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subject:"Volatilität"
type:"article"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Tiwari, Aviral Kumar"
~subject:"Aktienmarkt"
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Volatilität
Aktienmarkt
Estimation
61
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61
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27
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25
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25
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Bollerslev, Tim
Tiwari, Aviral Kumar
Gupta, Rangan
67
Ma, Feng
28
Bouri, Elie
25
Zaremba, Adam
25
Balcilar, Mehmet
24
Wohar, Mark E.
23
Bahmani-Oskooee, Mohsen
21
Yoon, Seong-min
19
Kang, Sang Hoon
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Mensi, Walid
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Pierdzioch, Christian
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Xuan Vinh Vo
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Gil-Alaña, Luis A.
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17
Hammoudeh, Shawkat
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Lee, Chien-chiang
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Wei, Yu
14
Demirer, Rıza
13
Jawadi, Fredj
13
Li, Jia
13
Sehgal, Sanjay
13
Wang, Yudong
13
Wu, Xinyu
13
Chiang, Thomas C.
12
Narayan, Paresh Kumar
12
Shahzad, Syed Jawad Hussain
12
Zhu, Huiming
12
Caporale, Guglielmo Maria
11
Kumar, Dilip
11
McMillan, David G.
11
Nonejad, Nima
11
Yin, Libo
11
Salisu, Afees A.
10
Apergēs, Nikolaos
9
Brooks, Robert
9
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9
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Journal of econometrics
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4
Journal of financial economics
4
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3
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1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
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:
3
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:
4
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:
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
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
8
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:
9
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:
10
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
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