatility forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10002438260
Saved in:
43
Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole
;
Kutan, Ali Mustafa
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Saved in:
44
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 813-826
Persistent link: https://www.econbiz.de/10001711937
Saved in:
45
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
Saved in:
46
Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui
;
Lam, Kin
;
Li, Wai Keung
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
Saved in:
47
Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.
;
Tsou, Glenn Yu-Gen
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
Saved in:
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