//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~subject:"Theory"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theory
Time series analysis
Volatility
729
Volatilität
641
Theorie
187
Estimation
178
Schätzung
178
Forecasting model
176
Prognoseverfahren
176
ARCH model
169
ARCH-Modell
168
Börsenkurs
158
Share price
158
Capital income
152
Kapitaleinkommen
152
USA
120
United States
120
volatility
116
Stock market
109
Aktienmarkt
107
Zeitreihenanalyse
94
Welt
80
World
80
Exchange rate
79
Wechselkurs
76
Risk
49
Risiko
46
Spillover effect
46
Spillover-Effekt
46
GARCH
43
Oil price
43
Ölpreis
42
Stochastic process
41
Stochastischer Prozess
41
Portfolio selection
38
Portfolio-Management
38
Option pricing theory
34
Optionspreistheorie
34
Risikoprämie
33
Risk premium
33
more ...
less ...
Online availability
All
Undetermined
138
Free
3
Type of publication
All
Article
231
Type of publication (narrower categories)
All
Article in journal
231
Aufsatz in Zeitschrift
231
Language
All
English
231
Author
All
Kim, Jong-Min
4
Lucas, André
3
McAleer, Michael
3
Viceira, Luis M.
3
Allen, David E.
2
Arroyo, Javier
2
Bauwens, Luc
2
Bekaert, Geert
2
Bollen, Bernard
2
Catania, Leopoldo
2
Chan, Joshua
2
Clements, Adam
2
Clements, Kenneth W.
2
Cross, Jamie
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Goutte, Stéphane
2
Hwang, Sun Young
2
Jung, Hojin
2
Lan, Yihui
2
Li, Ye
2
Lyócsa, Štefan
2
Ma, Feng
2
Opschoor, Anne
2
Perron, Pierre
2
Poon, Aubrey
2
Qin, Li
2
Rice, Gregory
2
Ruiz, Esther
2
Singh, Abhay Kumar
2
Storti, Giuseppe
2
Sucarrat, Genaro
2
Taylor, Nicholas
2
Tiwari, Aviral Kumar
2
Veronesi, Pietro
2
Wirjanto, Tony S.
2
Wu, Chongfeng
2
Wu, Guojun
2
Xu, Dinghai
2
Xu, Jiawen
2
more ...
less ...
Published in...
All
MPRA Paper
Applied economics
International journal of forecasting
The review of financial studies
Journal of econometrics
188
NBER working paper series
178
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
159
Journal of banking & finance
123
Discussion paper / Tinbergen Institute
115
Energy economics
112
Economic modelling
110
Journal of empirical finance
104
Economics letters
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Finance research letters
95
Discussion paper / Centre for Economic Policy Research
82
International review of financial analysis
81
Working paper
81
International journal of theoretical and applied finance
79
Journal of economic dynamics & control
78
International review of economics & finance : IREF
77
Journal of financial economics
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international money and finance
70
Econometric reviews
68
Journal of forecasting
67
The North American journal of economics and finance : a journal of financial economics studies
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Quantitative finance
61
The European journal of finance
60
Applied economics letters
57
CREATES research paper
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Journal of risk and financial management : JRFM
54
Computational economics
49
Research paper series / Swiss Finance Institute
49
Applied mathematical finance
46
Finance and stochastics
44
The journal of finance : the journal of the American Finance Association
44
The journal of futures markets
44
more ...
less ...
Source
All
ECONIS (ZBW)
231
Showing
1
-
10
of
231
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
4
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
5
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
6
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
8
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
9
Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models
Ma, Yuanyuan
;
Liu, Chenglong
;
Zhang, Jie Tian
;
Liu, Yanze
- In:
Applied economics
55
(
2023
)
43
,
pp. 5013-5032
Persistent link: https://www.econbiz.de/10014334940
Saved in:
10
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->