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~isPartOf:"Journal of empirical finance"
~subject:"Korrelation"
~subject:"Volatilität"
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Korrelation
Volatilität
Estimation
256
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256
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122
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122
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101
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Caporin, Massimiliano
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Journal of empirical finance
Energy economics
159
Finance research letters
150
Applied economics
138
International review of economics & finance : IREF
132
Economic modelling
130
Journal of econometrics
119
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
98
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
97
Applied economics letters
96
NBER Working Paper
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Applied financial economics
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Journal of international financial markets, institutions & money
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Journal of international money and finance
81
Research in international business and finance
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CESifo working papers
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Economics letters
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Discussion paper / Centre for Economic Policy Research
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Journal of risk and financial management : JRFM
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International journal of finance & economics : IJFE
51
International journal of forecasting
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The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Journal of financial economics
41
International Journal of Energy Economics and Policy : IJEEP
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Quantitative finance
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Pacific-Basin finance journal
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Journal of economic dynamics & control
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ECONIS (ZBW)
94
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1
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94
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
Monetary policy and stock returns : financing constraints and asymmetries in bull and bear markets
Jansen, Dennis W.
;
Tsai, Chun-li
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 981-990
Persistent link: https://www.econbiz.de/10009267229
Saved in:
10
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
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