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source:"econis"
subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Volatility
Prognoseverfahren
Zeitreihenanalyse
Estimation
250
Schätzung
250
Capital income
79
Kapitaleinkommen
79
Börsenkurs
72
Share price
72
Volatilität
68
Aktienmarkt
62
Stock market
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Welt
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World
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Theorie
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Narayan, Paresh Kumar
8
Sharma, Susan Sunila
3
Bley, Jorg
2
Bouri, Elie
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Grossmann, Axel
2
Hou, Ai Jun
2
Kenourgios, Dimitris
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Westerlund, Joakim
2
Wohar, Mark E.
2
Zaremba, Adam
2
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
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Babalos, Vassilios
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Bilgin, Mehmet Huseyin
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Bohl, Martin T.
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Brzeszczyński, Janusz
1
Bu, Ruijun
1
Buchner, Axel
1
Buncic, Daniel
1
Byrne, Joseph P.
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Journal of international financial markets, institutions & money
Applied economics
256
Economic modelling
226
Energy economics
210
Finance research letters
205
Applied economics letters
190
Journal of econometrics
190
International journal of forecasting
170
International review of economics & finance : IREF
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
International review of financial analysis
150
Journal of banking & finance
149
Working paper
147
Economics letters
141
Journal of empirical finance
138
CESifo working papers
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
136
The North American journal of economics and finance : a journal of financial economics studies
134
Working paper / National Bureau of Economic Research, Inc.
130
Journal of forecasting
125
NBER working paper series
122
Journal of international money and finance
117
NBER Working Paper
117
Discussion paper / Centre for Economic Policy Research
109
Applied financial economics
108
Discussion paper / Tinbergen Institute
107
Research in international business and finance
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of financial economics
83
Journal of applied econometrics
79
Journal of risk and financial management : JRFM
79
The journal of futures markets
79
International journal of finance & economics : IJFE
76
The European journal of finance
71
Econometric reviews
68
Journal of economic dynamics & control
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Pacific-Basin finance journal
63
Macroeconomic dynamics
55
Finance and economics discussion series
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ECONIS (ZBW)
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
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2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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3
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
4
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
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5
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
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6
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
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7
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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8
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
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9
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
10
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
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