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subject:"Volatilität"
type:"article"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Sehgal, Sanjay"
~person:"Tiwari, Aviral Kumar"
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Volatilität
Estimation
79
Schätzung
79
Capital income
36
Kapitaleinkommen
36
Volatility
35
Börsenkurs
33
Share price
33
Aktienmarkt
24
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10
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10
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India
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35
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Bollerslev, Tim
Sehgal, Sanjay
Tiwari, Aviral Kumar
Gupta, Rangan
51
Ma, Feng
25
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Balcilar, Mehmet
18
Pierdzioch, Christian
17
Todorov, Viktor
16
Wohar, Mark E.
16
Xuan Vinh Vo
16
Kang, Sang Hoon
15
Mensi, Walid
14
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Yoon, Seong-min
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Yaojie
11
Jawadi, Fredj
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Hammoudeh, Shawkat
9
McAleer, Michael
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Ji, Qiang
8
Shi, Yanlin
8
Tauchen, George Eugene
8
Yin, Libo
8
Apergēs, Nikolaos
7
Chiang, Thomas C.
7
Corbet, Shaen
7
Degiannakis, Stavros
7
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Journal of econometrics
5
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4
Journal of financial economics
4
Finance research letters
3
Decision
2
IIMB management review
2
Journal of economics and finance
2
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Handbook of economic forecasting ; 1
1
International journal of emerging markets
1
International journal of law and management
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Research in international business and finance
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The Indian economic journal
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ECONIS (ZBW)
35
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1
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
4
Monetary policy and stock market interaction : international evidence
Saini, Sakshi
;
Sehgal, Sanjay
- In:
The Indian economic journal
71
(
2023
)
3
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014324921
Saved in:
5
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
6
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
9
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
10
Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Tiwari, …
- In:
Journal of behavioral and experimental finance
30
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012814541
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