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subject:"United Kingdom"
~person:"Aghion, Philippe"
~person:"Bouri, Elie"
~person:"Gil-Alaña, Luis A."
~subject:"Volatility"
~type:"article"
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United Kingdom
Volatility
Estimation
179
Schätzung
179
Time series analysis
82
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82
Cointegration
49
Kointegration
49
Fractional integration
45
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Aghion, Philippe
Bouri, Elie
Gil-Alaña, Luis A.
Gupta, Rangan
70
Bahmani-Oskooee, Mohsen
35
Caporale, Guglielmo Maria
28
Ma, Feng
26
Bollerslev, Tim
25
Todorov, Viktor
25
McAleer, Michael
24
Pierdzioch, Christian
24
Wohar, Mark E.
24
Balcilar, Mehmet
21
Xuan Vinh Vo
21
Kumar, Dilip
20
Mensi, Walid
18
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Asai, Manabu
16
Hamori, Shigeyuki
16
Apergēs, Nikolaos
15
Rashid, Abdul
15
Blundell, Richard W.
14
Brooks, Robert
14
Li, Jia
14
McMillan, David G.
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Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Caporin, Massimiliano
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Jawadi, Fredj
13
Narayan, Paresh Kumar
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Wu, Xinyu
13
Zhang, Yaojie
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Zhu, Huiming
13
Belke, Ansgar
12
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12
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Energy economics
5
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3
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Research in international business and finance
3
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ECONIS (ZBW)
66
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1
Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? : a comparative analysis with the S&P 500
Chen, Yan
;
Zhang, Lei
;
Bouri, Elie
- In:
Research in international business and finance
69
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015052810
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
7
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
8
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
9
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
10
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
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