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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Chevallier, Julien"
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Volatilität
Estimation
6
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6
Volatility
5
Oil price
3
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3
ARCH model
2
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2
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Chevallier, Julien
Gupta, Rangan
5
Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Ma, Feng
3
Sornette, Didier
3
Wehrli, Alexander
3
Blazsek, Szabolcs
2
Essaddam, Naceur
2
Fabozzi, Frank J.
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Fink, Holger Maria
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Ftiti, Zied
2
Gil-Alaña, Luis A.
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Grobys, Klaus
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Kenourgios, Dimitris
2
McMillan, David G.
2
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2
Pierdzioch, Christian
2
Račev, Svetlozar T.
2
Shahzad, Syed Jawad Hussain
2
Umar, Zaghum
2
Wang, Xunxiao
2
Wheatley, Spencer
2
Wu, Xinyu
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahn, Kwangwon
1
Al-Rashidi, Atef
1
Alemany, N.
1
Alexander, Carol
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Aragó Manzana, Vicent
1
Arnold, Ivo J. M.
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Applied economics letters
Quantitative finance
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
2
Applied economics
1
Economic modelling
1
Finance research letters
1
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ECONIS (ZBW)
5
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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
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:
3
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:
4
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:
5
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
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