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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Ap Gwilym, Owain"
~person:"Bouri, Elie"
~person:"Brooks, Chris"
~person:"Caporale, Guglielmo Maria"
~person:"Chung, Richard"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Panel study
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Estimation
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40
Börsenkurs
14
Share price
14
Volatility
14
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32
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Al-Khazali, Osamah
Ap Gwilym, Owain
Bouri, Elie
Brooks, Chris
Caporale, Guglielmo Maria
Chung, Richard
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Bahmani-Oskooee, Mohsen
13
Gil-Alaña, Luis A.
10
Gupta, Rangan
10
Chang, Tsangyao
9
Apergēs, Nikolaos
5
Payne, James E.
5
Wohar, Mark E.
5
Barkoulas, John T.
4
Brooks, Robert
4
Grobys, Klaus
4
Hegerty, Scott W.
4
Madura, Jeff
4
McMillan, David G.
4
Sheng, Xin
4
Urquhart, Andrew
4
Xuan Vinh Vo
4
Baum, Christopher F.
3
Ciner, Cetin
3
Darrat, Ali F.
3
Garrett, Ian
3
Goel, Rajeev K.
3
Hamori, Shigeyuki
3
Hassan, M. Kabir
3
Hatemi-J, Abdulnasser
3
Kim, Jae H.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Narayan, Paresh Kumar
3
Nieh, Chien-chung
3
Park, Sung Y.
3
Pierdzioch, Christian
3
Sensoy, Ahmet
3
Westerlund, Joakim
3
Worthington, Andrew Charles
3
Wu, Po-Chin
3
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Applied economics letters
Applied financial economics
CESifo Working Paper Series
Empirica : journal of european economics
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
International review of financial analysis
Review of financial economics : RFE
Energy economics
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
Finance research letters
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Journal of international money and finance
4
Research in international business and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Applied financial economics letters
2
Computational economics
2
Econometric reviews
2
Financial innovation : FIN
2
Global finance journal
2
International journal of forecasting
2
Journal of behavioral and experimental finance
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
The European journal of finance
2
Annals of finance
1
Borsa Istanbul Review
1
Defence and peace economics
1
Eastern economic journal
1
Economic research
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
International Journal of Financial Studies : open access journal
1
International advances in economic research
1
International journal of computational economics and econometrics
1
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ECONIS (ZBW)
32
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
3
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
4
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
5
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
6
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
7
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
8
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
9
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
10
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
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