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subject:"Volatilität"
type:"article"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Tiwari, Aviral Kumar"
~subject:"Risiko"
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Volatilität
Risiko
Estimation
61
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61
Volatility
27
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25
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25
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22
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Bollerslev, Tim
Tiwari, Aviral Kumar
Gupta, Rangan
65
Bahmani-Oskooee, Mohsen
26
Ma, Feng
26
Balcilar, Mehmet
23
Bouri, Elie
21
Wohar, Mark E.
20
Pierdzioch, Christian
17
Xuan Vinh Vo
17
Kang, Sang Hoon
16
Todorov, Viktor
16
Lee, Chien-chiang
14
Mensi, Walid
14
Wang, Yudong
14
Zhu, Huiming
14
Li, Jia
13
Wei, Yu
13
Zhang, Yaojie
13
Nonejad, Nima
12
Wu, Xinyu
12
Yoon, Seong-min
12
Demirer, Rıza
11
Hammoudeh, Shawkat
11
Jawadi, Fredj
11
Ji, Qiang
11
Kumar, Dilip
11
Lau, Chi Keung
11
Salisu, Afees A.
11
Chiang, Thomas C.
10
Gozgor, Giray
10
Shahzad, Syed Jawad Hussain
10
Yin, Libo
10
Brooks, Robert
9
Chevallier, Julien
9
Gil-Alaña, Luis A.
9
McAleer, Michael
9
Sehgal, Sanjay
9
Apergēs, Nikolaos
8
Christou, Christina
8
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Journal of econometrics
5
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4
Journal of financial economics
4
Finance research letters
3
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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 law and management
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
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ECONIS (ZBW)
27
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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