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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~person:"Hammoudeh, Shawkat"
~subject:"United States"
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Search: subject_exact:"Estimation"
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Volatilität
Zeitreihenanalyse
United States
Estimation
48
Schätzung
48
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17
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17
Volatility
16
Aktienmarkt
10
Capital income
10
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Caporin, Massimiliano
Hammoudeh, Shawkat
Gupta, Rangan
93
Gil-Alaña, Luis A.
46
Bahmani-Oskooee, Mohsen
35
Balcilar, Mehmet
26
Ma, Feng
26
Tiwari, Aviral Kumar
26
Marcellino, Massimiliano
25
Wohar, Mark E.
25
Bouri, Elie
24
Pierdzioch, Christian
22
Xuan Vinh Vo
20
Chang, Tsangyao
19
Caporale, Guglielmo Maria
16
Kang, Sang Hoon
16
Todorov, Viktor
16
Ghysels, Eric
15
Lee, Chien-chiang
15
Mensi, Walid
15
Salisu, Afees A.
15
Apergēs, Nikolaos
14
Jawadi, Fredj
14
Nonejad, Nima
14
Yoon, Seong-min
14
Bollerslev, Tim
13
Forni, Mario
13
Gambetti, Luca
13
Li, Jia
13
Massa, Massimo
13
Timmermann, Allan
13
Wang, Yudong
13
Wei, Yu
13
Wu, Xinyu
13
Chan, Joshua
12
Zhang, Yaojie
12
Zhu, Huiming
12
Kelly, Bryan T.
11
Kumar, Dilip
11
Narayan, Paresh Kumar
11
Ranjbar, Omid
11
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Energy economics
4
International review of economics & finance : IREF
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of econometrics
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ECONIS (ZBW)
23
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1
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
2
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
3
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
4
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
5
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
6
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
7
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
8
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
9
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
10
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
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