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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Goetzmann, William N."
~person:"Liang, Chao"
~person:"Sarno, Lucio"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Goetzmann, William N.
Liang, Chao
Sarno, Lucio
Gupta, Rangan
7
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
Energy economics
5
Finance research letters
5
Applied economics
4
International review of economics & finance : IREF
4
The journal of futures markets
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1
International journal of forecasting
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ECONIS (ZBW)
11
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1
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
2
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
3
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
4
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
5
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
6
Carry trades and global foreign exchange volatility
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
Saved in:
7
Tiebreaker : certification and multiple credit ratings
Bongaerts, Dion
;
Cremers, Martijn
;
Goetzmann, William N.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
1
,
pp. 113-152
Persistent link: https://www.econbiz.de/10009508036
Saved in:
8
Efficiency and the bear : short sales and markets around the world
Bris, Arturo
;
Goetzmann, William N.
;
Zhu, Ning N.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1029-1079
Persistent link: https://www.econbiz.de/10003475660
Saved in:
9
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates : the resolution of a conundrum
Taylor, Mark P.
;
Sarno, Lucio
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001904965
Saved in:
10
Adjustment costs and nonlinear dynamics in the demand for money : Italy, 1861 - 1991
Sarno, Lucio
- In:
International journal of finance & economics : IJFE
4
(
1999
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10001434326
Saved in:
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