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~isPartOf:"International review of financial analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Forecasting model"
~subject:"Risikomaß"
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Forecasting model
Risikomaß
Volatility
744
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744
Börsenkurs
262
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262
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227
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227
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Ma, Feng
10
Gupta, Rangan
8
Li, Yan
4
Nonejad, Nima
4
Pierdzioch, Christian
4
Qiao, Gaoxiu
4
Allen, David E.
3
Bouri, Elie
3
Dai, Zhifeng
3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
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2
Chang, Chia-Lin
2
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2
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2
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Kok Haur Ng
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2
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2
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2
McAleer, Michael
2
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International review of financial analysis
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
177
Finance research letters
137
International journal of forecasting
131
Journal of forecasting
121
Economic modelling
73
International review of economics & finance : IREF
71
Applied economics
69
Journal of banking & finance
66
Journal of empirical finance
60
Journal of econometrics
55
Working paper
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Department of Economics working paper series
39
Applied economics letters
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
The European journal of finance
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The journal of futures markets
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Discussion paper / Tinbergen Institute
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Quantitative finance
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Journal of international financial markets, institutions & money
34
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
166
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1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
3
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
4
Giver and the receiver : understanding spillover effects and predictive power in cross-market Bitcoin prices
Gillaizeau, Marc
;
Jayasekera, Ranadeva
;
Maaitah, Ahmad
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 86-104
Persistent link: https://www.econbiz.de/10012207422
Saved in:
5
The financial econometrics of price discovery and predictability
Narayan, Seema
;
Smyth, Russell
- In:
International review of financial analysis
42
(
2015
),
pp. 380-393
Persistent link: https://www.econbiz.de/10011573535
Saved in:
6
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
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7
Modelling the implied volatility surface : does market efficiency matter? ; An application to MIB30 index options
Cassese, Gianluca
;
Guidolin, Massimo
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 145-178
Persistent link: https://www.econbiz.de/10003320649
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8
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
9
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
10
Time-variation in the impact of news sentiment
Smales, Lee A.
- In:
International review of financial analysis
37
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011316615
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