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~subject:"Volatilität"
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Predicting Relative Returns
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Volatilität
Prognoseverfahren
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Risk
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3,619
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3,489
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Gupta, Rangan
165
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91
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86
Ma, Feng
85
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65
Bouri, Elie
55
Caporale, Guglielmo Maria
55
Pierdzioch, Christian
51
Andersen, Torben
44
Lux, Thomas
44
Bekaert, Geert
43
McMillan, David G.
43
Zhang, Yaojie
41
Engle, Robert F.
36
Wang, Yudong
36
Christoffersen, Peter F.
35
Liang, Chao
35
Salisu, Afees A.
33
Caporin, Massimiliano
30
Demirer, Rıza
30
Wei, Yu
30
Asai, Manabu
29
Clements, Adam
28
Chang, Chia-Lin
27
Koopman, Siem Jan
27
Spagnolo, Nicola
26
Todorov, Viktor
26
Kumar, Dilip
25
Medeiros, Marcelo C.
25
Yılmaz, Kamil
25
Gallo, Giampiero M.
24
Molnár, Peter
24
Patton, Andrew J.
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Wang, Jiqian
23
Chiang, Thomas C.
22
Degiannakis, Stavros
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Rodney L. White Center for Financial Research
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European University Institute / Department of Economics
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Institut für Schweizerisches Bankwesen <Zürich>
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Judge Institute of Management Studies
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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William Davidson Institute <Ann Arbor, Mich.>
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Banca nazionale del lavoro / Ufficio studi
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Banco Central do Brasil
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Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Realized Volatility <2006, Montréal>
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Erasmus Research Institute of Management
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
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Federal Reserve System / Division of Research and Statistics
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Harvard Institute of Economic Research
1
Hochschule für Bankwirtschaft
1
Institut für Informationsverarbeitung und -wirtschaft <Wien>
1
Instituto Valenciano de Investigaciones Económicas
1
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Finance research letters
232
Energy economics
197
International review of financial analysis
171
International review of economics & finance : IREF
139
Journal of empirical finance
137
International journal of forecasting
135
Journal of banking & finance
130
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of forecasting
119
Applied economics
117
Economic modelling
112
Journal of econometrics
107
Applied financial economics
100
Research in international business and finance
99
Applied economics letters
87
Journal of financial economics
87
Journal of international financial markets, institutions & money
87
NBER working paper series
86
Working paper / National Bureau of Economic Research, Inc.
80
Journal of risk and financial management : JRFM
75
Pacific-Basin finance journal
72
The European journal of finance
69
NBER Working Paper
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
The journal of futures markets
62
Working paper
61
Economics letters
56
International journal of finance & economics : IJFE
54
Department of Economics working paper series
48
Discussion paper / Tinbergen Institute
46
Quantitative finance
46
Journal of financial econometrics
44
Journal of international money and finance
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Journal of financial markets
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Review of quantitative finance and accounting
38
Investment management and financial innovations
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
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ECONIS (ZBW)
9,748
EconStor
73
USB Cologne (EcoSocSci)
12
USB Cologne (business full texts)
8
OLC EcoSci
1
RePEc
1
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1
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
2
Overnight information flow and realized volatility forecasting
Todorova, Neda
;
Souček, Michael
- In:
Finance research letters
11
(
2014
)
4
,
pp. 420-428
Persistent link: https://www.econbiz.de/10011300434
Saved in:
3
Does cash flow predict returns?
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
International review of financial analysis
35
(
2014
),
pp. 230-236
Persistent link: https://www.econbiz.de/10010530231
Saved in:
4
The predictability of opening returns for the returns of the trading day : evidence from Taiwan futures market
Chen, Chun-nan
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 272-281
Persistent link: https://www.econbiz.de/10009693299
Saved in:
5
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
6
On guidance and volatility
Billings, Mary Brooke
;
Jennings, Robert H.
;
Lev, Baruch
- In:
Journal of accounting & economics
60
(
2015
)
2/3
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011437528
Saved in:
7
Can implied volatility predict returns on the currency carry trade?
Egbers, Tom
;
Swinkels, Laurens
- In:
Journal of banking & finance
59
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
Saved in:
8
Earnings forecasts and idiosyncratic volatilities
Kryzanowski, Lawrence
;
Mohsni, Sana
- In:
International review of financial analysis
41
(
2015
),
pp. 107-123
Persistent link: https://www.econbiz.de/10011508613
Saved in:
9
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Saved in:
10
The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen
;
Taylor, Stephen L.
;
Walter, Terry S.
- In:
Review of accounting studies
19
(
2014
)
4
,
pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
Saved in:
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