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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Chevallier, Julien"
~source:"econis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
~type_genre:"Conference paper"
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EU-Staaten
Volatility
Estimation
14
Schätzung
14
Volatilität
10
ARCH model
5
ARCH-Modell
5
Markov chain
4
Markov-Kette
4
Oil price
4
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4
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4
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Übersichtsarbeit
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12
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Chevallier, Julien
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Pierdzioch, Christian
24
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Xuan Vinh Vo
23
Bollerslev, Tim
22
Gil-Alaña, Luis A.
22
Wohar, Mark E.
21
Kumar, Dilip
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Kang, Sang Hoon
18
Mensi, Walid
18
Sosvilla-Rivero, Simón
17
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Brooks, Robert
14
Chiang, Thomas C.
14
Herwartz, Helmut
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Malik, Farooq
12
McMillan, David G.
12
Narayan, Paresh Kumar
12
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Energy economics
3
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Computational economics
1
Economic modelling
1
Finance research letters
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ECONIS (ZBW)
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12
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1
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
2
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
3
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
4
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
5
Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438388
Saved in:
6
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
7
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
8
Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
39
(
2017
),
pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
Saved in:
9
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
10
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
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