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subject:"Volatilität"
type_genre:"Sammlung"
~person:"Dierkes, Maik"
~person:"Malik, Farooq"
~subject:"Business cycle"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Volatilität
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16
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16
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14
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12
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Dierkes, Maik
Malik, Farooq
Gupta, Rangan
66
Bahmani-Oskooee, Mohsen
35
Ma, Feng
25
Caporale, Guglielmo Maria
24
Gil-Alaña, Luis A.
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Wohar, Mark E.
24
McAleer, Michael
23
Balcilar, Mehmet
22
Bollerslev, Tim
22
Bouri, Elie
22
Kumar, Dilip
20
Xuan Vinh Vo
20
Apergēs, Nikolaos
16
Kang, Sang Hoon
16
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Asai, Manabu
15
Döpke, Jörg
15
Rashid, Abdul
15
Brooks, Robert
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Hegerty, Scott W.
13
Jalles, João Tovar
13
Lee, Chien-chiang
13
Tauchen, George Eugene
13
Yoon, Seong-min
13
Zhu, Huiming
13
Demirer, Rıza
12
Hammoudeh, Shawkat
12
McMillan, David G.
12
Wu, Xinyu
12
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11
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ECONIS (ZBW)
14
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1
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
2
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
3
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
4
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
5
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
6
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
8
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
9
Volatility spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Global finance journal
29
(
2016
),
pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
Saved in:
10
Revisiting the relationship between risk and return
Malik, Farooq
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
Saved in:
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