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~subject:"Volatility"
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Volatility
Theorie
1,510
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Estimation
553
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283
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281
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203
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Kim, Jong-Min
4
Tiwari, Aviral Kumar
3
Yoon, Seong-min
3
Bollen, Bernard
2
Clements, Kenneth W.
2
Dempsey, Michael
2
Elyasiani, Elyas
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1
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Applied economics
Journal of econometrics
264
NBER working paper series
239
Journal of banking & finance
213
NBER Working Paper
212
International journal of theoretical and applied finance
211
Working paper / National Bureau of Economic Research, Inc.
203
Finance research letters
171
Quantitative finance
157
Journal of empirical finance
135
Economics letters
131
Economic modelling
129
Discussion paper / Tinbergen Institute
124
The journal of futures markets
122
Energy economics
118
Journal of economic dynamics & control
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of financial economics
116
International review of financial analysis
114
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114
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107
Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
97
International journal of forecasting
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87
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85
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84
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78
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75
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The journal of computational finance
74
The review of financial studies
73
Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Applied economics letters
69
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ECONIS (ZBW)
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
Saved in:
3
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
4
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
5
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
6
Effects of Covid-19 on the BIST 100 network structure
Şükrüoğlu, Deniz
- In:
Applied economics
54
(
2022
)
52
,
pp. 5991-6007
Persistent link: https://www.econbiz.de/10013411335
Saved in:
7
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
8
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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9
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
10
Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge
;
Chuliá, Helena
- In:
Applied economics
53
(
2021
)
35
,
pp. 4100-4117
Persistent link: https://www.econbiz.de/10012589560
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