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~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~language:"spa"
~subject:"ARCH-Modell"
~subject:"Arbeitsmarkt"
~subject:"Risiko"
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ARCH-Modell
Arbeitsmarkt
Risiko
Volatility
157
Volatilität
157
Theorie
59
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59
Börsenkurs
47
Capital income
47
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47
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47
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46
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46
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40
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McMillan, David G.
3
Catania, Leopoldo
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1
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1
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1
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The European journal of finance
Energy economics
265
Finance research letters
213
International review of financial analysis
152
Applied economics
141
Economic modelling
140
The North American journal of economics and finance : a journal of financial economics studies
137
International review of economics & finance : IREF
130
Journal of empirical finance
111
Research in international business and finance
109
Discussion paper series / IZA
101
Journal of international financial markets, institutions & money
89
Working paper
87
Economics letters
82
Journal of risk and financial management : JRFM
82
Applied economics letters
80
Journal of banking & finance
77
NBER working paper series
74
Journal of econometrics
72
Applied financial economics
68
Discussion paper / Tinbergen Institute
67
International journal of forecasting
64
CESifo working papers
62
NBER Working Paper
61
Journal of forecasting
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Working paper / National Bureau of Economic Research, Inc.
57
International journal of finance & economics : IJFE
54
International Journal of Energy Economics and Policy : IJEEP
51
Pacific-Basin finance journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
IZA Discussion Paper
48
The journal of futures markets
48
Discussion paper / Centre for Economic Policy Research
45
Econometric Institute research papers
43
Journal of international money and finance
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Cogent economics & finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of financial economics
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ECONIS (ZBW)
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1
A new channel for global
volatility
propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
4
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
5
Ripples on financial networks
Kumar, Sudarshan
;
Bansal, Avijit
;
Chakrabarti, Anindya S.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1302-1323
Persistent link: https://www.econbiz.de/10013532199
Saved in:
6
A reality check on the GARCH-MIDAS
volatility
models
Virk, Nader Shahzad
;
Javed, Farrukh
;
Awartani, Basel
; …
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
Saved in:
7
Improving financial
volatility
nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
8
Density forecasts and the leverage effect : evidence from observation and parameter-driven
volatility
models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
9
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Saved in:
10
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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