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~isPartOf:"Journal of empirical finance"
~subject:"USA"
~subject:"Volatilität"
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Volatilität
Estimation
256
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Nelson, Charles R.
3
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
1,845
Discussion paper series / IZA
558
Discussion paper / Centre for Economic Policy Research
461
Applied economics
418
NBER working paper series
373
IZA Discussion Papers
258
CESifo working papers
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Applied economics letters
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The review of economics and statistics
207
Working paper
202
Energy economics
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NBER Working Paper
187
The American economic review
187
Economic modelling
181
Applied financial economics
176
Finance and economics discussion series
175
Journal of international money and finance
172
International review of economics & finance : IREF
166
Europäische Hochschulschriften / 5
164
Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
162
The journal of finance : the journal of the American Finance Association
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Journal of econometrics
155
Economics letters
152
Journal of banking & finance
145
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
127
The journal of futures markets
126
Journal of applied econometrics
125
Discussion paper
123
CESifo Working Paper
113
Discussion paper / Tinbergen Institute
108
Journal of international financial markets, institutions & money
107
Journal of money, credit and banking : JMCB
106
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The review of financial studies
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ECONIS (ZBW)
107
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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
Investor sentiment in the US-dollar : longer-term, non-linear orientation on PPP
Menkhoff, Lukas
;
Rebitzky, Rafael R.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 455-467
Persistent link: https://www.econbiz.de/10003759534
Saved in:
5
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
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
The factor structure of time-varying conditional volume
Chang, Eric Chieh
;
Cheng, Joseph W.
;
Pinegar, J. Michael
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10003699133
Saved in:
9
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:
10
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
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