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Volatility
265
Volatilität
265
Estimation
88
Schätzung
88
Capital income
79
Kapitaleinkommen
79
Börsenkurs
67
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67
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318
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McMillan, David G.
9
Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
4
Adrangi, Bahram
3
Asai, Manabu
3
Chatrath, Arjun
3
Hamori, Shigeyuki
3
Liao, Szu-Lang
3
Lien, Da-hsiang Donald
3
McAleer, Michael
3
Sorwar, Ghulam
3
Ap Gwilym, Owain
2
Brooks, Robert
2
Butler, Kirt Charles
2
Chiang, Min-Hsien
2
Degiannakis, Stavros
2
Emekter, Riza
2
Fabozzi, Frank J.
2
Fraser, Patricia
2
Henry, Ólan Thomas John
2
Hsu, Hsinan
2
Jiang, Christine X.
2
Jirasakuldech, Benjamas
2
Kanniainen, Juho
2
Kearney, Colm
2
Khemiri, Rim
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Lai, Hung-Cheng
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Lee, Hsiang-tai
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Morales Zumaquero, Amalia
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Niizeki, Mikiyo Kii
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Okada, Katsushi
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Peel, David
2
Phylaktis, Kate
2
Poshakwale, Sunil S.
2
Ragunathan, Vanitha
2
Reeves, Jonathan J.
2
Sarwar, Ghulam
2
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Applied financial economics
Energy economics
847
Finance research letters
742
The journal of futures markets
705
NBER working paper series
627
Working paper / National Bureau of Economic Research, Inc.
580
International journal of theoretical and applied finance
565
Journal of banking & finance
555
NBER Working Paper
521
International review of financial analysis
486
Journal of econometrics
473
Applied economics
472
Economic modelling
431
International review of economics & finance : IREF
426
The North American journal of economics and finance : a journal of financial economics studies
385
Working paper
358
Applied economics letters
330
Economics letters
328
Research in international business and finance
320
Discussion paper / Centre for Economic Policy Research
313
Journal of empirical finance
310
Quantitative finance
301
Mathematical finance : an international journal of mathematics, statistics and financial theory
296
Applied mathematical finance
290
Journal of economic dynamics & control
274
Journal of international money and finance
273
The journal of computational finance
271
Discussion paper / Tinbergen Institute
270
Finance and stochastics
258
Journal of financial economics
257
Journal of international financial markets, institutions & money
253
The journal of derivatives : the official publication of the International Association of Financial Engineers
250
Journal of risk and financial management : JRFM
241
The European journal of finance
232
CESifo working papers
212
Computational economics
210
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
IMF working papers
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
201
European journal of operational research : EJOR
198
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ECONIS (ZBW)
318
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1
Are commodity markets characterized by herd behaviour?
Steen, Marie
;
Gjolberg, Ole
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 79-90
Persistent link: https://www.econbiz.de/10009719030
Saved in:
2
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
3
Modelling time-vaying conditionl correlations in the
volatility
of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
4
A systematic modelling strategy for futures markets
volatility
Carvalho, Ana Filipa
;
Costa, José Sá da
;
Lopes, José …
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
Saved in:
5
A TARCH examination of the return
volatility
-volume relationship in electricity futures
Hadsell, Lester
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 893-901
Persistent link: https://www.econbiz.de/10003377843
Saved in:
6
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
7
Price spread and convenience yield behaviour in the international oil market
Milonas, Nikolaos T.
;
Henker, Thomas
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10001545380
Saved in:
8
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
9
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
10
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
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