//--> //--> //--> //-->
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
source:"repec"
~subject:"Natural resources"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Natural resources
VOLATILITY
volatility
1,163
Volatility
1,017
GARCH
155
growth
59
exchange rates
45
risk
43
Growth
42
EGARCH
36
liquidity
35
GARCH models
32
ARCH
31
Risk
30
Risk and Uncertainty
28
Inflation
27
stock returns
27
Demand and Price Analysis
26
exchange rate
26
Forecasting
25
Liquidity
25
emerging markets
25
inflation
25
stock markets
25
trade
25
persistence
24
risk management
24
Stock returns
23
financial markets
23
monetary policy
23
forecasting
22
Econophysics
21
economic growth
21
financial crisis
21
volatilité
21
GARCH model
20
shocks
20
Trading volume
19
asymmetry
19
business cycles
19
Correlation
18
more ...
less ...
Online availability
All
Undetermined
8
Free
6
Type of publication
All
Article
12
Book / Working Paper
11
Language
All
Undetermined
22
English
1
Author
All
Lorenzo, F.
2
Wills, Samuel
2
Avouyi-Dovi, S.
1
Brailsford, T. J.
1
Brailsford, Timothy J.
1
Crosby, Mark
1
Gallo, G.M.
1
Garcia, R.
1
Heaney, Richard
1
Hooper, Vince
1
Isakov, D.
1
Jondeau, E.
1
Kamil, H.
1
Luger, R.
1
Maheswaran, K.
1
McKenzie, M.
1
Mehra, R.
1
Michell, H.
1
Pacini, B.
1
Perignon, C.
1
Pitt, M.K.
1
Renault, E.
1
Ruiz, E.
1
Sah, R.
1
Sault, Stephen
1
Sault, Stephen J.
1
Walker, S.G.
1
Walsh, David M.
1
van der Ploeg, Frederick
1
АЛЕКСЕЕВИЧ, ТЕТИН ИЛЬЯ
1
ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН
1
ГЕОРГИЕВИЧ, КАПРАЛИН СТАНИСЛАВ
1
ЕВЛАХОВА Ю. С.
1
more ...
less ...
Institution
All
Banque de France
1
Department of Economics, European University Institute
1
Department of Economics, Oxford University
1
Department of Economics, University of Warwick
1
Geneva School of Economics and Management, Université de Genève
1
Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics
1
School of Economics, Finance and Marketing, RMIT University
1
more ...
less ...
Published in...
All
Australian Journal of Management
7
Вестник Томского государственного университета. Экономика
2
Banque de France - Direction Generale des Etudes
1
Ecole des Hautes Etudes Commerciales, Universite de Geneve-
1
Economics Series Working Papers / Department of Economics, Oxford University
1
Economics Working Papers / Department of Economics, European University Institute
1
International Review of Environmental and Resource Economics
1
Melbourne - Centre in Finance
1
OxCarre Working Papers
1
The Warwick Economics Research Paper Series (TWERPS)
1
Известия Тульского государственного университета. Экономические и юридические науки
1
Проблемы современной экономики
1
more ...
less ...
Source
All
RePEc
ECONIS (ZBW)
27
BASE
21
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Seven Principles for Managing Resource Wealth
Wills, Samuel
-
Department of Economics, Oxford University
-
2015
This paper studies how capital-scarce countries should manage volatile resource income. Existing literature recommends that capital-scarce countries invest domestically, but that volatile resource income should be saved in a foreign sovereign wealth fund. I reconcile these by combining a...
Persistent link: https://www.econbiz.de/10011164423
Saved in:
2
ПРИСУТСТВИЕ ЦИКЛОВ АНДЕРРАЙТИНГА В РОССИИ
АЛЕКСЕЕВИЧ, ТЕТИН ИЛЬЯ
- In:
Вестник Томского …
(
2014
)
3
,
pp. 114-124
В статье дан анализ наличия циклов андеррайтинга на российском страховом рынке. Проводится исследование колебания убыточности на нескольких линиях бизнеса....
