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subject:"Share price"
subject:"Stock index"
~language:"eng"
~language:"zho"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Caporale, Guglielmo Maria
219
Gil-Alaña, Luis A.
207
Gupta, Rangan
141
McAleer, Michael
107
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83
Bollerslev, Tim
61
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61
Koopman, Siem Jan
55
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54
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50
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48
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48
Narayan, Paresh Kumar
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Belke, Ansgar
43
Todorov, Viktor
43
Härdle, Wolfgang
42
Bohl, Martin T.
41
Engle, Robert F.
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Zaremba, Adam
40
Döpke, Jörg
39
Herwartz, Helmut
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Allen, David E.
36
Chang, Chia-Lin
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Kapetanios, George
36
Bouri, Elie
35
Timmermann, Allan
34
Miller, Stephen M.
33
Caporin, Massimiliano
32
Cheung, Yin-Wong
31
Lettau, Martin
31
Ma, Feng
31
Marcellino, Massimiliano
31
Balcilar, Mehmet
30
Mumtaz, Haroon
30
Asai, Manabu
29
Bali, Turan G.
28
Chan, Joshua
28
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28
Gao, Jiti
27
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National Bureau of Economic Research
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Federal Reserve System / Division of Research and Statistics
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University of Canterbury / Dept. of Economics and Finance
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Zentrum für Europäische Wirtschaftsforschung
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Birkbeck College / Department of Economics
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Gottfried Wilhelm Leibniz Universität Hannover
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of St. Louis
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Institut für Höhere Studien
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Institute of European Finance <Bangor, Gwynedd>
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of Cleveland
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Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
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Humboldt-Universität zu Berlin
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Institute of Finance and Accounting <London>
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Applied economics
266
Economic modelling
235
Applied economics letters
227
Finance research letters
214
International review of economics & finance : IREF
201
Energy economics
190
Journal of econometrics
181
International review of financial analysis
176
NBER working paper series
169
Working paper / National Bureau of Economic Research, Inc.
168
Journal of banking & finance
163
Applied financial economics
160
The North American journal of economics and finance : a journal of financial economics studies
156
NBER Working Paper
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Journal of empirical finance
144
CESifo working papers
141
Economics letters
135
Working paper
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Journal of international financial markets, institutions & money
121
Research in international business and finance
118
Journal of international money and finance
113
Discussion paper / Tinbergen Institute
107
International journal of forecasting
106
Discussion paper / Centre for Economic Policy Research
103
Journal of risk and financial management : JRFM
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
The journal of futures markets
92
International journal of finance & economics : IJFE
91
Journal of financial economics
91
The European journal of finance
87
Journal of forecasting
79
International journal of economics and finance
78
Pacific-Basin finance journal
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
International journal of economics and financial issues : IJEFI
72
Review of quantitative finance and accounting
68
The empirical economics letters : a monthly international journal of economics
67
Cogent economics & finance
66
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ECONIS (ZBW)
17,720
USB Cologne (EcoSocSci)
2
EconStor
1
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1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
4
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
5
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
8
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
9
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
10
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
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