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~isPartOf:"Journal of economic dynamics & control"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~type:"article"
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Search: subject:"Volatilität"
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Forecasting model
Portfolio selection
Volatility
147
Volatilität
147
Theorie
70
Theory
70
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
30
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30
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24
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24
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22
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22
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22
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20
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31
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Branger, Nicole
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
Chauvet, Marcelle
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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Journal of economic dynamics & control
Finance research letters
145
Energy economics
140
International journal of forecasting
125
Journal of forecasting
114
International review of financial analysis
100
International review of economics & finance : IREF
84
Journal of banking & finance
80
The North American journal of economics and finance : a journal of financial economics studies
77
Journal of empirical finance
75
Economic modelling
74
Applied economics
65
Journal of econometrics
61
Quantitative finance
45
Journal of financial economics
44
Journal of international financial markets, institutions & money
41
Journal of risk and financial management : JRFM
41
Applied economics letters
40
The European journal of finance
38
International journal of finance & economics : IJFE
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
The journal of futures markets
35
Applied financial economics
33
Pacific-Basin finance journal
33
Research in international business and finance
31
Journal of financial econometrics
30
Economics letters
28
Risks : open access journal
27
The journal of asset management
26
Computational economics
25
European journal of operational research : EJOR
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk
21
Financial innovation : FIN
20
Journal of applied econometrics
20
Journal of international money and finance
20
Econometric reviews
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
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1
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
2
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
3
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
4
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
5
International stock comovements with endogenous clusters
Coroneo, Laura
;
Jackson, Laura
;
Owyang, Michael T.
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
Saved in:
6
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
7
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
8
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
9
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
10
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
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