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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:"Stock market"
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Search: subject_exact:"Volatility"
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Stock market
Volatility
983
Volatilität
982
Estimation
278
Schätzung
278
Theorie
242
Theory
242
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234
Share price
234
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213
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Ma, Feng
7
Gupta, Rangan
4
Hammoudeh, Shawkat
3
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3
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Lu, Xinjie
3
Salisu, Afees A.
3
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2
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2
Bollerslev, Tim
2
Brooks, Robert
2
Chen, Zhonglu
2
Do, Hung Xuan
2
Drakos, Anastassios A.
2
Ghani, Maria
2
Jin, Xiaoye
2
Kang, Sang Hoon
2
Kouretas, Georgios P.
2
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2
Pierdzioch, Christian
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1
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1
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1
Albrecht, Peter
1
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1
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1
An, Haizhong
1
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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
163
International review of financial analysis
119
Energy economics
104
The North American journal of economics and finance : a journal of financial economics studies
99
Research in international business and finance
87
Applied economics
81
Journal of international financial markets, institutions & money
75
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72
Pacific-Basin finance journal
66
Applied financial economics
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Applied economics letters
57
Journal of risk and financial management : JRFM
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
NBER working paper series
49
Journal of banking & finance
48
Journal of empirical finance
47
Global finance journal
44
Working paper / National Bureau of Economic Research, Inc.
44
Emerging markets, finance and trade : EMFT
35
Finance India : the quarterly journal of Indian Institute of Finance
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International Journal of Energy Economics and Policy : IJEEP
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NBER Working Paper
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International journal of economics and finance
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Emerging markets review
30
Cogent economics & finance
29
Investment management and financial innovations
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Journal of international money and finance
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International journal of economics and financial issues : IJEFI
28
Economics letters
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The European journal of finance
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Journal of forecasting
25
Review of quantitative finance and accounting
25
International journal of emerging markets
24
CESifo working papers
23
Department of Economics working paper series
23
Discussion paper / Centre for Economic Policy Research
23
Journal of emerging market finance
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ECONIS (ZBW)
153
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81
Black swan events in China's stock markets : intraday price behaviors on days of volatility
Lin, Wen-Yuan
;
Tsai, I-Chun
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 395-411
Persistent link: https://www.econbiz.de/10012202930
Saved in:
82
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
83
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
84
The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis
Chen, Qiang
;
Gong, Yuting
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 102-121
Persistent link: https://www.econbiz.de/10012322288
Saved in:
85
The information content of realized volatility of sector indices in China’s stock market
Lin, Tiantian
;
Liu, Dehong
;
Zhang, Lili
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 625-640
Persistent link: https://www.econbiz.de/10012372895
Saved in:
86
Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai
;
Yang, Sheng-Yung
;
Marsh, Terry Alan
;
Chen, …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
Saved in:
87
The effect of conflict on Palestine, Israel, and Jordan stock markets
Hassouneh, Islam
;
Couleau, Anabelle
;
Serra, Teresa
; …
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 258-266
Persistent link: https://www.econbiz.de/10012033694
Saved in:
88
Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets
Kutan, Ali Mustafa
;
Shi, Yukun
;
Wei, Mingzhe
;
Zhao, Yang
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10012033854
Saved in:
89
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
90
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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