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~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Financial market"
~subject:"Stock market"
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Search: subject:"Volatilität"
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ARCH model
Business cycle
Financial market
Stock market
Volatility
264
Volatilität
264
Capital income
104
Kapitaleinkommen
104
ARCH-Modell
93
Börsenkurs
89
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89
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Frijns, Bart
3
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3
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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
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2
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2
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2
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1
Amado, Cristina
1
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1
Aragó Manzana, Vicent
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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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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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Energy economics
303
Finance research letters
293
International review of financial analysis
203
The North American journal of economics and finance : a journal of financial economics studies
181
Economic modelling
176
Applied economics
173
International review of economics & finance : IREF
171
Research in international business and finance
157
Working paper / National Bureau of Economic Research, Inc.
143
NBER working paper series
142
Journal of international financial markets, institutions & money
126
NBER Working Paper
116
Applied financial economics
113
Applied economics letters
109
Journal of risk and financial management : JRFM
106
Economics letters
101
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101
Journal of econometrics
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Pacific-Basin finance journal
86
Working paper
85
International journal of finance & economics : IJFE
80
International Journal of Energy Economics and Policy : IJEEP
76
International journal of forecasting
76
Discussion paper / Centre for Economic Policy Research
74
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
70
Journal of forecasting
69
Discussion paper / Tinbergen Institute
68
The European journal of finance
68
Journal of international money and finance
66
CESifo working papers
64
International journal of economics and finance
63
The journal of futures markets
60
Global finance journal
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
55
International journal of economics and financial issues : IJEFI
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Cogent economics & finance
49
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ECONIS (ZBW)
135
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
3
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
4
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
5
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
6
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
7
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
8
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
9
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
10
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
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