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Volatility
246
Volatilität
246
Theorie
98
Theory
98
Estimation
63
Schätzung
63
Arbeitsmobilität
55
Labour mobility
55
ARCH model
52
ARCH-Modell
52
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43
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43
Capital income
37
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37
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35
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Welt
30
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29
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27
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27
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27
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27
Stochastischer Prozess
27
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27
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25
Risiko
25
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Schock
25
Schätztheorie
25
Shock
25
Forecasting model
22
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22
Virtual currency
18
Virtuelle Währung
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English
302
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Gupta, Rangan
5
Shin, Dong-wan
4
Spagnolo, Nicola
4
Demirer, Rıza
3
Grobys, Klaus
3
Hwang, Eunju
3
Liu, Jin-tan
3
Tsou, Meng-wen
3
Yin, Libo
3
Ardia, David
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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2
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2
Hoogerheide, Lennart F.
2
Kapetanios, George
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2
Lucey, Brian M.
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Offick, Sven
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Sola, Martin
2
Solakoğlu, Mehmet Nihat
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Economics letters
NBER working paper series
689
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
323
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
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CESifo Working Paper Series
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ECONIS (ZBW)
302
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101
Testing change in
volatility
using panel data
Shi, Yutang
- In:
Economics letters
134
(
2015
),
pp. 107-110
Persistent link: https://www.econbiz.de/10011432347
Saved in:
102
Are
volatility
spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
Saved in:
103
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
104
Short-run momentum, long-run mean reversion and excess
volatility
: an elementary housing model
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Economics letters
176
(
2019
),
pp. 43-46
Persistent link: https://www.econbiz.de/10012121226
Saved in:
105
Migration and online job search : a gravity model approach
Mamertino, Mariano
;
Sinclair, Tara M.
- In:
Economics letters
181
(
2019
),
pp. 51-53
Persistent link: https://www.econbiz.de/10012121856
Saved in:
106
Market quality and dark trading in the post MiFID II era : what have we learned so far?
Anagnostidis, Panagiotis
;
Papachristou, George
; …
- In:
Economics letters
184
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304730
Saved in:
107
Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme
;
Shaw, Philip
- In:
Economics letters
125
(
2014
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10010504778
Saved in:
108
When R 2 meets the short-sales constraints
Cai, Jinghan
;
Xia, Le
- In:
Economics letters
125
(
2014
)
3
,
pp. 336-339
Persistent link: https://www.econbiz.de/10010506091
Saved in:
109
Volatility
equicorrelation : a cross-market perspective
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economics letters
122
(
2014
)
2
,
pp. 289-295
Persistent link: https://www.econbiz.de/10010395117
Saved in:
110
Periodically collapsing Evans bubbles and stock-price
volatility
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Economics letters
123
(
2014
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10010401222
Saved in:
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