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~isPartOf:"International review of financial analysis"
~subject:"Estimation theory"
~subject:"Volatility"
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Estimation theory
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Estimation
337
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336
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221
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221
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186
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9
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International review of financial analysis
Journal of econometrics
349
Energy economics
277
Finance research letters
238
International journal of forecasting
233
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Economic modelling
206
Applied economics
204
Economics letters
193
Journal of forecasting
193
Applied economics letters
157
International review of economics & finance : IREF
157
Journal of empirical finance
142
Working paper
139
The North American journal of economics and finance : a journal of financial economics studies
137
Journal of banking & finance
136
NBER working paper series
135
NBER Working Paper
127
Working paper / National Bureau of Economic Research, Inc.
124
Discussion paper / Tinbergen Institute
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Applied financial economics
105
Econometric reviews
101
Research in international business and finance
96
CESifo working papers
93
Journal of international money and finance
92
Journal of international financial markets, institutions & money
90
The journal of futures markets
89
Discussion paper series / IZA
86
Journal of risk and financial management : JRFM
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Journal of applied econometrics
82
Discussion paper / Centre for Economic Policy Research
73
The European journal of finance
73
International journal of finance & economics : IJFE
72
Quantitative finance
68
Discussion paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of financial econometrics
62
International Journal of Energy Economics and Policy : IJEEP
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1
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
Saved in:
2
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
3
Does cash flow predict returns?
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
International review of financial analysis
35
(
2014
),
pp. 230-236
Persistent link: https://www.econbiz.de/10010530231
Saved in:
4
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
5
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
6
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
7
Oil market modelling : a comparative analysis of fundamental and latent factor approaches
Cummins, Mark
;
Dowling, Michael
;
Kearney, Fearghal
- In:
International review of financial analysis
46
(
2016
),
pp. 211-218
Persistent link: https://www.econbiz.de/10011581809
Saved in:
8
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
9
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
10
Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais
- In:
International review of financial analysis
64
(
2019
),
pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
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