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~isPartOf:"Applied economics"
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Volatilität
1,166
Volatility
1,165
Theorie
343
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343
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308
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308
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281
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Bollerslev, Tim
28
Andersen, Torben
27
Aït-Sahalia, Yacine
19
Todorov, Viktor
19
Aizenman, Joshua
16
Tauchen, George Eugene
16
Diebold, Francis X.
14
Bekaert, Geert
12
McAleer, Michael
11
Engle, Robert F.
8
Ghysels, Eric
8
Meddahi, Nour
8
Mykland, Per A.
8
Schwert, George William
8
Xiu, Dacheng
8
Edwards, Sebastian
7
Li, Jia
7
Ma, Feng
7
Patton, Andrew J.
7
Bansal, Ravi
6
Caballero, Ricardo J.
6
Calvet, Laurent E.
6
Campbell, John Y.
6
Cavaliere, Giuseppe
6
Davis, Steven J.
6
Fernández-Villaverde, Jesús
6
Gallant, A. Ronald
6
Itō, Takatoshi
6
Kim, Donggyu
6
Li, Yingying
6
Rose, Andrew
6
Rubio-Ramírez, Juan Francisco
6
Shephard, Neil G.
6
Zhang, Yaojie
6
Ang, Andrew
5
Asai, Manabu
5
Bloom, Nicholas
5
Engel, Charles
5
Fisher, Adlai
5
Giglio, Stefano
5
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
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Energy economics
642
Finance research letters
590
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419
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375
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368
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341
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324
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265
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255
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255
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246
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245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
MPRA Paper
171
CESifo working papers
170
The European journal of finance
160
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
149
IMF working papers
148
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
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ECONIS (ZBW)
1,167
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21
Impact of policy uncertainty on gold price in India : evidence from multi commodity exchange (MCX) India and World Gold Council prices
Shaikh, Imlak
;
Vallabh, Priyanka
- In:
Applied economics
56
(
2024
)
32
,
pp. 3837-3855
Persistent link: https://www.econbiz.de/10014529076
Saved in:
22
Income inequality and the volatility of stock prices
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Applied economics
53
(
2021
)
38
,
pp. 4404-4416
Persistent link: https://www.econbiz.de/10012609815
Saved in:
23
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
24
Conventional and Islamic stock market liquidity and volatility during COVID 19
Jawadi, Fredj
;
Cheffou, Abdoulkarim Idi
;
Jawadi, Nabila
; …
- In:
Applied economics
53
(
2021
)
60
,
pp. 6944-6963
Persistent link: https://www.econbiz.de/10012697985
Saved in:
25
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
26
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
27
Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty
Liu, Zhenhua
;
Zhu, Tingting
;
Duan, Zhaoping
;
Xuan, Shanqi
; …
- In:
Applied economics
55
(
2023
)
9
,
pp. 963-989
Persistent link: https://www.econbiz.de/10013498965
Saved in:
28
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
29
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
30
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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