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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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ARCH model
Capital income
Statistische Verteilung
Volatility
1,150
Volatilität
1,149
Börsenkurs
362
Share price
362
Estimation
301
Schätzung
301
Kapitaleinkommen
300
ARCH-Modell
291
Stock market
253
Aktienmarkt
252
Theorie
250
Theory
250
Forecasting model
185
Prognoseverfahren
185
Welt
169
World
169
Time series analysis
157
Zeitreihenanalyse
157
Stochastic process
142
Stochastischer Prozess
142
Estimation theory
131
Schätztheorie
131
Risk
121
Risiko
118
Spillover effect
99
Spillover-Effekt
99
Exchange rate
96
Wechselkurs
96
Option pricing theory
91
Optionspreistheorie
91
Coronavirus
84
USA
83
United States
83
Portfolio selection
79
Portfolio-Management
79
China
78
Financial crisis
77
Finanzkrise
77
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Article
514
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1
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Article in journal
515
Aufsatz in Zeitschrift
515
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1
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1
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1
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English
515
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Bollerslev, Tim
10
Todorov, Viktor
9
Bouri, Elie
8
Meddahi, Nour
7
Molnár, Peter
7
Gupta, Rangan
6
Lucey, Brian M.
6
Xiu, Dacheng
6
Andersen, Torben
5
Lyócsa, Štefan
5
Ma, Feng
5
McAleer, Michael
5
McMillan, David G.
5
Mykland, Per A.
5
Tiwari, Aviral Kumar
5
Brzeszczyński, Janusz
4
Chang, Chia-Lin
4
Corbet, Shaen
4
Francq, Christian
4
Fung, Hung-gay
4
Gillas, Konstantinos Gkillas
4
Lau, Chi Keung
4
Li, Yan
4
Luo, Xingguo
4
Renault, Eric
4
Roubaud, David
4
Shahzad, Syed Jawad Hussain
4
Tauchen, George Eugene
4
Wu, Xinyu
4
Xie, Haibin
4
Zakoïan, Jean-Michel
4
Zaremba, Adam
4
Zhong, Juandan
4
Asai, Manabu
3
Aït-Sahalia, Yacine
3
Caporale, Guglielmo Maria
3
Filis, George
3
Gil-Alaña, Luis A.
3
Gonçalves, Sílvia
3
Gozgor, Giray
3
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Finance research letters
Journal of international financial markets, institutions & money
Energy economics
282
International review of financial analysis
202
International review of economics & finance : IREF
173
Journal of empirical finance
161
Applied economics
158
The North American journal of economics and finance : a journal of financial economics studies
158
Economic modelling
155
Journal of banking & finance
152
Research in international business and finance
141
Applied financial economics
127
Journal of risk and financial management : JRFM
104
Applied economics letters
100
International journal of forecasting
90
Journal of financial economics
87
Economics letters
85
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
Pacific-Basin finance journal
81
NBER working paper series
80
Discussion paper / Tinbergen Institute
76
Journal of forecasting
75
The European journal of finance
75
The journal of futures markets
75
Working paper
73
International Journal of Energy Economics and Policy : IJEEP
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Working paper / National Bureau of Economic Research, Inc.
69
International journal of finance & economics : IJFE
67
NBER Working Paper
62
Journal of international money and finance
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
Review of quantitative finance and accounting
51
Econometric Institute research papers
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of economics and finance
47
Quantitative finance
47
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ECONIS (ZBW)
515
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515
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1
Do natural disasters affect stock price crash risk? : evidence from emerging markets
Zhao, Rui
;
Zhang, Dayong
;
Guo, Mengmeng
- In:
Journal of international financial markets, …
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014583903
Saved in:
2
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
3
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Ma, Feng
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
Saved in:
4
Heterogeneous impacts of multiple climate policies on the Chinese stock market
Chen, Deyang
;
Zeng, Zheyu
;
Chen, Yunyue
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490182
Saved in:
5
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
6
From cryptos to consciousness : dynamics of return and volatility spillover between green cryptocurrencies and G7 markets
Ali, Shoaib
;
Naveed, Muhammad
;
Yousaf, Imran
;
Khattak, …
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490395
Saved in:
7
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Saved in:
8
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
9
Uncertainties and oil price volatility : can lasso help?
Li, Xinyu
;
Wu, Meng
;
Yuan, Luqi
;
Xiao, Meng
;
Zhong, Ronghao
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490629
Saved in:
10
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
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