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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~person:"Lee, Chien-chiang"
~subject:"United States"
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Volatilität
Zeitreihenanalyse
United States
Estimation
53
Schätzung
53
Volatility
18
Welt
13
World
13
Börsenkurs
11
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Caporin, Massimiliano
Lee, Chien-chiang
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
Mensi, Walid
15
Salisu, Afees A.
15
Apergēs, Nikolaos
14
Hammoudeh, Shawkat
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
3
International review of economics & finance : IREF
3
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic research
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
International review of financial analysis
1
Iranian economic review : journal of University of Tehran
1
Journal of Asian economics
1
Journal of econometrics
1
Journal of empirical finance
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
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Tourism economics : the business and finance of tourism and recreation
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24
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1
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:
2
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
3
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
4
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
5
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
7
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:
8
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
9
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
Saved in:
10
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:
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