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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ahmed, Walid M. A."
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~person:"Wohar, Mark E."
~person:"Zhang, Zhaoyong"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Nichtparametrisches Verfahren
Volatility
Estimation
10
Schätzung
10
Volatilität
7
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Share price
3
Stock market
3
Bitcoin
2
Exchange rate
2
Großbritannien
2
Nonparametric causality-in-quantiles test
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
United Kingdom
2
Virtual currency
2
Virtuelle Währung
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Wechselkurs
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Welt
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World
2
Yield curve
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Zinsstruktur
2
1986-1995
1
ARCH model
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ARCH-Modell
1
Ankündigungseffekt
1
Announcement effect
1
Asset volatility
1
Asymmetry
1
Beta risk
1
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
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8
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English
7
Spanish
1
Author
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Ahmed, Walid M. A.
Ma, Feng
Sosvilla-Rivero, Simón
Wohar, Mark E.
Zhang, Zhaoyong
Gupta, Rangan
8
Kang, Sang Hoon
5
Mensi, Walid
5
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Xuan Vinh Vo
3
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Afonso, António
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Bai, Ye
1
Bajo Rubio, Oscar
1
Becker, Ralf
1
Bekiros, Stelios
1
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Hacienda pública española : review of public economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
8
Energy economics
8
Applied economics letters
6
Journal of international financial markets, institutions & money
5
International review of economics & finance : IREF
4
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of financial analysis
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Applied financial economics
1
Baltic journal of economics
1
Economics and Business Letters : EBL
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of banking & finance
1
Journal of economic development
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Open economies review
1
Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Chinese economy
1
The European journal of finance
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
8
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1
Stock market reactions to upside and downside volatility of Bitcoin : a quantile analysis
Ahmed, Walid M. A.
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012822118
Saved in:
2
What drives the liquidity premium in the Chinese stock market?
An, Jiyoun
;
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
Saved in:
3
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
4
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
5
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:
6
An update on EMU sovereign yield spread drivers in times of crisis : a panel data analysis
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
; …
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 133-153
Persistent link: https://www.econbiz.de/10010463543
Saved in:
7
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
8
Una medida de volatilidad local en series temporales : teoría y aplicación al tipo de cambio peseta-marco
Bajo Rubio, Oscar
- In:
Hacienda pública española : review of public economics
(
1995
),
pp. 49-58
Persistent link: https://www.econbiz.de/10001220729
Saved in:
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