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~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Economics / Journal articles : the open-access, open-assessment journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of financial analysis"
~person:"Beverly, Josh"
~person:"Bierbaumer, Daniel"
~person:"Cho, Dooyeon"
~person:"McMillan, David G."
~subject:"1990-2007"
~subject:"Equity fund flows"
~subject:"Exchange rate"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~type:"article"
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1990-2007
Equity fund flows
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Prognoseverfahren
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Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
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3
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3
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Beverly, Josh
Bierbaumer, Daniel
Cho, Dooyeon
McMillan, David G.
Ma, Feng
10
Li, Yan
5
Degiannakis, Stavros
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
An, Haizhong
3
Ciner, Cetin
3
Filis, George
3
Floros, Christos
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
Han, Liyan
3
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3
Kim, Suk-Joong
3
Lau, Chi Keung
3
Liang, Chao
3
Lin, Boqiang
3
Lu, Xinjie
3
Nonejad, Nima
3
Wang, Shixuan
3
Wang, Ze
3
Wei, Yu
3
Xiong, Xiong
3
Yin, Libo
3
Zhu, Huiming
3
Aloui, Chaker
2
Angelidis, Timotheos
2
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2
Assaf, Ata
2
Bekiros, Stelios
2
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2
Bouri, Elie
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Charteris, Ailie
2
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
Economics / Journal articles : the open-access, open-assessment journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of financial analysis
Applied financial economics
4
Journal of international financial markets, institutions & money
4
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3
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ECONIS (ZBW)
6
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1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
2
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
3
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
4
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
5
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
6
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
Saved in:
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