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Volatility Transmission in Eme...
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Schätzung
Volatility
40,270
Volatilität
39,382
Spillover-Effekt
17,706
Spillover effect
17,627
Theorie
16,173
Theory
15,917
Estimation
11,467
Börsenkurs
10,765
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10,673
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9,113
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8,946
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8,177
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7,411
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7,379
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6,756
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6,729
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6,472
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6,431
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6,164
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6,025
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4,300
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4,246
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3,913
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3,887
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3,880
Option pricing theory
3,863
Stochastic process
3,856
Finanzkrise
3,842
Zeitreihenanalyse
3,530
Geldpolitik
3,487
Time series analysis
3,486
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3,463
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3,452
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3,426
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3,324
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3,242
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3,211
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3,196
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Gupta, Rangan
92
McAleer, Michael
89
Caporale, Guglielmo Maria
86
Belke, Ansgar
73
Pierdzioch, Christian
62
Buch, Claudia M.
45
Bollerslev, Tim
44
Cheung, Yin-Wong
44
Beckmann, Joscha
42
Hautsch, Nikolaus
41
Bahmani-Oskooee, Mohsen
37
Gil-Alaña, Luis A.
35
Keller, Wolfgang
34
Todorov, Viktor
34
Bouri, Elie
31
Härdle, Wolfgang
30
Chang, Chia-Lin
29
Asai, Manabu
28
Chinn, Menzie David
28
Herwartz, Helmut
28
Koopman, Siem Jan
28
Reitz, Stefan
28
Xuan Vinh Vo
28
Caporin, Massimiliano
27
Döpke, Jörg
26
Ma, Feng
26
MacDonald, Ronald
26
Mumtaz, Haroon
26
Wohar, Mark E.
26
Kang, Sang Hoon
25
Engle, Robert F.
24
Balcilar, Mehmet
23
Mensi, Walid
23
Spagnolo, Nicola
23
Tiwari, Aviral Kumar
23
Allen, David E.
22
Andersen, Torben
22
Schnabl, Gunther
22
Dreger, Christian
21
Kumar, Dilip
21
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National Bureau of Economic Research
110
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
University of Canterbury / Dept. of Economics and Finance
7
Institut für Weltwirtschaft
6
Forschungsinstitut zur Zukunft der Arbeit
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Springer Fachmedien Wiesbaden
4
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Boston College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Nationalekonomiska Institutionen <Lund>
2
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Brown University / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
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Energy economics
151
CESifo working papers
145
Applied economics
143
Economic modelling
132
Finance research letters
127
International review of economics & finance : IREF
124
International review of financial analysis
119
The North American journal of economics and finance : a journal of financial economics studies
111
NBER working paper series
107
Working paper / National Bureau of Economic Research, Inc.
107
Journal of econometrics
106
Working paper
101
NBER Working Paper
99
Applied economics letters
89
Journal of banking & finance
88
Journal of empirical finance
85
Journal of international money and finance
84
Journal of international financial markets, institutions & money
77
Applied financial economics
76
Discussion paper / Tinbergen Institute
76
Economics letters
75
Research in international business and finance
75
Discussion paper / Centre for Economic Policy Research
68
Journal of risk and financial management : JRFM
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
62
Discussion paper series / IZA
59
Discussion paper
57
CESifo Working Paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
International journal of finance & economics : IJFE
51
Cogent economics & finance
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The European journal of finance
48
CESifo Working Paper Series
47
International journal of forecasting
47
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of financial economics
41
Pacific-Basin finance journal
40
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ECONIS (ZBW)
11,452
EconStor
295
USB Cologne (EcoSocSci)
4
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11701
Informationseffizienz auf Kapitalmärkten : Konzepte und empirische Ergebnisse
Sapusek, Annemarie
-
1998
Persistent link: https://www.econbiz.de/10000985364
Saved in:
11702
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
11703
Realized GARCH, CBOE VIX, and the
volatility
risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
11704
Volatility
of
volatility
estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
11705
Estimating risk in illiquid markets : a model of market friction with stochastic
volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
11706
Modeling the trend, persistence, and
volatility
of inflation in pacific alliance countries: an empirical application using a model with inflation bands
Rodriguez, Gabriel
;
Surco, Luis
-
2024
Persistent link: https://www.econbiz.de/10014526339
Saved in:
11707
Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan
;
Chen, Kecai
;
Zhu, Xiaoneng
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
Saved in:
11708
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
11709
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
11710
Taming momentum crashes
Bianchi, Daniele
;
De Polis, Andrea
;
Petrella, Ivan
-
2024
Persistent link: https://www.econbiz.de/10014529581
Saved in:
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