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~accessRights:"free"
~isPartOf:"CAMA working paper series"
~subject:"VAR"
~subject:"Volatility"
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VAR
Volatility
volatility
85
Volatilität
78
Estimation
27
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27
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24
Stochastic process
24
Stochastischer Prozess
24
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21
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Chan, Joshua
13
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6
Vespignani, Joaquin
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Crato, Nuno
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Masih, Mansur
5
Onour, Ibrahim
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Sinha, Pankaj
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Bao Hoang Nguyen
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Castelnuovo, Efrem
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Jamasb, Tooraj
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Stefanescu, Razvan
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416
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197
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173
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RePEc
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ECONIS (ZBW)
78
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1
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús
;
Yu, Yang
;
Zanetti, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014520409
Saved in:
2
Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan
;
Do, Hung Xuan
;
Nepal, Rabindra
;
Jamasb, Tooraj
-
2023
Persistent link: https://www.econbiz.de/10014431997
Saved in:
3
COVID-19, mobility restriction policies and stock market volatility : a cross-country empirical study
Ahadzie, Richard Mawulawoea
;
Daugaard, Daniel
;
Kangogo, …
-
2023
Persistent link: https://www.econbiz.de/10014432208
Saved in:
4
The currency composition of Asia's international investments
Halili, Paulo Rodelio
;
Mercado, Rogelio V. <Jr.>
-
2023
Persistent link: https://www.econbiz.de/10014266781
Saved in:
5
Oil prices uncertainty, endogenous regime switching, and inflation anchoring
Chang, Yoosoon
;
Herrera, Ana María
;
Pesavento, Elena
-
2023
Persistent link: https://www.econbiz.de/10014266815
Saved in:
6
Electricity market integration, decarbonisation and security of supply : dynamic volatility connectedness in the Irish and Great Britain markets
Do, Hung
;
Nepal, Rabindra
;
Jamasb, Tooraj
-
2020
Persistent link: https://www.econbiz.de/10012225180
Saved in:
7
Commodity price uncertainty comovement: Does it matter for global economic growth?
Ferrara, Laurent
;
Karadimitropoulou, Aikaterini
; …
-
2022
Persistent link: https://www.econbiz.de/10012878891
Saved in:
8
Return and volatility spillovers between Chinese and U.S. clean energy related stocks
Janda, Karel
;
Krištoufek, Ladislav
;
Zhang, Binyi
-
2022
Persistent link: https://www.econbiz.de/10013173326
Saved in:
9
Risk transmission between green markets and commodities
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Jamasb, Tooraj
; …
-
2022
Persistent link: https://www.econbiz.de/10013173335
Saved in:
10
Sectoral uncertainty
Castelnuovo, Efrem
;
Tuzcuoglu, Kerem
;
Uzeda, Luis
-
2022
Persistent link: https://www.econbiz.de/10013478702
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