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~isPartOf:"Journal of empirical finance"
~subject:"Aktienmarkt"
~subject:"Volatilität"
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Aktienmarkt
Volatilität
Estimation
256
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122
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101
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Journal of empirical finance
Finance research letters
192
International review of economics & finance : IREF
184
Applied economics
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Economic modelling
171
International review of financial analysis
169
Energy economics
164
Applied economics letters
139
Applied financial economics
134
The North American journal of economics and finance : a journal of financial economics studies
129
Working paper / National Bureau of Economic Research, Inc.
123
Journal of international financial markets, institutions & money
120
Research in international business and finance
120
Journal of banking & finance
119
NBER working paper series
116
Journal of econometrics
110
NBER Working Paper
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Journal of international money and finance
97
Working paper
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The European journal of finance
87
CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
73
Discussion paper / Centre for Economic Policy Research
71
Journal of risk and financial management : JRFM
69
The journal of futures markets
68
International journal of finance & economics : IJFE
67
Pacific-Basin finance journal
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Discussion paper / Tinbergen Institute
62
Journal of financial economics
62
International journal of economics and finance
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Cogent economics & finance
51
International journal of forecasting
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of economics and financial issues : IJEFI
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Global finance journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
Saved in:
2
Price discovery in floor and screen trading systems
Theissen, Erik
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
Saved in:
3
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
4
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
5
Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen
;
Zorn, Josef
- In:
Journal of empirical finance
43
(
2017
),
pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
Saved in:
6
Winter blues and time variation in the price of risk
Garrett, Ian
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
Saved in:
7
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
8
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
9
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
10
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
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