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~isPartOf:"Journal of international money and finance"
~subject:"Estimation theory"
~subject:"Volatility"
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Estimation theory
Volatility
Estimation
466
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465
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191
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191
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144
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144
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Caporale, Guglielmo Maria
3
Ali, Faek Menla
2
Arezki, Rabah
2
Loungani, Prakash
2
Pierdzioch, Christian
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
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Abdymomunov, Azamat
1
Ahmed Hannan, Swarnali
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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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Journal of international money and finance
Journal of econometrics
374
Energy economics
277
Finance research letters
239
International journal of forecasting
233
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Economic modelling
206
Applied economics
205
Economics letters
196
Journal of forecasting
193
Applied economics letters
161
International review of financial analysis
160
International review of economics & finance : IREF
157
Journal of empirical finance
142
Working paper
141
The North American journal of economics and finance : a journal of financial economics studies
137
Journal of banking & finance
136
NBER working paper series
135
NBER Working Paper
127
Working paper / National Bureau of Economic Research, Inc.
124
Discussion paper / Tinbergen Institute
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Applied financial economics
105
Econometric reviews
101
Research in international business and finance
96
CESifo working papers
93
Journal of international financial markets, institutions & money
90
The journal of futures markets
89
Discussion paper series / IZA
87
Journal of risk and financial management : JRFM
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Journal of applied econometrics
82
Discussion paper / Centre for Economic Policy Research
73
The European journal of finance
73
International journal of finance & economics : IJFE
72
Discussion paper
69
Quantitative finance
68
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of financial econometrics
61
International Journal of Energy Economics and Policy : IJEEP
59
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ECONIS (ZBW)
93
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1
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
Saved in:
2
Information demand and stock return predictability
Chronopoulos, Dimitris K.
;
Papadimitriou, Fotios I.
; …
- In:
Journal of international money and finance
80
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10012000004
Saved in:
3
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
4
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
5
International volatility risk and Chinese stock return predictability
Chen, Jian
;
Jiang, Fuwei
;
Liu, Yangshu
;
Tu, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 183-203
Persistent link: https://www.econbiz.de/10011752322
Saved in:
6
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
7
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
Saved in:
8
Sticky prices or economically-linked economies : the case of forecasting the Chinese stock market
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international money and finance
41
(
2014
),
pp. 95-109
Persistent link: https://www.econbiz.de/10010338740
Saved in:
9
Understanding international commodity price fluctuations
Arezki, Rabah
;
Loungani, Prakash
;
Ploeg, Frederick van der
- In:
Journal of international money and finance
42
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010371843
Saved in:
10
Forecasting daily exchange rate volatility using intraday returns
Martens, Martin
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001546106
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