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McAleer, Michael
82
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79
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67
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46
Koopman, Siem Jan
46
Lux, Thomas
46
Härdle, Wolfgang
40
Hautsch, Nikolaus
38
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35
Aizenman, Joshua
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Gupta, Rangan
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30
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28
Asai, Manabu
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Caballero, Ricardo J.
26
Christoffersen, Peter F.
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Ghysels, Eric
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Andersen, Torben G.
25
Fernández-Villaverde, Jesús
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Aït-Sahalia, Yacine
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Engle, Robert F.
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Lucas, André
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Todorov, Viktor
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Chang, Chia-Lin
23
Clements, Adam
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22
Clark, Todd E.
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Hammoudeh, Shawkat
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Meddahi, Nour
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22
Platen, Eckhard
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Uppal, Raman
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Yu, Jun
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Bauwens, Luc
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Branger, Nicole
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Mele, Antonio
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National Bureau of Economic Research
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World Bank
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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International Monetary Fund
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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NBER working paper series
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Journal of banking & finance
137
Journal of econometrics
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Finance research letters
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Journal of empirical finance
102
International review of financial analysis
98
Journal of financial economics
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Economic modelling
92
Economics letters
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Energy economics
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International review of economics & finance : IREF
87
Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
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International journal of forecasting
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Applied economics
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
68
The review of financial studies
64
Journal of international financial markets, institutions & money
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Applied economics letters
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Journal of forecasting
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Quantitative finance
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Research paper series / Swiss Finance Institute
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Econometric reviews
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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Applied mathematical finance
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The journal of futures markets
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Computational economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Finance and stochastics
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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1
Dynamic
liquidity
preferences of mutual funds
Huang, Jiekun
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012627446
Saved in:
2
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
Saved in:
3
On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos
;
Tsionas, Mike
;
Zopounidis, Constantin
-
2020
Persistent link: https://www.econbiz.de/10012165614
Saved in:
4
Is volatility a friend or enemy of your stock and fund investments?
Chen, Longchong
;
Gao, Jun
;
Sheng, Zhu
- In:
The journal of investment strategies
11
(
2022
)
3
,
pp. 61-87
Persistent link: https://www.econbiz.de/10013555707
Saved in:
5
Do Chinese mutual funds time the market?
Yi, Li
;
Liu, Zilan
;
Lei, He
;
Qin, Zilong
;
Gan, Shunli
- In:
Pacific-Basin finance journal
47
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012028001
Saved in:
6
Mutual fund managers' market timing abilities : Indian evidence
Alam, Mahfooz
;
Ansari, Valeed Ahmad
- In:
The journal of asset management
21
(
2020
)
4
,
pp. 342-354
Persistent link: https://www.econbiz.de/10012292804
Saved in:
7
Liquidity
risk and exchange-traded fund returns, variances, and tracking errors
Bae, Kyounghun
;
Kim, Daejin
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 222-253
Persistent link: https://www.econbiz.de/10012631970
Saved in:
8
Performancemessung von Optionsportfolios und deren Anwendung zur Margenschätzung bei strukturierten Finanzprodukten
Wessels, Sebastian
-
2021
Persistent link: https://www.econbiz.de/10012584118
Saved in:
9
True expense ratio and true alpha of imperfect diversification : evidence from stock market in Bangladesh
Hossain, Md Sajib
- In:
International journal of economics and finance
12
(
2020
)
11
,
pp. 21-27
Persistent link: https://www.econbiz.de/10012426348
Saved in:
10
Salience and mutual fund investor demand for idiosyncratic volatility
Clifford, Christopher P.
;
Filkerson, Jon A.
;
Jame, Russell
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5234-5254
Persistent link: https://www.econbiz.de/10012625105
Saved in:
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