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Volatility
Theorie
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McAleer, Michael
326
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Caporale, Guglielmo Maria
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Bollerslev, Tim
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Chang, Chia-Lin
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Bouri, Elie
117
Diebold, Francis X.
108
Pierdzioch, Christian
102
Andersen, Torben
98
Ma, Feng
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Spagnolo, Nicola
93
Aizenman, Joshua
88
Bekaert, Geert
79
Hammoudeh, Shawkat
79
Koopman, Siem Jan
79
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Tiwari, Aviral Kumar
71
Todorov, Viktor
70
Caporin, Massimiliano
69
McMillan, David G.
68
Kočenda, Evžen
65
Asai, Manabu
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Christoffersen, Peter F.
55
Mensi, Walid
55
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hafner, Christian M.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Salisu, Afees A.
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World Bank
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International Monetary Fund
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European Central Bank
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Instituto Valenciano de Investigaciones Económicas
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School of Economics and Management, University of Aarhus
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Banque de France
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
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Department of Economics and Finance, College of Business and Economics
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Energy economics
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Finance research letters
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NBER working paper series
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466
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
292
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
264
Economics letters
257
Working paper
256
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
232
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
191
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
130
The review of financial studies
126
Computational economics
122
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ECONIS (ZBW)
39,824
RePEc
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EconStor
133
Other ZBW resources
92
BASE
39
ArchiDok
3
Showing
1
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10
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41,108
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date (oldest first)
1
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized
volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
2
Forecasting
nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi
;
Bouteska, Ahmed
- In:
The journal of risk finance : JRF
24
(
2023
)
4
,
pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
Saved in:
3
Exchange rate
volatility
in the artificial foreign exchange market
Arifovic, Jasmina
- In:
Evolutionary computation in economics and finance : …
,
(pp. 123-134)
.
2002
Persistent link: https://www.econbiz.de/10001677436
Saved in:
4
A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh
;
Wang, Xiangning
- In:
Economic modelling
82
(
2019
),
pp. 42-56
Persistent link: https://www.econbiz.de/10012202269
Saved in:
5
Out-of-sample exchange rate predictability in emerging markets : fundamentals versus technical analysis
Jamali, Ibrahim
;
Yamani, Ehab
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 241-263
Persistent link: https://www.econbiz.de/10012128296
Saved in:
6
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
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
Structural breaks and long memory in modeling and
forecasting
volatility
of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
9
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
Saved in:
10
The role of higher moments in predicting China's oil futures
volatility
: evidence from machine learning models
Zhang, Hongwei
;
Zhao, Xinyi
;
Gao, Wang
;
Niu, Zibo
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014495762
Saved in:
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