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~isPartOf:"The European journal of finance"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"United States"
~subject:"Welt"
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Kapitaleinkommen
Oil price
Portfolio-Management
Theorie
United States
Welt
ARCH model
74
ARCH-Modell
74
Volatility
40
Volatilität
40
Theory
31
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27
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49
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Catania, Leopoldo
2
Loperfido, Nicola
2
Aas, Kjersti
1
Adcock, C. J.
1
Aktas, Nihat
1
Algaba, Andres
1
Ammann, Manuel
1
Areal, Nelson
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1
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1
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1
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Figueiredo, Antonio
1
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The European journal of finance
Energy economics
201
Finance research letters
123
Journal of empirical finance
101
Applied economics
98
International review of financial analysis
97
Economic modelling
96
International review of economics & finance : IREF
83
The North American journal of economics and finance : a journal of financial economics studies
81
Research in international business and finance
77
Journal of econometrics
75
Journal of banking & finance
73
International journal of forecasting
71
Journal of international financial markets, institutions & money
71
Economics letters
60
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56
Journal of risk and financial management : JRFM
51
Applied economics letters
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Discussion paper / Tinbergen Institute
48
The journal of futures markets
48
International Journal of Energy Economics and Policy : IJEEP
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Applied financial economics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometric Institute research papers
38
Econometric theory
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Econometric reviews
33
International journal of finance & economics : IJFE
32
Journal of applied econometrics
31
Journal of international money and finance
28
Quantitative finance
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Review of quantitative finance and accounting
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25
International journal of economics and finance
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ECONIS (ZBW)
49
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49
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1
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:
2
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
3
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:
4
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:
5
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
6
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
7
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
8
Dynamics among global asset portfolios
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
Saved in:
9
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:
10
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
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