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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:"Risikomaß"
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Forecasting model
Risikomaß
Volatility
324
Volatilität
324
Börsenkurs
117
Share price
117
ARCH model
101
ARCH-Modell
101
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Gupta, Rangan
7
Pierdzioch, Christian
4
Allen, David E.
3
Dai, Zhifeng
3
Kang, Sang Hoon
3
Mensi, Walid
3
Qiao, Gaoxiu
3
Wohar, Mark E.
3
Wu, Xinyu
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2
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2
Kok Haur Ng
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2
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2
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2
Nonejad, Nima
2
Risse, Marian
2
Tiwari, Aviral Kumar
2
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1
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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
168
International journal of forecasting
131
Finance research letters
129
Journal of forecasting
121
International review of financial analysis
87
Economic modelling
73
International review of economics & finance : IREF
71
Applied economics
69
Journal of banking & finance
66
Journal of empirical finance
60
Journal of econometrics
55
Working paper
41
Applied economics letters
38
The journal of futures markets
37
Department of Economics working paper series
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
The European journal of finance
36
Discussion paper / Tinbergen Institute
34
Journal of international financial markets, institutions & money
34
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34
Quantitative finance
34
International journal of finance & economics : IJFE
30
Pacific-Basin finance journal
30
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29
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28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Risks : open access journal
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Financial innovation : FIN
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CREATES research paper
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ECONIS (ZBW)
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21
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
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22
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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23
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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24
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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25
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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26
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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27
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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28
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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29
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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30
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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