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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Volatilität
United Kingdom
Estimation
2,580
Schätzung
2,579
Theorie
510
Theory
510
USA
315
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315
Welt
282
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282
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241
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Gupta, Rangan
5
Bahmani-Oskooee, Mohsen
4
Gil-Alaña, Luis A.
4
Ma, Feng
4
Zhang, Yaojie
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Brown, Sarah
3
Caporale, Guglielmo Maria
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Kim, Jong-Min
3
Mishra, Sagarika
3
Narayan, Paresh Kumar
3
Turner, Paul
3
Umar, Zaghum
3
Wei, Yu
3
Yoon, Seong-min
3
Bekiros, Stelios
2
BenSaïda, Ahmed
2
Brooks, Chris
2
Chevallier, Julien
2
Cross, Jamie
2
Feng, Yun
2
Fleissig, Adrian R.
2
Gatfaoui, Hayette
2
Harris, Richard I. D.
2
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2
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2
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2
Hou, Chenghan
2
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2
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2
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2
Kempa, Bernd
2
Kiani, Khurshid M.
2
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2
Liang, Chao
2
Litimi, Houda
2
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2
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Applied economics
Economic modelling
Energy economics
148
Finance research letters
134
International review of economics & finance : IREF
126
Applied financial economics
118
International review of financial analysis
113
Journal of econometrics
111
Applied economics letters
106
Journal of international money and finance
102
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of banking & finance
94
Journal of empirical finance
86
Economics letters
78
The journal of futures markets
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of international financial markets, institutions & money
73
Research in international business and finance
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
International journal of finance & economics : IJFE
65
The European journal of finance
64
Journal of risk and financial management : JRFM
55
International journal of forecasting
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of applied econometrics
45
Journal of financial economics
45
Oxford bulletin of economics and statistics
41
The economic journal : the journal of the Royal Economic Society
41
International Journal of Energy Economics and Policy : IJEEP
37
Journal of economic dynamics & control
37
International journal of economics and finance
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Journal of forecasting
34
Pacific-Basin finance journal
34
Econometric reviews
33
International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
32
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ECONIS (ZBW)
380
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51
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
52
Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
95
(
2021
),
pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
Saved in:
53
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
54
Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Jiang, Shangwei
;
Jin, Xiu
- In:
Economic modelling
97
(
2021
),
pp. 298-306
Persistent link: https://www.econbiz.de/10012793454
Saved in:
55
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
56
Impacts of asymmetry on forecasting realized volatility in Japanese stock markets
Maki, Daiki
;
Ota, Yasushi
- In:
Economic modelling
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
Saved in:
57
Global intersectoral production network and aggregate fluctuations
Barauskaite, Kristina
;
Nguyen, Anh D. M.
- In:
Economic modelling
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012797334
Saved in:
58
Market instability and technical trading at high frequency : evidence from NASDAQ stocks
Erdemlioglu, Deniz
;
Petitjean, Mikael
;
Vargas, Nicolas
- In:
Economic modelling
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012797344
Saved in:
59
Stochastic volatility forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
Saved in:
60
High-frequency return and volatility spillovers among cryptocurrencies
Sensoy, Ahmet
;
Silva, Thiago Christiano
;
Corbet, Shaen
; …
- In:
Applied economics
53
(
2021
)
37
,
pp. 4310-4328
Persistent link: https://www.econbiz.de/10012609755
Saved in:
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