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subject:"Schock"
subject:"Volatilität"
~accessRights:"restricted"
~person:"Bremus, Franziska"
~person:"Härdle, Wolfgang"
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Schock
Volatilität
Estimation
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Bremus, Franziska
Härdle, Wolfgang
Gupta, Rangan
65
Ma, Feng
25
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
20
Pierdzioch, Christian
20
Wohar, Mark E.
20
Forni, Mario
19
Gambetti, Luca
19
Tiwari, Aviral Kumar
18
Todorov, Viktor
17
Xuan Vinh Vo
17
Kang, Sang Hoon
15
Marcellino, Massimiliano
15
Mensi, Walid
15
Li, Jia
14
Sala, Luca
14
Bollerslev, Tim
13
Wei, Yu
13
Wu, Xinyu
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Ji, Qiang
12
Lee, Chien-chiang
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Wang, Yudong
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Yoon, Seong-min
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Zhu, Huiming
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Demirer, Rıza
11
Hammoudeh, Shawkat
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Kumar, Dilip
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Mumtaz, Haroon
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Nonejad, Nima
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Salisu, Afees A.
11
Zhang, Yaojie
11
Apergēs, Nikolaos
10
Jawadi, Fredj
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Yin, Libo
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9
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ECONIS (ZBW)
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The nexus between loan portfolio size and volatility : Does bank capital regulation matter?
Bremus, Franziska
;
Ludolph, Melina
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012820567
Saved in:
2
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
3
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
4
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
5
Big banks and macroeconomic outcomes : theory and cross-country evidence of granularity
Bremus, Franziska
;
Buch, Claudia M.
;
Russ, Katheryn Niles
; …
-
2013
Persistent link: https://www.econbiz.de/10009763759
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