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~subject:"Korrelation"
~subject:"Volatility"
~subject:"long memory"
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Korrelation
Volatility
long memory
Volatilität
901
Kapitaleinkommen
513
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510
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497
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489
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485
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413
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102
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100
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100
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99
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95
forecasting
90
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88
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86
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79
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77
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Gupta, Rangan
48
Ma, Feng
36
Pierdzioch, Christian
29
McAleer, Michael
23
Asai, Manabu
16
Bollerslev, Tim
15
Degiannakis, Stavros
15
Bonato, Matteo
14
Zhang, Yaojie
14
Gillas, Konstantinos Gkillas
12
Medeiros, Marcelo C.
12
Barunik, Jozef
11
Caporin, Massimiliano
11
Liang, Chao
11
Wu, Xinyu
11
Storti, Giuseppe
10
Bauwens, Luc
9
Demirer, Rıza
9
Gallo, Giampiero M.
9
Gribisch, Bastian
9
Huang, Zhuo
9
Patton, Andrew J.
9
Wei, Yu
9
Audrino, Francesco
8
Bouri, Elie
8
Chang, Chia-Lin
8
Clements, Adam
8
Lucas, André
8
Lyócsa, Štefan
8
Nonejad, Nima
8
Opschoor, Anne
8
Otranto, Edoardo
8
Qiao, Gaoxiu
8
Wang, Jiqian
8
Diebold, Francis X.
7
Filis, George
7
Hounyo, Ulrich
7
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7
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7
Luo, Jiawen
7
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School of Economics and Management, University of Aarhus
5
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3
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2
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2
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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
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1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
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1
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HAL
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1
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1
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1
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1
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Finance research letters
46
International journal of forecasting
36
Journal of econometrics
34
Energy economics
28
International review of economics & finance : IREF
28
Journal of forecasting
27
Economic modelling
25
Journal of financial econometrics
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of banking & finance
22
Journal of empirical finance
22
International review of financial analysis
21
Discussion paper / Tinbergen Institute
18
Applied economics letters
17
Journal of risk and financial management : JRFM
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Applied economics
15
Department of Economics working paper series
13
Econometric reviews
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
International journal of finance & economics : IJFE
11
Research in international business and finance
9
Econometrics : open access journal
8
Financial innovation : FIN
8
IES working paper
8
Pacific-Basin finance journal
8
The journal of futures markets
8
Finmap working paper
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
Journal of risk
7
Computational economics
6
Emerging markets, finance and trade : EMFT
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Global finance journal
6
International journal of theoretical and applied finance
6
Journal of financial economics
6
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ECONIS (ZBW)
926
RePEc
38
EconStor
16
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91
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980
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91
Doubly multiplicative error models with long- and short-run components
Amendola, Adalgiso
;
Candila, V.
;
Cipollini, F.
;
Gallo, …
- In:
Socio-economic planning sciences : the international …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014528556
Saved in:
92
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
93
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
94
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
95
Scenario generation for financial data with a machine learning approach based on
realized
volatility and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
Saved in:
96
On forecasting
realized
volatility for bitcoin based on deep learning PSO-GRU model
Tang, Xiaolong
;
Song, Yuping
;
Jiao, Xingrui
;
Sun, Yankun
- In:
Computational economics
63
(
2024
)
5
,
pp. 2011-2033
Persistent link: https://www.econbiz.de/10014550858
Saved in:
97
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
98
Stabilizing global foreign exchange markets in the time of COVID-19 : the role of vaccinations
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Li, Xiao-Ming
- In:
Global finance journal
59
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014545145
Saved in:
99
Forecasting international stock market variances
Bekaert, Geert
;
Xu, Nancy
;
Ye, Tiange
-
2024
Persistent link: https://www.econbiz.de/10014536734
Saved in:
100
Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
Saved in:
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