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Volatility
268
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267
Capital income
107
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107
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94
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Christiansen, Charlotte
4
Frijns, Bart
4
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3
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3
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2
Bali, Turan G.
2
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2
Ho, Kin-Yip
2
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2
Indriawan, Ivan
2
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2
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2
Kim, Dongcheol
2
Kim, Kun Ho
2
Laurent, Sébastien
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2
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Mazouz, Khelifa
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2
Shi, Yanlin
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2
Talpsepp, Tõnn
2
Thomakos, Dimitrios D.
2
Tourani Rad, Alireza
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Energy economics
675
Finance research letters
626
NBER working paper series
517
Working paper / National Bureau of Economic Research, Inc.
500
NBER Working Paper
445
International review of financial analysis
425
Applied economics
406
Journal of banking & finance
378
The journal of futures markets
371
International review of economics & finance : IREF
367
Economic modelling
345
Journal of econometrics
335
The North American journal of economics and finance : a journal of financial economics studies
327
Research in international business and finance
296
Applied economics letters
274
Economics letters
271
Applied financial economics
267
Working paper
265
Discussion paper / Centre for Economic Policy Research
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Journal of international money and finance
236
MPRA Paper
234
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200
Journal of risk and financial management : JRFM
200
Quantitative finance
194
Journal of financial economics
191
CESifo working papers
180
Pacific-Basin finance journal
178
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
175
International Journal of Energy Economics and Policy : IJEEP
172
The European journal of finance
161
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
International journal of finance & economics : IJFE
155
Journal of economic dynamics & control
152
International journal of forecasting
145
Journal of forecasting
134
The review of financial studies
128
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ECONIS (ZBW)
270
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1
Autocorrelation and partial price adjustment
Anderson, Robert M.
;
Eom, Kyong Shik
;
Hahn, Sang Buhm
; …
- In:
Journal of empirical finance
24
(
2013
),
pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Saved in:
2
The characteristics of informed trading : implications for asset pricing
Aslan, Hadiye
;
Easley, David
;
Hvidkjær, Søren
; …
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 782-801
Persistent link: https://www.econbiz.de/10009492072
Saved in:
3
Box-Cox
stochastic
volatility
models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
4
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:
5
Quantile forecasts of daily exchange rate returns from forecasts of realized
volatility
Clements, Michael P.
;
Galvão, Ana Beatriz C.
;
Kim, Jae H.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
Saved in:
6
Hourly index return autocorrelation and conditional
volatility
in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
7
A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.
;
Hendershott, Terrence
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
Saved in:
8
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
9
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
Saved in:
10
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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