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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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Kapitaleinkommen
Stock market
Volatility
983
Volatilität
982
Estimation
278
Schätzung
278
Theorie
242
Theory
242
Börsenkurs
234
Share price
234
Capital income
213
ARCH model
210
ARCH-Modell
210
Aktienmarkt
153
Welt
144
World
144
Time series analysis
141
Zeitreihenanalyse
141
Forecasting model
136
Prognoseverfahren
136
Exchange rate
127
Wechselkurs
126
Stochastic process
125
Stochastischer Prozess
125
Estimation theory
123
Schätztheorie
123
Spillover effect
87
Spillover-Effekt
87
Oil price
72
Ölpreis
72
USA
71
United States
71
Option pricing theory
68
Optionspreistheorie
68
China
67
Risk
65
Risiko
64
Financial crisis
53
Finanzkrise
53
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53
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11
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English
315
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Bollerslev, Tim
10
Todorov, Viktor
8
Gupta, Rangan
7
Ma, Feng
7
Andersen, Torben
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Asai, Manabu
4
McAleer, Michael
4
Meddahi, Nour
4
Aït-Sahalia, Yacine
3
Balli, Faruk
3
Brooks, Robert
3
Caporin, Massimiliano
3
Hammoudeh, Shawkat
3
Huang, Dengshi
3
Kumar, Dilip
3
Liang, Chao
3
Lin, Boqiang
3
Lu, Xinjie
3
Renault, Eric
3
Salisu, Afees A.
3
Shephard, Neil G.
3
Urga, Giovanni
3
Wang, Jiqian
3
Wu, Chunchi
3
Xiu, Dacheng
3
Balcilar, Mehmet
2
Banerjee, Anindya
2
Bekaert, Geert
2
Caporale, Guglielmo Maria
2
Chang, Chia-Lin
2
Chen, Chun-nan
2
Chen, Zhonglu
2
Do, Hung Xuan
2
Drakos, Anastassios A.
2
Ghani, Maria
2
Gil-Alaña, Luis A.
2
Ho, Kin-Yip
2
Hueng, C. James
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
International review of economics & finance : IREF
Finance research letters
257
International review of financial analysis
195
Energy economics
160
The North American journal of economics and finance : a journal of financial economics studies
158
Journal of banking & finance
141
Research in international business and finance
132
Applied economics
130
Journal of empirical finance
125
Economic modelling
119
Journal of international financial markets, institutions & money
116
Applied financial economics
111
NBER working paper series
105
Applied economics letters
97
Working paper / National Bureau of Economic Research, Inc.
96
Pacific-Basin finance journal
95
Journal of financial economics
93
Journal of risk and financial management : JRFM
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
NBER Working Paper
77
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
64
The European journal of finance
64
Global finance journal
58
International journal of forecasting
58
Journal of forecasting
54
Journal of international money and finance
54
Economics letters
52
International Journal of Energy Economics and Policy : IJEEP
50
Working paper
49
Investment management and financial innovations
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Cogent economics & finance
46
International journal of economics and finance
46
The journal of futures markets
46
Emerging markets, finance and trade : EMFT
44
Review of quantitative finance and accounting
44
Finance India : the quarterly journal of Indian Institute of Finance
42
Journal of financial markets
42
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ECONIS (ZBW)
315
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
4
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
5
Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis
Syed Mabruk Billah
;
Hadhri, Sinda
;
Balli, Faruk
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 350-371
Persistent link: https://www.econbiz.de/10014535351
Saved in:
6
How the effective reproductive number impacts global stock markets
Kristjanpoller Rodríguez, Werner
;
Michell, Kevin
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1972-1987
Persistent link: https://www.econbiz.de/10014533382
Saved in:
7
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
8
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
9
Crude oil market and Nigerian stocks : an asymmetric information spillover approach
Okorie, David Iheke
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4002-4017
Persistent link: https://www.econbiz.de/10013461304
Saved in:
10
Implications of the overconfidence bias in presence of private information : evidence from MENA stock markets
Boussaidi, Ramzi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3660-3678
Persistent link: https://www.econbiz.de/10013330733
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