//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~person:"Caporale, Guglielmo Maria"
~person:"Lau, Chi Keung"
~subject:"Capital income"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Statistische Verteilung
Volatility
7
Volatilität
7
ARCH model
5
ARCH-Modell
5
Kapitaleinkommen
4
Aktienmarkt
3
Stock market
3
Börsenkurs
2
Estimation
2
Forecasting model
2
Fractional integration
2
Long memory
2
Persistence
2
Prognoseverfahren
2
Schätzung
2
Share price
2
Spillover effect
2
Spillover-Effekt
2
Time series analysis
2
Volatility spillovers
2
Zeitreihenanalyse
2
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Asia
1
Asian markets
1
Asien
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Baidu-Index
1
Behavioural finance
1
China
1
Cointegration
1
Copula-quantile causality
1
Cryptocurrency
1
Emerging economies
1
Emerging markets
1
Exchange rate
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Caporale, Guglielmo Maria
Lau, Chi Keung
Bollerslev, Tim
9
Todorov, Viktor
9
Gupta, Rangan
6
Meddahi, Nour
6
Andersen, Torben
5
Mykland, Per A.
5
Bouri, Elie
4
Molnár, Peter
4
Renault, Eric
4
Tauchen, George Eugene
4
Wu, Xinyu
4
Xiu, Dacheng
4
Zaremba, Adam
4
Aït-Sahalia, Yacine
3
Gil-Alaña, Luis A.
3
Li, Jia
3
McAleer, Michael
3
Pierdzioch, Christian
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Shen, Dehua
3
Shephard, Neil G.
3
Swanson, Norman R.
3
Tiwari, Aviral Kumar
3
Abakah, Emmanuel Joel Aikins
2
Asai, Manabu
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brzeszczyński, Janusz
2
Będowska-Sójka, Barbara
2
Chang, Chia-Lin
2
Chiang, Thomas C.
2
Corbet, Shaen
2
Corradi, Valentina
2
Gillas, Konstantinos Gkillas
2
Jiang, Yuexiang
2
Klein, Tony
2
Li, Yingying
2
more ...
less ...
Published in...
All
Journal of econometrics
Finance research letters
CESifo working papers
11
Economics and finance working paper series
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
International review of financial analysis
5
DIW Berlin Discussion Paper
4
CESifo Working Paper Series
3
Journal of applied economics
2
Research in international business and finance
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
CESifo Working Paper
1
China economic review : an international journal
1
Discussion paper / Centre for Economic Forecasting
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
International journal of finance & economics : IJFE
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of Baidu Index sentiment on the volatility of China's stock markets
Fang, Jianchun
;
Gozgor, Giray
;
Lau, Chi Keung
;
Lu, Zhou
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430747
Saved in:
2
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
3
Trading volume and the predictability of return and volatility in the cryptocurrency market
Bouri, Elie
;
Lau, Chi Keung
;
Lucey, Brian M.
;
Roubaud, David
- In:
Finance research letters
29
(
2019
),
pp. 340-346
Persistent link: https://www.econbiz.de/10012419202
Saved in:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->