Persistent link: https://www.econbiz.de/10011269887
Saved in:
3
СТАНДАРТЫ ДОЛЖНИКА
ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН
- In:
Известия Тульского …
(
2014
)
3
,
pp. 325-331
Рассмотрены проблемы денежно кредитного регулирования, реализуемого в нашей стране, Выявлено ряд очень специфических фактов размещения резервов при наличии...
Persistent link: https://www.econbiz.de/10011228950
Saved in:
4
ДИФФЕРЕНЦИАЦИЯ ВЗГЛЯДОВ НА ДЕФИНИЦИИ «РИСК» И «НЕОПРЕДЕЛЕННОСТЬ»
ГЕОРГИЕВИЧ, КАПРАЛИН СТАНИСЛАВ
- In:
Вестник Томского …
(
2013
)
3
,
pp. 33-39
В данной статье автор раскрывает и анализирует основные понятия и сущность таких терминов, как «риск» и «неопределенность». Рассмотрены дефиниции риска и...
Persistent link: https://www.econbiz.de/10011237244
Saved in:
5
МАКРОЭКОНОМИЧЕСКИЕ ФАКТОРЫ ВЛИЯНИЯ НА ДИНАМИКУ РОССИЙСКОГО РЫНКА АКЦИЙ И ИНСТРУМЕНТЫ ГОСУДАРСТВЕННОГО РЕГУЛИРОВАНИЯ...
ЕВЛАХОВА Ю. С.
- In:
Проблемы современной экономики
(
2013
)
3
,
pp. 50-55
В статье рассматриваются вопросы классификации макроэкономических факторов влияния на российский рынок акций, приводятся исследования по оценке значимости...
Persistent link: https://www.econbiz.de/10011238719
Saved in:
6
Seven Principles for Managing Resource Wealth
Wills, Samuel
-
Oxford Centre for the Analysis of Resource-Rich …
-
2015
This paper studies how capital-scarce countries should manage volatile resource income. Existing literature recommends that capital-scarce countries invest domestically, but that volatile resource income should be saved in a foreign sovereign wealth fund. I reconcile these by combining a...
Persistent link: https://www.econbiz.de/10011276414
Saved in:
7
Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models.
Pitt, M.K.
;
Walker, S.G.
-
Department of Economics, University of Warwick
-
2001
In this paper, we provide a method for modeling stationary time series. We allow the family of marginal densities for the observations to be specified. Our approach is to construct the model with a specified marginal family and build the dependence structure around it. We show that the resulting...
Persistent link: https://www.econbiz.de/10005748231
Saved in:
8
Global Crises and Developing Countries: Financial, Environmental, Resource and Food Perspectives
van der Ploeg, Frederick
- In:
International Review of Environmental and Resource Economics
3
(
2009
)
2
,
pp. 119-160
The global financial crisis has potentially many adverse effects on the developing world: falls in exports of goods and services to the OECD, dramatic falls in commodity prices and resource exports, and falls in remittances. Many of the poorer countries are heavily specialized and dependent on...
Persistent link: https://www.econbiz.de/10010696417
Saved in:
9
A Disaggregated Analysis of Movements in East Asian Regional Stock Volatility
Sault, Stephen J.
- In:
Australian Journal of Management
32
(
2007
)
2
,
pp. 251-270
In the absence of comprehensive evidence regarding disaggregated volatility and correlations, this paper applies a disaggregated approach to examine these characteristics in the East Asia region. Testing commences with an examination of portfolio risk faced by an East Asian investor with the...
Persistent link: https://www.econbiz.de/10010769607
Saved in:
10
Movements in Australian Stock Volatility: A Disaggregated Approach
Sault, Stephen
- In:
Australian Journal of Management
30
(
2005
)
2
,
pp. 303-320
This paper applies a disaggregated approach to examine stock volatility at the firm, industry and market level in Australia. We employ the models advanced by Campbell, Lettau, Malkiel and Xu (2001) to carry out this disaggregation, and extend their methodology to incorporate: formal tests of...
Persistent link: https://www.econbiz.de/10010769482
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->