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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Volatilität"
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Search: subject_exact:"Time series analysis"
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Time series analysis
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Aßmann, Christian
1
Boysen-Hogrefe, Jens
1
Chen, Wang
1
Chin, Wen Cheong
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Ciarreta, Aitor
1
Cross, Jamie
1
Ferreira, Paulo
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
60
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
44
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
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33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of financial analysis
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International review of economics & finance : IREF
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Quantitative finance
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CREATES research paper
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Working paper
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Research in international business and finance
21
SFB 649 discussion paper
18
Journal of economic dynamics & control
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CAMA working paper series
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Applied economics letters
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CESifo working papers
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Econometrics : open access journal
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14
Economics working paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
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Econometric theory
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International Journal of Energy Economics and Policy : IJEEP
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Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
2
Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
Saved in:
3
On the contribution of international shocks in Australian business cycle fluctuations
Cross, Jamie
;
Poon, Aubrey
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2613-2637
Persistent link: https://www.econbiz.de/10012491245
Saved in:
4
Medium-term macroeconomic volatility and economic development : a new technique
Tang, Sam Hak Kan
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1231-1249
Persistent link: https://www.econbiz.de/10012052184
Saved in:
5
S&P500 volatility analysis using high-frequency multipower variation volatility proxies
Chin, Wen Cheong
;
Lee, Min Cherng
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 1297-1318
Persistent link: https://www.econbiz.de/10011949524
Saved in:
6
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
7
Mixture periodic GARCH models : theory and applications
Hamdi, Fayçal
;
Souam, Saïd
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1925-1956
Persistent link: https://www.econbiz.de/10011950345
Saved in:
8
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Saved in:
9
Asset allocation under higher moments with the GARCH filter
Kinoshita, Ryo
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10011325723
Saved in:
10
The decline in German output volatility : a Bayesian analysis
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Liesenfeld, Roman
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10003900979
Saved in:
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