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Volatility
384
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Gil-Alaña, Luis A.
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Moosa, Imad A.
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Bahmani-Oskooee, Mohsen
7
Ma, Feng
7
Tiwari, Aviral Kumar
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6
Balcilar, Mehmet
5
Bhaskara Rao, Buddhavarapu
5
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5
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5
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4
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4
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4
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3
Hajilee, Massomeh
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3
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3
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Applied economics
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1,009
Energy economics
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Economics letters
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725
Finance research letters
692
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
629
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608
Economic modelling
555
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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431
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425
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407
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372
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336
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321
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314
European journal of operational research : EJOR
305
Econometric reviews
298
Journal of international money and finance
295
International journal of theoretical and applied finance
288
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276
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
276
Journal of international financial markets, institutions & money
274
Journal of economic dynamics & control
267
Working paper / Department of Econometrics and Business Statistics, Monash University
259
Computational economics
255
CREATES research paper
243
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
682
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1
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
2
Modelling exchange rate
volatility
with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for
volatility
: the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
Linear time-varying regression with a DCC-GARCH model for
volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
5
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
6
Long memory and structural breaks in the returns and
volatility
of gold : evidence from Turkey
Uludag, Berna Kirkulak
;
Lkhamazhapov, Zorikto
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3777-3787
Persistent link: https://www.econbiz.de/10010419924
Saved in:
7
Monetary shocks, equity returns and
volatility
: a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
8
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
9
Time-series momentum in individual stocks : is it there and where to look?
Fang, Jiali
;
Wei, Hao
;
Wongchoti, Udomsak
- In:
Applied economics
54
(
2022
)
18
,
pp. 2048-2066
Persistent link: https://www.econbiz.de/10012875717
Saved in:
10
Measuring asymmetry and persistence in conditional
volatility
in real output : evidence from three East Asian tigers using a multivariate GARCH approach
Vu Thanh Hai
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2909-2914
Persistent link: https://www.econbiz.de/10010192361
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