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accessRights:"restricted"
subject:"Theory"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Theory
Time series analysis
Volatility
Estimation
487
Schätzung
487
Capital income
140
Kapitaleinkommen
140
Volatilität
126
Börsenkurs
114
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114
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103
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Aufsatz in Zeitschrift
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218
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218
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Gupta, Rangan
6
Bouri, Elie
4
Gil-Alaña, Luis A.
4
Xuan Vinh Vo
4
Balcilar, Mehmet
3
Boughrara, Adel
3
Brooks, Robert
3
Kang, Sang Hoon
3
Kumar, Dilip
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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2
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2
Do, Hung Xuan
2
Feng, Jiabao
2
Gao, Bin
2
Goodell, John W.
2
Han, Liyan
2
Huang, Dengshi
2
Kim, Sŏng-hyŏn
2
Lucey, Brian M.
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
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Roubaud, David
2
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2
Salisu, Afees A.
2
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2
Sosvilla-Rivero, Simón
2
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2
Wang, Yudong
2
Xie, Zixiong
2
Xu, Weiju
2
Zargar, Faisal Nazir
2
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2
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International review of economics & finance : IREF
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Economic modelling
211
Applied economics
188
Energy economics
181
Finance research letters
176
Economics letters
149
Journal of econometrics
144
Applied economics letters
128
The North American journal of economics and finance : a journal of financial economics studies
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
International review of financial analysis
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of economic dynamics & control
93
Journal of empirical finance
90
Journal of banking & finance
87
Journal of international money and finance
86
International journal of forecasting
82
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79
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72
Journal of international financial markets, institutions & money
71
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70
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56
International journal of finance & economics : IJFE
52
Management science : journal of the Institute for Operations Research and the Management Sciences
50
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47
Econometric reviews
46
European economic review : EER
44
Empirical economics : a quarterly journal of the Institute for Advanced Studies
43
The European journal of finance
43
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40
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39
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38
Pacific-Basin finance journal
38
International journal of economics and finance
36
Journal of applied econometrics
36
Journal of international economics
36
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34
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
218
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1
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
2
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
3
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
Saved in:
4
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
5
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
Saved in:
8
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
9
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
10
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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