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~subject:"Volatilität"
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Volatilität
Forecasting
4,399
forecasting
3,576
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2,970
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2,840
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1,278
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1,198
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1,017
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993
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902
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841
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735
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733
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702
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696
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542
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422
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502
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Gupta, Rangan
57
Pierdzioch, Christian
32
Caporale, Guglielmo Maria
12
Gil-Alaña, Luis A.
12
Salisu, Afees A.
12
Bonato, Matteo
11
McAleer, Michael
11
Plastun, Alex
9
Ma, Feng
8
Bauwens, Luc
7
Carriero, Andrea
7
Clark, Todd E.
7
Gillas, Konstantinos Gkillas
7
Marcellino, Massimiliano
7
Allen, David E.
6
Cepni, Oguzhan
6
Demirer, Rıza
6
Ji, Qiang
6
Koopman, Siem Jan
6
Lux, Thomas
6
Todorova, Neda
6
Ҫepni, Oğuzhan
6
Asai, Manabu
5
Baumeister, Christiane
5
Bouri, Elie
5
Karmakar, Sayar
5
Liang, Chao
5
Lyócsa, Štefan
5
Scharth, Marcel
5
Sibbertsen, Philipp
5
Çepni, Oğuzhan
5
Bao Hoang Nguyen
4
Chan, Joshua
4
Gefang, Deborah
4
Hou, Chenghan
4
Koop, Gary
4
Makarenko, Inna
4
McMillan, David G.
4
Medeiros, Marcelo C.
4
Plakandaras, Vasilios
4
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Gottfried Wilhelm Leibniz Universität Hannover
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Department of Economics working paper series
25
Energy economics
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International journal of forecasting
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13
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11
International review of financial analysis
10
Applied economics
9
Discussion paper / Tinbergen Institute
9
CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
CAMA working paper series
6
International journal of finance & economics : IJFE
6
Journal of financial econometrics
6
Journal of risk and financial management : JRFM
6
Economics Working Paper
5
Economics letters
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International review of economics & finance : IREF
5
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Applied economics letters
4
CBN journal of applied statistics
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Econometric reviews
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Econometrics : open access journal
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Tinbergen Institute Discussion Paper
4
Annals of financial economics
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Discussion papers / CEPR
3
Economics and finance working paper series
3
International journal of economics and finance
3
International journal of economics and financial issues : IJEFI
3
International journal of financial research
3
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ECONIS (ZBW)
481
EconStor
20
USB Cologne (business full texts)
1
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1
Strict stationarity,
persistence
and volatility
forecasting
in ARCH (∞) processes
Davidson, James E. H.
;
Li, Xiaoyu
- In:
Journal of empirical finance
38
(
2016
),
pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
Saved in:
2
Taxi, takeoff and landing : behavioural patterns of capital flows to emerging markets
Keskinsoy, Bilal
- In:
International economic journal
31
(
2017
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10011800473
Saved in:
3
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 961-1006
Persistent link: https://www.econbiz.de/10013460035
Saved in:
4
Forecasting
detrended volatility risk and financial price Series using LSTM neural networks and XGBoost regressor
Raudys, Aistis
;
Goldstein, Edvinas
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
12
,
pp. 1-12
forecasting
. In De Prado’s 2018 book, it was argued that by using returns we lose memory of time series. In order to verify this …
Persistent link: https://www.econbiz.de/10014284192
Saved in:
5
Does the implied volatility index have signaling power? : evidence from Mexico
Yang, Jin Yong
;
Heo, Junyoung
;
Yeo, In-Sung
;
Lee, Sang-heon
- In:
Modern economy
5
(
2014
)
8
,
pp. 869-877
Persistent link: https://www.econbiz.de/10011285047
Saved in:
6
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
7
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
8
The breakdown of idiosyncratic volatility into expected and unexpected components and its effects on stock returns in Brazil
Silva, Raphael Braga da
;
Bressane, Bernardo Prôa
; …
- In:
Latin American business review : journal of the …
13
(
2012
)
4
,
pp. 311-328
Persistent link: https://www.econbiz.de/10009714826
Saved in:
9
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
10
Idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets
Switzer, Lorne N.
;
Picard, Alan
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 169-221
Persistent link: https://www.econbiz.de/10011434211
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