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person:"Bahmani-Oskooee, Mohsen"
~accessRights:"restricted"
~person:"Colavecchio, Roberta"
~person:"Todorov, Viktor"
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Search: subject_exact:"Volatility"
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Volatility
56
Volatilität
56
Estimation
37
Schätzung
37
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32
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32
Exchange rate volatility
14
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14
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Bahmani-Oskooee, Mohsen
Colavecchio, Roberta
Todorov, Viktor
Gupta, Rangan
135
Ma, Feng
89
Bouri, Elie
85
Tiwari, Aviral Kumar
57
Hammoudeh, Shawkat
43
Mensi, Walid
42
Zhang, Yaojie
41
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39
Wohar, Mark E.
39
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
36
Pierdzioch, Christian
35
Ji, Qiang
34
Lucey, Brian M.
34
McAleer, Michael
34
Roubaud, David
34
Wei, Yu
34
Balcilar, Mehmet
33
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33
Demirer, Rıza
33
Salisu, Afees A.
28
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27
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27
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25
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25
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24
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24
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24
Gillas, Konstantinos Gkillas
23
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22
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22
Zhu, Huiming
22
Bollerslev, Tim
21
Degiannakis, Stavros
21
Floros, Christos
21
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21
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21
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Journal of econometrics
10
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4
Journal of financial economics
4
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic systems
3
Applied economics quarterly
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ECONIS (ZBW)
56
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
Asymmetric impact of exchange rate volatility on commodity trade between Pakistan and China
Bahmani-Oskooee, Mohsen
;
Usman, Ahmed
;
Ullah, Sana
- In:
Global business review
24
(
2023
)
3
,
pp. 510-534
Persistent link: https://www.econbiz.de/10014366010
Saved in:
6
On the asymmetric effects of exchange rate volatility on the U.S. Bilateral Trade with its 12 South American partners
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
;
Kalu, …
- In:
Economic change & restructuring
56
(
2023
)
2
,
pp. 701-732
Persistent link: https://www.econbiz.de/10014252301
Saved in:
7
Asymmetric effects of exchange rate volatility on trade flows : evidence from G7
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10014227689
Saved in:
8
Exchange rate volatility and commodity trade between U.K. and China : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
The Chinese economy : translations and studies
55
(
2022
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10012821694
Saved in:
9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
10
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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