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Volatilität
7,705
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7,077
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2,484
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2,263
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1,862
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1,686
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443
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McAleer, Michael
192
Caporale, Guglielmo Maria
104
Chang, Chia-Lin
74
Gupta, Rangan
67
Diebold, Francis X.
57
Spagnolo, Nicola
57
Koopman, Siem Jan
52
Pierdzioch, Christian
49
Andersen, Torben
48
Bollerslev, Tim
48
Härdle, Wolfgang
44
Hautsch, Nikolaus
42
Aizenman, Joshua
41
Lux, Thomas
40
Asai, Manabu
33
Buch, Claudia M.
32
Fernández-Villaverde, Jesús
31
Dijk, Dick van
30
Hafner, Christian M.
30
Mumtaz, Haroon
29
Allen, David E.
28
Caballero, Ricardo J.
28
Chiarella, Carl
28
Clark, Todd E.
28
Kočenda, Evžen
28
Marcellino, Massimiliano
28
Bos, Charles S.
27
Clements, Adam
27
Bekaert, Geert
25
Belke, Ansgar
25
Döpke, Jörg
25
Lucas, André
25
Medeiros, Marcelo C.
25
Rodriguez, Gabriel
25
Caporin, Massimiliano
24
Christensen, Bent Jesper
24
Christoffersen, Peter F.
24
Gil-Alaña, Luis A.
24
Pesaran, M. Hashem
24
Carriero, Andrea
23
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28
National Bureau of Economic Research
18
Centre for Analytical Finance <Århus>
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Institut für Weltwirtschaft
10
Internationaler Währungsfonds / Research Department
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Instituto Valenciano de Investigaciones Económicas
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Massachusetts Institute of Technology / Department of Economics
5
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Econometrisch Instituut <Rotterdam>
4
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Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
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4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
Brown University / Department of Economics
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3
Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
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3
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468
Working paper
246
Discussion paper / Centre for Economic Policy Research
244
Discussion paper / Tinbergen Institute
199
CESifo working papers
173
IMF working papers
147
Research paper series / Swiss Finance Institute
118
CREATES research paper
101
Finance and economics discussion series
88
Econometric Institute research papers
87
IMF working paper
81
Swiss Finance Institute Research Paper
78
Working papers
77
Discussion papers / CEPR
75
Working paper series / European Central Bank
75
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66
SFB 649 discussion paper
64
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Discussion paper
58
Policy research working paper : WPS
58
International finance discussion papers
57
Department of Economics working paper series
56
CFS working paper series
51
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50
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47
Economics and finance working paper series
46
Staff reports / Federal Reserve Bank of New York
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Tinbergen Institute Discussion Paper
45
CESifo Working Paper
43
Kiel working paper
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
SFB 649 Discussion Paper
39
CAMA working paper series
34
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34
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34
Staff working paper / Bank of Canada
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Working papers / Bank of England
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Working paper / Department of Econometrics and Business Statistics, Monash University
32
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ECONIS (ZBW)
7,109
EconStor
643
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1
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús
;
Yu, Yang
;
Zanetti, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014565108
Saved in:
2
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014566344
Saved in:
3
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
4
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
5
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
6
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
8
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
9
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
10
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
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