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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Alexius, Annika"
~person:"Bathia, Deven"
~person:"Chen, Cathy W. S."
~person:"Gupta, Rangan"
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EU-Staaten
Volatility
Estimation
9
Schätzung
9
Capital income
5
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5
Volatilität
5
Börsenkurs
4
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Alexius, Annika
Bathia, Deven
Chen, Cathy W. S.
Gupta, Rangan
Ma, Feng
3
Afonso, António
2
Bredin, Donal
2
Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
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International journal of finance & economics : IJFE
Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Finance research letters
3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
4
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
5
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
- In:
International journal of finance & economics : IJFE
4
(
1999
)
3
,
pp. 217-227
Persistent link: https://www.econbiz.de/10001434363
Saved in:
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