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~isPartOf:"Journal of empirical finance"
~subject:"Deutschland"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Deutschland
Prognoseverfahren
Volatilität
Theorie
421
Theory
421
Capital income
115
Kapitaleinkommen
115
Estimation
100
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94
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Baillie, Richard
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HFDF <1, 1995, Zürich>
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Europäische Hochschulschriften / 5
813
International journal of forecasting
727
Gabler Edition Wissenschaft
484
Journal of forecasting
450
SpringerLink / Bücher
440
Working paper / National Bureau of Economic Research, Inc.
286
NBER working paper series
281
NBER Working Paper
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Journal of econometrics
243
Springer-Lehrbuch
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213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Springer eBook Collection / Business and Economics
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176
Economics letters
176
Lehrbuch
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165
Journal of banking & finance
160
Finance research letters
157
CESifo working papers
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Applied economics
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Journal of international money and finance
133
European journal of operational research : EJOR
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Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
108
Applied economics letters
105
Neue betriebswirtschaftliche Forschung : Nbf
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99
International review of financial analysis
98
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ECONIS (ZBW)
130
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1
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Saved in:
2
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:
3
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
4
It takes a model to beat a model : volatility bounds
Liu, Ludan
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 80-110
Persistent link: https://www.econbiz.de/10003693004
Saved in:
5
Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
Saved in:
6
"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 102-119
Persistent link: https://www.econbiz.de/10003943949
Saved in:
7
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:
8
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
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
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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