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~isPartOf:"Journal of international money and finance"
~subject:"Volatility"
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Volatility
Theorie
1,530
Theory
1,530
Forecasting model
479
Prognoseverfahren
479
Time series analysis
252
Zeitreihenanalyse
252
Estimation
235
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Brooks, Chris
3
Song, Yuping
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2
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So, Mike Ka-pui
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Cao, Shuo
1
Caporale, Guglielmo Maria
1
Castillo B., Paul
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Journal of forecasting
Journal of international money and finance
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
127
Journal of banking & finance
109
Finance research letters
97
Economics letters
84
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of financial economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
70
Energy economics
62
International review of financial analysis
60
The European journal of finance
59
Applied economics
58
International review of economics & finance : IREF
58
The review of financial studies
58
Econometric reviews
51
Quantitative finance
50
Applied economics letters
47
Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
41
IMF working papers
40
The journal of futures markets
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ECONIS (ZBW)
120
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1
Fixed versus flexible : lessons from EMS order flow
Killeen, William P.
;
Lyons, Richard K.
;
Moore, Michael J.
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 551-579
Persistent link: https://www.econbiz.de/10003336482
Saved in:
2
The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter
;
Grech, Harald
;
Stix, Helmut
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 580-597
Persistent link: https://www.econbiz.de/10003336483
Saved in:
3
Home bias in global bond and equity markets : the role of real exchange rate volatility
Fidora, Michael
;
Fratzscher, Marcel
;
Thimann, Christian
- In:
Journal of international money and finance
26
(
2007
)
4
,
pp. 631-655
Persistent link: https://www.econbiz.de/10003484230
Saved in:
4
Volatility impulse responses for multivariate GARCH models : an exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10003404968
Saved in:
5
Home bias, exchange rate disconnect, and optimal exchange rate policy
Wang, Jian
- In:
Journal of international money and finance
29
(
2010
)
1
,
pp. 55-78
Persistent link: https://www.econbiz.de/10003938659
Saved in:
6
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
7
Time-varying integration, interdependence and contagion
Baele, Lieven
;
Inghelbrecht, Koen
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 791-818
Persistent link: https://www.econbiz.de/10003989915
Saved in:
8
Noise traders, exchange rate disconnect puzzle, and the Tobin tax
Xu, Juanyi
- In:
Journal of international money and finance
29
(
2010
)
2
,
pp. 336-357
Persistent link: https://www.econbiz.de/10003944969
Saved in:
9
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
10
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
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