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Volatility
Prognoseverfahren
41,280
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40,286
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31,123
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28,776
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4,236
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4,134
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Gupta, Rangan
142
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110
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82
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71
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71
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70
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69
Diebold, Francis X.
53
Lux, Thomas
46
Andersen, Torben
44
Koopman, Siem Jan
44
Zhang, Yaojie
40
Asai, Manabu
38
Belke, Ansgar
37
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37
Gil-Alaña, Luis A.
36
Härdle, Wolfgang
36
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35
Wang, Yudong
35
Engle, Robert F.
34
Salisu, Afees A.
34
Bouri, Elie
33
Chang, Chia-Lin
33
Liang, Chao
33
Kočenda, Evžen
31
Dijk, Dick van
30
Rodriguez, Gabriel
30
Clements, Adam
29
Degiannakis, Stavros
29
Hegerty, Scott W.
29
Wei, Yu
29
Christoffersen, Peter F.
27
Chan, Joshua
25
Kumar, Dilip
25
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25
Schnabl, Gunther
25
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25
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24
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24
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24
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Rodney L. White Center for Financial Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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2
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2
Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
1
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
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Energy economics
187
Finance research letters
169
Journal of econometrics
146
Economic modelling
132
International journal of forecasting
131
Applied economics
129
Journal of forecasting
119
International review of economics & finance : IREF
114
International review of financial analysis
110
The North American journal of economics and finance : a journal of financial economics studies
110
Discussion paper / Tinbergen Institute
107
Journal of international money and finance
101
Journal of empirical finance
98
Journal of banking & finance
82
Journal of international financial markets, institutions & money
82
NBER working paper series
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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NBER Working Paper
73
International journal of finance & economics : IJFE
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Applied economics letters
71
Research in international business and finance
69
Working paper / National Bureau of Economic Research, Inc.
66
Applied financial economics
62
Journal of risk and financial management : JRFM
56
CESifo working papers
55
Quantitative finance
51
Computational economics
47
Econometric reviews
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International Journal of Energy Economics and Policy : IJEEP
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and financial issues : IJEFI
46
The European journal of finance
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The journal of futures markets
43
Department of Economics working paper series
42
Discussion paper / Centre for Economic Policy Research
41
Journal of financial econometrics
41
Journal of financial economics
40
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ECONIS (ZBW)
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RePEc
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EconStor
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Other ZBW resources
4
BASE
2
ArchiDok
1
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1
Forecasting
exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo
;
Capistrán Carmona, Carlos
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 627-639
Persistent link: https://www.econbiz.de/10009700616
Saved in:
2
Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
Saved in:
3
Modelling volatility and
forecasting
of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev
;
Kashyap, Sachin
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
Saved in:
4
Volatility modeling and
forecasting
of Istanbul Gold Exchange (IGE)
Gencer, Gaye Hatice
;
Musoglu, Zafer
- In:
International journal of financial research
5
(
2014
)
2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10010442903
Saved in:
5
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
6
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
7
Trading and non-trading period realized market volatility : does it matter for
forecasting
the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
8
Forecasting
implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
9
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
10
Forecasting
and trading high frequency volatility on large indices
Liu, Fei
;
Pantelous, Athanasios A.
;
Mettenheim, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
Saved in:
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