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Volatility
265
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264
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179
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Wang, Yudong
7
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
International journal of forecasting
1,622
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899
NBER working paper series
896
Finance research letters
877
Energy economics
861
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International review of financial analysis
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The journal of futures markets
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Technological forecasting & social change : an international journal
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Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied financial economics
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CESifo working papers
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Journal of financial economics
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SpringerLink / Bücher
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Journal of international financial markets, institutions & money
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International journal of production research
302
IMF working papers
295
Computational economics
282
International journal of production economics
273
International journal of theoretical and applied finance
271
Management science : journal of the Institute for Operations Research and the Management Sciences
270
ECB Working Paper
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
403
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1
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403
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1
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
Saved in:
2
Which power variation predicts
volatility
well?
Ghysels, Eric
;
Sohn, Bumjean
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 686-700
We estimate MIDAS regressions with various (bi)power variations to predict future
volatility
measured via increments in …
Persistent link: https://www.econbiz.de/10003900365
Saved in:
3
"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:
4
Modelling and forecasting short-term interest rate
volatility
: a semiparametric approach
Hou, Ai Jun
;
Suardi, Sandy
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 692-710
Persistent link: https://www.econbiz.de/10009306533
Saved in:
5
Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther
;
Nørholm, Henrik
;
Rangvid, Jesper
- In:
Journal of empirical finance
28
(
2014
),
pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
Saved in:
6
Predicting
volatility
and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
Saved in:
7
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
8
Forecasting exchange rate
volatility
: the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo
;
Capistrán Carmona, Carlos
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 627-639
Persistent link: https://www.econbiz.de/10009700616
Saved in:
9
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard
;
Voev, Valeri
- In:
Journal of empirical finance
20
(
2013
),
pp. 83-95
Persistent link: https://www.econbiz.de/10009717873
Saved in:
10
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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