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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Prognoseverfahren"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Wechselkurs
Volatility
615
Volatilität
614
Theorie
184
Theory
184
Estimation
163
Schätzung
163
Börsenkurs
120
Estimation theory
120
Schätztheorie
120
Share price
120
ARCH model
113
ARCH-Modell
113
Stochastic process
113
Stochastischer Prozess
113
Time series analysis
113
Zeitreihenanalyse
113
Capital income
106
Kapitaleinkommen
106
Exchange rate
83
Forecasting model
76
Aktienmarkt
60
Stock market
60
Welt
59
World
59
Market microstructure
47
Marktmikrostruktur
47
Option pricing theory
45
Optionspreistheorie
45
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
USA
39
United States
39
Statistical distribution
37
Statistische Verteilung
37
Financial market
34
Finanzmarkt
34
Stochastic volatility
34
Emerging economies
31
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Article
124
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30
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124
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124
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30
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30
Graue Literatur
9
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9
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English
154
Author
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Bollerslev, Tim
7
Ma, Feng
7
Liang, Chao
5
Patton, Andrew J.
5
Li, Xiafei
4
Wei, Yu
4
Zhou, Hao
4
Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Liang, Hong
3
Adler, Gustavo
2
Barigozzi, Matteo
2
Calvet, Laurent E.
2
Chang, Kyun Suk
2
Chen, Zhonglu
2
Edison, Hali J.
2
Fan, Jianqing
2
Fisher, Adlai
2
Gupta, Rangan
2
Harvey, Andrew C.
2
Kanas, Angelos
2
Kouretas, Georgios P.
2
Lanne, Markku
2
Laurent, Sébastien
2
Marsh, Ian
2
Méndez Morales, Armando
2
Phylaktis, Kate
2
Quaedvlieg, Rogier
2
Ricci, Luca Antonio
2
Salisu, Afees A.
2
Valkanov, Rossen I.
2
Zhang, Yaojie
2
Ahmed, Rizwan
1
Aizenman, Joshua
1
Akbar, Muhammad
1
Alexius, Annika
1
Andreou, Elena
1
Arezki, Rabah
1
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
Energy economics
136
Finance research letters
130
International journal of forecasting
127
Journal of forecasting
116
Applied economics
106
Economic modelling
100
International review of economics & finance : IREF
99
The North American journal of economics and finance : a journal of financial economics studies
98
Journal of international money and finance
94
International review of financial analysis
92
NBER working paper series
75
Journal of international financial markets, institutions & money
73
Journal of empirical finance
69
NBER Working Paper
67
Applied economics letters
65
Journal of banking & finance
64
Working paper / National Bureau of Economic Research, Inc.
59
Working paper
55
Applied financial economics
53
Discussion paper / Tinbergen Institute
47
Research in international business and finance
47
Economics letters
46
CESifo working papers
44
International Journal of Energy Economics and Policy : IJEEP
41
Journal of risk and financial management : JRFM
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
International journal of economics and financial issues : IJEFI
39
The European journal of finance
39
Discussion paper / Centre for Economic Policy Research
38
The journal of futures markets
38
Department of Economics working paper series
37
Quantitative finance
35
Journal of financial economics
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Pacific-Basin finance journal
30
Computational economics
29
Journal of applied econometrics
27
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ECONIS (ZBW)
154
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1
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154
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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
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
3
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
4
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:
5
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:
6
Exchange rate and volatility : a bibliometric review
Flores-Sosa, Martha
;
Avilés-Ochoa, Ezequiel
;
Merigo, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1419-1442
Persistent link: https://www.econbiz.de/10012815082
Saved in:
7
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
8
The effect of the US dollar exchange rate on oil prices : an oil financialization perspective
Wang, Panpan
;
Liu, Xiaoxing
;
Ho, Tsungwu
;
Li, Yishi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10014532662
Saved in:
9
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
Saved in:
10
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
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