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93
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56
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53
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35
Ma, Feng
32
Baumeister, Christiane
31
Caporale, Guglielmo Maria
28
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27
Mohaddes, Kamiar
26
Salisu, Afees A.
26
Diebold, Francis X.
25
Wang, Yudong
25
Kilian, Lutz
24
Tiwari, Aviral Kumar
24
Hammoudeh, Shawkat
23
Ji, Qiang
23
Aizenman, Joshua
22
Lucey, Brian M.
22
Wohar, Mark E.
22
Zaremba, Adam
22
Wei, Yu
21
Vespignani, Joaquin
20
Zhang, Yaojie
20
Bloom, Nicholas
19
Corbet, Shaen
19
Kang, Sang Hoon
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Levchenko, Andrei A.
19
Raissi, Mehdi
19
Barro, Robert J.
18
Bekaert, Geert
18
Frankel, Jeffrey A.
18
Hamilton, James D.
18
Mensi, Walid
18
Prokopczuk, Marcel
18
Rose, Andrew
18
Xuan Vinh Vo
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Yılmaz, Kamil
17
Gabauer, David
16
Liang, Chao
16
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Energy economics
263
Finance research letters
149
International review of economics & finance : IREF
92
Journal of international money and finance
91
International review of financial analysis
85
NBER working paper series
84
International journal of forecasting
82
Applied economics
78
NBER Working Paper
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Research in international business and finance
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International Journal of Energy Economics and Policy : IJEEP
64
The North American journal of economics and finance : a journal of financial economics studies
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58
Journal of banking & finance
53
Applied economics letters
52
Journal of international financial markets, institutions & money
52
IMF working papers
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CESifo working papers
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Economics letters
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Journal of forecasting
41
International journal of finance & economics : IJFE
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The journal of futures markets
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Technological forecasting & social change : an international journal
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Journal of empirical finance
32
Journal of risk and financial management : JRFM
29
Pacific-Basin finance journal
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Discussion papers / CEPR
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CAMA working paper series
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Department of Economics working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
6,694
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1
The relationships between foreign exchange
volatility
skew and jump risk
Chia Rui Ming Daryl
- In:
International journal of economics and finance
6
(
2014
)
6
,
pp. 70-83
Persistent link: https://www.econbiz.de/10010370842
Saved in:
2
Average skewness in global equity markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
Saved in:
3
Forecasting
volatility
in global food commodity prices
Onour, Ibrahim A.
;
Sergi, Bruno S.
-
2011
Persistent link: https://www.econbiz.de/10009412851
Saved in:
4
Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional
Volatility
: International Evidence
Degiannakis, Stavros Antonios
-
2018
forecasting horizons. Therefore, a long memory
volatility
model compared to a short memory GARCH model does not appear to improve …
Persistent link: https://www.econbiz.de/10012910119
Saved in:
5
Forecasting realized
volatility
of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
6
The importance of time‐varying
volatility
and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
7
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
8
Density forecasting using Bayesian global vector autoregressions with stochastic
volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
9
Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
10
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
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