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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Forecasting model
Portfolio selection
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Volatility
925
Volatilität
922
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298
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298
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282
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282
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267
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Bollerslev, Tim
6
Ma, Feng
6
Patton, Andrew J.
6
Wang, Yudong
5
Zhang, Yaojie
5
Ghysels, Eric
4
Todorova, Neda
4
Andersen, Torben
3
Cross, Jamie
3
Fan, Jianqing
3
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3
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3
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3
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3
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3
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2
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2
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2
Li, Bin
2
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2
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2
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2
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2
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Economic modelling
Journal of econometrics
Journal of empirical finance
Finance research letters
222
Energy economics
202
International review of financial analysis
135
International journal of forecasting
125
International review of economics & finance : IREF
118
Journal of forecasting
115
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of banking & finance
92
Applied economics
91
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61
Applied economics letters
59
Research in international business and finance
57
Journal of international financial markets, institutions & money
55
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52
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51
Pacific-Basin finance journal
51
Economics letters
50
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49
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47
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42
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40
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40
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39
Journal of economic dynamics & control
38
Risks : open access journal
36
Journal of international money and finance
35
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33
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
The review of financial studies
30
Computational economics
28
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27
Financial innovation : FIN
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
International journal of theoretical and applied finance
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ECONIS (ZBW)
253
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
3
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
10
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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