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International review of financial analysis
Statistical Bulletin
896
Energy economics
869
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Technical Bulletins / Economic Research Service, Department of Agriculture
695
Finance research letters
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MPRA Paper
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386
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2013 Annual Meeting, August 4-6, 2013, Washington, D.C.
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Choices
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
462
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1
Forecasting VaR using analytic higher moments for
GARCH
processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
2
The transmission of market shocks and bilateral linkages : evidence from emerging economies
Balli, Faruk
;
Balli, Hatice Ozer
;
Jean-Louis, Rosmy
; …
- In:
International review of financial analysis
42
(
2015
),
pp. 349-357
Persistent link: https://www.econbiz.de/10011573526
Saved in:
3
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
4
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
5
Does social network sentiment influence the relationship between the S&P 500 and gold returns?
Piñeiro Chousa, Juan Ramón
;
López-Cabarcos, M. Ángeles
- In:
International review of financial analysis
57
(
2018
),
pp. 57-64
Persistent link: https://www.econbiz.de/10012006313
Saved in:
6
Assessing the impact of an EU financial transactions tax on asset
volatility
: an event study
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
International review of financial analysis
53
(
2017
),
pp. 12-24
Persistent link: https://www.econbiz.de/10011877842
Saved in:
7
Real-time forecast of DSGE models with time-varying
volatility
in
GARCH
form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
8
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:
9
GARCH
-M model with an asymmetric risk premium : distinguishing between "good" and "bad"
volatility
periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
10
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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