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~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Marktliquidität"
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ARCH model
Marktliquidität
Correlation
54
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54
Theorie
47
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Capital income
46
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46
Estimation
43
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Conrad, Christian
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Dark, Jonathan
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Fałdziński, Marcin
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Journal of empirical finance
Finance research letters
70
Journal of banking & finance
61
International review of financial analysis
57
Energy economics
56
International review of economics & finance : IREF
49
Research in international business and finance
48
Economic modelling
42
Journal of financial markets
42
Journal of international financial markets, institutions & money
42
Applied economics
40
The journal of futures markets
38
The North American journal of economics and finance : a journal of financial economics studies
36
Working paper / National Bureau of Economic Research, Inc.
36
Journal of financial economics
31
Applied economics letters
30
Pacific-Basin finance journal
30
Research paper series / Swiss Finance Institute
30
Discussion paper / Centre for Economic Policy Research
29
NBER working paper series
29
NBER Working Paper
28
The European journal of finance
27
Discussion paper / Tinbergen Institute
25
Economics letters
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Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Swiss Finance Institute Research Paper
22
Journal of international money and finance
21
SFB 649 discussion paper
20
CESifo working papers
19
Journal of econometrics
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Working paper / Centre for Financial Research
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International journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
CFS working paper series
15
International journal of finance & economics : IJFE
15
Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
2
Stock liquidity and the Taylor rule
Jiang, Lei
- In:
Journal of empirical finance
28
(
2014
),
pp. 202-214
Persistent link: https://www.econbiz.de/10011285067
Saved in:
3
The effects of non-trading on the
illiquidity
ratio
Chelley-Steeleya, Patricia L.
;
Lambertides, Neophytos
; …
- In:
Journal of empirical finance
34
(
2015
),
pp. 204-228
Persistent link: https://www.econbiz.de/10011557118
Saved in:
4
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
5
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
Saved in:
6
Pricing of liquidity risks : evidence from multiple liquidity measures
Kim, Soon-Ho
;
Lee, Kuan-hui
- In:
Journal of empirical finance
25
(
2014
),
pp. 112-133
Persistent link: https://www.econbiz.de/10010462050
Saved in:
7
Liquidity provider incentives in fragmented securities markets
Clapham, Benjamin
;
Gomber, Peter
;
Lausen, Jens
;
Panz, Sven
- In:
Journal of empirical finance
60
(
2021
),
pp. 16-38
Persistent link: https://www.econbiz.de/10012692949
Saved in:
8
City goes dark : dark trading and adverse selection in aggregate markets
Ibikunle, Gbenga
;
Aquilina, Matteo
;
Diaz-Rainey, Ivan
; …
- In:
Journal of empirical finance
64
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013259393
Saved in:
9
Conditional portfolio allocation : does aggregate market liquidity matter?
Bazgour, Tarik
;
Heuchenne, Cedric
;
Sougné, Danielle
- In:
Journal of empirical finance
35
(
2016
),
pp. 110-135
Persistent link: https://www.econbiz.de/10011662728
Saved in:
10
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.
;
Gould, John
;
Chan, Felix
;
Yang, Wenling
- In:
Journal of empirical finance
36
(
2016
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
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