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isPartOf:"MPRA Paper"
~isPartOf:"CESifo working papers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Balcilar, Mehmet"
~person:"Chang, Chia-Lin"
~subject:"Schätzung"
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Search: subject_exact:"Volatility"
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Schätzung
Volatility
8
Volatilität
8
ARCH model
4
ARCH-Modell
4
Estimation
4
Exchange rate
3
Spillover effect
3
Spillover-Effekt
3
Wechselkurs
3
Börsenkurs
2
Capital income
2
Credit derivative
2
Financial crisis
2
Finanzkrise
2
Kapitaleinkommen
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Kreditderivat
2
Oil price
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Options
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Risk
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Risk management
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Share price
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Size effects
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USA
2
United States
2
Welt
2
World
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Ölpreis
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12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Aktienmarkt
1
Anleihe
1
Ansteckungseffekt
1
Asymmetry
1
BEKK
1
Betriebsgröße
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Bibliometrics
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Balcilar, Mehmet
Chang, Chia-Lin
Caporale, Guglielmo Maria
9
Gupta, Rangan
7
Pierdzioch, Christian
6
Zhu, Huiming
5
Cheung, Yin-Wong
4
Fujii, Eiji
4
Gil-Alaña, Luis A.
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Pesaran, M. Hashem
4
Spagnolo, Nicola
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Belke, Ansgar
2
Buch, Claudia M.
2
Dai, Zhifeng
2
Freyberger, Joachim
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kočenda, Evžen
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Lyócsa, Štefan
2
McAleer, Michael
2
Neuhierl, Andreas
2
Nonejad, Nima
2
Pesaran, Bahram
2
Plastun, Alex
2
Rault, Christophe
2
Risse, Marian
2
Weber, Michael
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
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MPRA Paper
CESifo working papers
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
8
International review of economics & finance : IREF
4
Applied economics
3
Working paper
3
Department of Economics working paper series
1
Discussion paper / Tinbergen Institute
1
Economic modelling
1
Empirica : journal of european economics
1
Energy economics
1
Finance research letters
1
International economics and economic policy : IEEP
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
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Open economies review
1
Research in international business and finance
1
Risks : open access journal
1
The European journal of finance
1
The Korean economic review
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
2
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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