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Volatility
376
Volatilität
376
Estimation
136
Schätzung
136
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104
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104
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98
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98
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81
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volatility
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Ma, Feng
7
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6
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5
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5
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4
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4
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4
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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Applied economics
NBER working paper series
687
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
602
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595
Discussion paper series / IZA
585
Finance research letters
530
MPRA Paper
447
International review of financial analysis
413
Journal of banking & finance
397
International review of economics & finance : IREF
371
The journal of futures markets
363
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361
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361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
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322
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302
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290
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288
IZA Discussion Paper
272
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268
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267
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260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
223
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
IMF Staff Country Reports
186
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
176
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
166
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
163
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ECONIS (ZBW)
437
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1
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
2
Does natural gas
volatility
affect Bitcoin
volatility
? : evidence from the HAR-RV model
Omura, Akihiro
;
Cheung, Adrian Wai Kong
;
Su, Jen-je
- In:
Applied economics
56
(
2024
)
4
,
pp. 414-425
Persistent link: https://www.econbiz.de/10014440071
Saved in:
3
The risks of trading on cryptocurrencies : a regime-switching approach based on
volatility
jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Saved in:
4
Modelling and forecasting
volatility
with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
5
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:
6
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:
7
Does ETF activity reduce stock price
volatility
: evidence from the A-share market
Zhao, Xiaokang
;
Ran, Guanghe
;
Shen, Bing
;
Li, Xiaolong
- In:
Applied economics
54
(
2022
)
52
,
pp. 6036-6053
Persistent link: https://www.econbiz.de/10013411340
Saved in:
8
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:
9
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
Saved in:
10
The dynamic
volatility
connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Shaik, Muneer
;
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics
56
(
2024
)
8
,
pp. 880-900
Persistent link: https://www.econbiz.de/10014446216
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