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~isPartOf:"Journal of empirical finance"
~subject:"Volatility"
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Volatility
Correlation
124
Korrelation
124
Estimation
66
Schätzung
66
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58
Theorie
55
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55
ARCH model
50
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Christiansen, Charlotte
3
Aslanidis, Nektarios
2
Bucci, Andrea
2
Conrad, Christian
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Liu, Li
2
Min, Hong-ghi
2
Molnár, Peter
2
Rossi, Eduardo
2
Wan, Jieqiu
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economic modelling
Journal of empirical finance
Energy economics
38
Finance research letters
36
International review of financial analysis
31
Applied economics
21
Research in international business and finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
19
International review of economics & finance : IREF
18
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of international financial markets, institutions & money
15
Economics letters
14
Journal of risk and financial management : JRFM
13
Journal of banking & finance
12
Journal of international money and finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Computational economics
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International journal of theoretical and applied finance
11
Econometric reviews
10
Journal of financial econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International journal of forecasting
9
The European journal of finance
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Quantitative finance
7
The journal of futures markets
7
Applied economics letters
6
Applied mathematical finance
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Econometrics : open access journal
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European journal of operational research : EJOR
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Global finance journal
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International Journal of Energy Economics and Policy : IJEEP
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International journal of finance & economics : IJFE
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Journal of financial markets
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Journal of forecasting
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
58
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1
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:
2
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
3
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
4
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
5
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
6
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
7
When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua
;
Zhang, Huiying
;
Ding, Zhihua
;
Lv, Tao
; …
- In:
Economic modelling
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
Saved in:
8
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
9
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
10
Does the asymmetric
dependence
volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
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