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subject:"Volatilität"
type_genre:"Sammlung"
~person:"Chevallier, Julien"
~person:"Jalles, João Tovar"
~type_genre:"Amtliche Publikation"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Estimation
51
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51
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16
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14
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12
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Chevallier, Julien
Jalles, João Tovar
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
Todorov, Viktor
25
Bouri, Elie
24
McAleer, Michael
23
Pierdzioch, Christian
23
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22
Xuan Vinh Vo
21
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20
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20
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19
Mensi, Walid
18
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Caporale, Guglielmo Maria
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhang, Yaojie
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
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12
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11
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Research in international business and finance
3
Energy economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
12
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1
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
2
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
3
Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438388
Saved in:
4
A note on inflation dynamics, price volatility, and fiscal activism
Afonso, António
;
Jalles, João Tovar
- In:
Macroeconomic dynamics
24
(
2020
)
5
,
pp. 1299-1313
Persistent link: https://www.econbiz.de/10012241325
Saved in:
5
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
6
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
7
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
8
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
9
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
10
Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
39
(
2017
),
pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
Saved in:
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