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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Forecasting model"
~subject:"Option pricing theory"
~subject:"Risikomaß"
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Forecasting model
Option pricing theory
Risikomaß
Volatility
325
Volatilität
325
Börsenkurs
117
Share price
117
ARCH model
101
ARCH-Modell
101
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99
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99
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Gupta, Rangan
7
Pierdzioch, Christian
4
Allen, David E.
3
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Labuschagne, Coenraad C. A.
3
McAleer, Michael
3
Mensi, Walid
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3
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2
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Kok Haur Ng
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2
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1
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
199
Finance research letters
181
International journal of theoretical and applied finance
162
International journal of forecasting
132
Quantitative finance
132
Journal of banking & finance
130
Journal of forecasting
122
The journal of futures markets
107
International review of financial analysis
101
International review of economics & finance : IREF
93
Journal of econometrics
92
Applied economics
89
Economic modelling
87
Applied mathematical finance
78
Journal of empirical finance
75
The journal of computational finance
66
Computational economics
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
The European journal of finance
58
Risks : open access journal
53
European journal of operational research : EJOR
52
Journal of economic dynamics & control
52
Journal of risk and financial management : JRFM
51
Review of derivatives research
51
International journal of financial engineering
50
Working paper
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Journal of financial economics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Applied economics letters
47
Discussion paper / Tinbergen Institute
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Journal of mathematical finance
45
Finance and stochastics
42
Applied financial economics
41
Research paper series / Swiss Finance Institute
41
Journal of financial econometrics
40
Department of Economics working paper series
39
Journal of international financial markets, institutions & money
38
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1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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2
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
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3
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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4
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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5
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
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6
Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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7
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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8
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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9
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
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10
An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
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