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~isPartOf:"Economic modelling"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Börsenkurs
Oil price
Option pricing theory
Schätzung
Volatility
341
Volatilität
339
Estimation
116
ARCH model
108
ARCH-Modell
108
Share price
93
Theorie
77
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77
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Ma, Feng
5
Kumar, Dilip
4
Todorova, Neda
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Zhang, Yaojie
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Balcilar, Mehmet
3
Gupta, Rangan
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Li, Bin
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Maheswaran, S.
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Pal, Debdatta
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Salisu, Afees A.
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Economic modelling
Energy economics
447
Finance research letters
346
International review of financial analysis
235
The North American journal of economics and finance : a journal of financial economics studies
224
International review of economics & finance : IREF
223
Journal of banking & finance
216
Applied economics
210
NBER working paper series
190
The journal of futures markets
183
Working paper / National Bureau of Economic Research, Inc.
177
International journal of theoretical and applied finance
173
Journal of econometrics
153
Quantitative finance
151
Journal of empirical finance
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Applied economics letters
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NBER Working Paper
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International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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Journal of international financial markets, institutions & money
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Applied financial economics
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Journal of risk and financial management : JRFM
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Economics letters
100
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
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CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
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Applied mathematical finance
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Journal of economic dynamics & control
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Research paper series / Swiss Finance Institute
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Review of quantitative finance and accounting
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ECONIS (ZBW)
203
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Oil price fluctuations and their impact on oil-exporting emerging economies
Agboola, Emmanuel
;
Chowdhury, Rosen Azad
;
Yang, Bo
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547984
Saved in:
3
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
4
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:
5
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:
6
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
7
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
8
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
9
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
10
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
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