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~isPartOf:"Journal of empirical finance"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Estimation
256
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256
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122
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101
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Karanasos, Menelaos
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Journal of empirical finance
Applied economics
215
Economic modelling
196
Energy economics
192
Journal of econometrics
170
Applied economics letters
152
Finance research letters
147
International review of economics & finance : IREF
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
CESifo working papers
126
Working paper
124
Economics letters
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
International review of financial analysis
116
The North American journal of economics and finance : a journal of financial economics studies
111
Applied financial economics
101
Discussion paper / Tinbergen Institute
100
International journal of forecasting
100
Journal of banking & finance
100
Journal of international money and finance
96
Working paper / National Bureau of Economic Research, Inc.
96
NBER working paper series
92
Journal of international financial markets, institutions & money
91
NBER Working Paper
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Research in international business and finance
86
Journal of forecasting
71
The journal of futures markets
71
Discussion paper / Centre for Economic Policy Research
70
International journal of finance & economics : IJFE
66
Journal of risk and financial management : JRFM
65
Journal of applied econometrics
61
Econometric reviews
58
The European journal of finance
54
Journal of economic dynamics & control
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International Journal of Energy Economics and Policy : IJEEP
49
International journal of economics and financial issues : IJEFI
46
Macroeconomic dynamics
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International journal of economics and finance
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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
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
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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