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isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~language:"eng"
~source:"econis"
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Search: subject_exact:"Volatility"
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Volatility
576
Volatilität
574
Estimation
170
Schätzung
170
ARCH model
157
ARCH-Modell
157
Börsenkurs
153
Share price
153
Capital income
148
Kapitaleinkommen
148
Theorie
147
Theory
147
Time series analysis
121
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121
Estimation theory
119
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119
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110
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110
Aktienmarkt
99
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99
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68
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62
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62
Spillover effect
54
Spillover-Effekt
54
Market microstructure
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Marktmikrostruktur
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Option pricing theory
43
Optionspreistheorie
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Nichtparametrisches Verfahren
41
Nonparametric statistics
41
USA
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36
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36
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36
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Article
574
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575
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575
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2
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2
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Chevallier, Julien
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Gupta, Rangan
5
Hallin, Marc
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Aboura, Sofiane
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Ji, Qiang
4
Lau, Chi Keung
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Tiwari, Aviral Kumar
4
Umar, Zaghum
4
Vortelinos, Dimitrios I.
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Research in international business and finance
Energy economics
610
Finance research letters
572
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
379
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Economics letters
246
Working paper
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
170
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
120
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ECONIS (ZBW)
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1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang
;
Lang, Chunlin
;
Corbet, Shaen
;
Wang, Junchuan
- In:
Research in international business and finance
68
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
Saved in:
3
Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?
Bongiovanni, Alessio
;
Fiandrino, Simona
- In:
Research in international business and finance
68
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451852
Saved in:
4
ESG news, stock volatility and tactical disclosure
De Vincentiis, Paola
- In:
Research in international business and finance
68
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014451859
Saved in:
5
Determinants of deposits volatility : the case of the microfinance sector in Gabon
Keddad, Benjamin
;
Obiang, Jean Robert Obiang
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014451501
Saved in:
6
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
7
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
8
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
9
Global economic policy uncertainty and the stability of cryptocurrency returns : the role of liquidity volatility
Zhang, Pengcheng
;
Kong, Deli
;
Xu, Kunpeng
;
Qi, Jiayin
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014451561
Saved in:
10
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
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