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~isPartOf:"Applied financial economics"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Capital income
Prognoseverfahren
Volatility
265
Volatilität
265
Kapitaleinkommen
78
Estimation
75
Schätzung
75
Börsenkurs
64
Share price
64
ARCH model
60
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60
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McMillan, David G.
5
Asai, Manabu
3
Ap Gwilym, Owain
2
Butler, Kirt Charles
2
Degiannakis, Stavros
2
Loudon, Geoffrey F.
2
Okada, Katsushi
2
Reeves, Jonathan J.
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Speight, Alan E. H.
2
Unite, Angelo A.
2
Xie, Xuan
2
Adam, Christopher M.
1
Akgül, Işıl
1
Aktas, Elvan
1
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1
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1
Ammann, Manuel
1
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1
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1
Antonakakis, Nikolaos
1
Ané, Thierry
1
Assaf, A.
1
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1
Bai, Ye
1
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1
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1
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Cao, B.
1
Cappuccio, Nunzio
1
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1
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1
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Applied financial economics
Finance research letters
195
Energy economics
177
International review of financial analysis
162
Journal of empirical finance
132
International review of economics & finance : IREF
131
Journal of banking & finance
130
International journal of forecasting
128
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of forecasting
118
Applied economics
114
Economic modelling
110
Journal of econometrics
103
Research in international business and finance
88
Journal of international financial markets, institutions & money
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Applied economics letters
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Journal of financial economics
84
Journal of risk and financial management : JRFM
75
Pacific-Basin finance journal
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
The European journal of finance
59
The journal of futures markets
57
Economics letters
54
International journal of finance & economics : IJFE
47
Journal of financial econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Journal of international money and finance
43
Quantitative finance
43
Journal of financial markets
38
Review of quantitative finance and accounting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Investment management and financial innovations
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
International Journal of Energy Economics and Policy : IJEEP
34
The journal of finance : the journal of the American Finance Association
32
Cogent economics & finance
31
Emerging markets, finance and trade : EMFT
31
The review of financial studies
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ECONIS (ZBW)
100
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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
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
3
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
4
The reverse volatility asymmetry in Chinese financial market
Wan, Die
;
Cheng, Ke
;
Yang, Xiaoguang
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1555-1575
Persistent link: https://www.econbiz.de/10010460962
Saved in:
5
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
6
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:
7
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.
;
Wu, Ji
;
Liu, Hong Tao
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
Saved in:
8
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
9
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
10
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
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