//--> //--> //--> //-->
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 financial economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Derivatives"
~subject:"Periodogram"
~subject:"Volatility"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Derivatives
Periodogram
Volatility
Volatilität
783
Estimation
251
Schätzung
251
Capital income
228
Kapitaleinkommen
228
Börsenkurs
211
Share price
211
ARCH model
187
ARCH-Modell
186
Stock market
163
Theorie
162
Theory
162
Aktienmarkt
161
Forecasting model
120
Prognoseverfahren
120
USA
110
United States
110
Time series analysis
97
Zeitreihenanalyse
97
Welt
96
World
96
Exchange rate
89
volatility
87
Wechselkurs
85
Stochastic process
82
Stochastischer Prozess
82
Spillover effect
76
Spillover-Effekt
76
China
66
Risk
57
Risiko
54
Aktienindex
53
Oil price
53
Stock index
53
Ölpreis
52
Financial crisis
50
Finanzkrise
50
Estimation theory
49
Schätztheorie
49
more ...
less ...
Online availability
All
Undetermined
341
Free
101
Type of publication
All
Article
782
Book / Working Paper
90
Type of publication (narrower categories)
All
Article in journal
783
Aufsatz in Zeitschrift
783
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Reprint
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
783
Undetermined
89
Author
All
McMillan, David G.
9
Gupta, Rangan
8
Ma, Feng
7
Arize, Augustine Chuck
5
Brooks, Robert
5
Caiado, Jorge
5
Crato, Nuno
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Li, Wai Keung
5
Malik, Farooq
5
Masih, Mansur
5
McAleer, Michael
5
Mensi, Walid
5
Onour, Ibrahim
5
Sinha, Pankaj
5
Speight, Alan E. H.
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Abakah, Emmanuel Joel Aikins
4
Antonakakis, Nikolaos
4
Asai, Manabu
4
Bouri, Elie
4
Caporin, Massimiliano
4
Chelley-Steeley, Patricia L.
4
Liang, Chao
4
Lucas, André
4
Wu, Chunchi
4
Yin, Libo
4
Balcilar, Mehmet
3
Balli, Faruk
3
Camilleri, Silvio John
3
Chan, Joshua
3
Chen, Jinyu
3
Chen, Wang
3
Corredor, Pilar
3
Corsi, Fulvio
3
Cuñado Eizaguirre, Juncal
3
Dumitriu, Ramona
3
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
89
Published in...
All
MPRA Paper
Applied financial economics
International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
610
Finance research letters
572
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
378
Journal of banking & finance
375
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Journal of empirical finance
265
Applied economics letters
261
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Journal of international financial markets, institutions & money
239
Discussion paper / Centre for Economic Policy Research
238
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
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
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
118
more ...
less ...
Source
All
ECONIS (ZBW)
783
RePEc
89
Showing
1
-
10
of
872
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1054-1072
Persistent link: https://www.econbiz.de/10014446544
Saved in:
3
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
4
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
5
Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis
Syed Mabruk Billah
;
Hadhri, Sinda
;
Balli, Faruk
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 350-371
Persistent link: https://www.econbiz.de/10014535351
Saved in:
6
Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 302-315
Persistent link: https://www.econbiz.de/10014534898
Saved in:
7
Fiscal policy volatility and growth in emerging markets and developing economies
Marioli, Francisco Arroyo
;
Fatás, Antonio
;
Vasishtha, …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 758-777
Persistent link: https://www.econbiz.de/10014535037
Saved in:
8
Bond market spillover networks of ASEAN-4 markets : is the global pandemic different?
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
;
Park, Donghyun
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1028-1044
Persistent link: https://www.econbiz.de/10014535068
Saved in:
9
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
10
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
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...
//-->