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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance research letters"
~subject:"Anlageverhalten"
~subject:"Finanzkrise"
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Volatilität
Zeitreihenanalyse
Anlageverhalten
Finanzkrise
Estimation
1,851
Schätzung
1,851
Theorie
438
Theory
438
USA
421
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420
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270
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270
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214
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192
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182
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Massa, Massimo
7
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5
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4
Lettau, Martin
4
Tiwari, Aviral Kumar
4
Yarovaya, Larisa
4
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3
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3
Ghysels, Eric
3
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3
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3
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3
Ludvigson, Sydney C.
3
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3
Taylor, Alan M.
3
Timmermann, Allan
3
Wu, Xinyu
3
Adrian, Tobias
2
Akyildirim, Erdinc
2
Apergēs, Nikolaos
2
Artis, Michael J.
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Gerlach, Stefan
2
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2
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2
Ji, Qiang
2
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Discussion paper / Centre for Economic Policy Research
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Applied economics
242
Economic modelling
222
Energy economics
188
Applied economics letters
175
International review of economics & finance : IREF
172
Journal of econometrics
169
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167
Journal of banking & finance
159
NBER working paper series
152
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147
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140
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139
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136
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133
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133
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122
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120
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118
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108
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107
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104
International journal of forecasting
102
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102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Journal of risk and financial management : JRFM
80
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59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
International journal of economics and financial issues : IJEFI
58
Econometric reviews
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ECONIS (ZBW)
306
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306
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1
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
2
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
3
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
4
Intraday financial markets' response to U.S. bank failures
Mehdian, Seyed M.
;
Gherghina, Ştefan Cristian
;
Stoica, …
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490224
Saved in:
5
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
6
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
7
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
8
The global spillovers of unconventional monetary policies on tail risks
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445403
Saved in:
9
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
10
Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan
;
Chen, Kecai
;
Zhu, Xiaoneng
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
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