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~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"Time series analysis"
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Search: subject:"Volatilität"
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Time series analysis
Volatility
265
Volatilität
265
Capital income
78
Kapitaleinkommen
78
Estimation
75
Schätzung
75
Börsenkurs
64
Share price
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Zeitreihenanalyse
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Spillover effect
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Spillover-Effekt
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12
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Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Cellini, Roberto
1
Clements, Adam
1
Collet, Jérôme
1
Cuccia, Tiziana
1
Dufrénot, Gilles
1
Garg, S.
1
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1
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1
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1
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1
Reeves, Jonathan J.
1
Sayyan, Hülya
1
Tseng, Tseng-chan
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Vipul
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1
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Applied financial economics
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
60
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
44
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of financial analysis
29
International review of economics & finance : IREF
28
Journal of financial econometrics
27
Quantitative finance
26
CREATES research paper
25
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
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Research in international business and finance
21
Journal of economic dynamics & control
17
SFB 649 discussion paper
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CAMA working paper series
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Applied economics letters
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CESifo working papers
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Econometrics : open access journal
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Economics working paper
14
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
14
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
3
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
4
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
5
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
6
The impact of overnight returns on realized volatility
Tseng, Tseng-chan
;
Lai, Hung-Cheng
;
Lin, Cha-fei
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 357-364
Persistent link: https://www.econbiz.de/10009581349
Saved in:
7
Behaviour of stock markets' memories
Mohammadi, Shapour
;
Pouyanfar, Ahmad
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
Saved in:
8
Recovering the moments of information flow and the normality of asset returns
Murphy, Anthony
;
Izzeldin, Marwan
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 761-769
Persistent link: https://www.econbiz.de/10009009840
Saved in:
9
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Saved in:
10
Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
Saved in:
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