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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"
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Volatilität
Estimation
1,673
Schätzung
1,672
Theorie
299
Theory
299
Börsenkurs
227
Share price
227
Volatility
222
Capital income
206
Kapitaleinkommen
206
United States
188
USA
187
Welt
181
World
181
Time series analysis
171
Zeitreihenanalyse
171
Aktienmarkt
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167
Cointegration
158
Kointegration
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Panel
119
Panel study
119
Kaufkraftparität
112
Purchasing power parity
112
Forecasting model
111
Prognoseverfahren
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Estimation theory
105
Schätztheorie
105
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84
Konjunktur
84
Einheitswurzeltest
82
Unit root test
82
Geldpolitik
81
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81
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English
222
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Chevallier, Julien
5
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.
2
Fink, Holger Maria
2
Ftiti, Zied
2
Gil-Alaña, Luis A.
2
Grobys, Klaus
2
Kenourgios, Dimitris
2
McMillan, David G.
2
Olson, Eric
2
Papadamou, Stephanos
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.
1
Asensio, Ivan Oscar
1
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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
144
Finance research letters
128
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
47
International journal of forecasting
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
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ECONIS (ZBW)
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81
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
82
Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
Saved in:
83
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
84
Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies
Liu, Jingzhen
- In:
Research in international business and finance
48
(
2019
),
pp. 243-257
Persistent link: https://www.econbiz.de/10012135907
Saved in:
85
Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
86
Quantitative easing announcements and high-frequency stock market volatility : evidence from the United States
Corbet, Shaen
;
Dunne, John James
;
Larkin, Charles
- In:
Research in international business and finance
48
(
2019
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012135920
Saved in:
87
Nonlinearities in the oil effects on the sovereign credit risk: a self-exciting threshold autoregression approach
Sabkha, Saker
;
Peretti, Christian de
;
Hmaied, Dorra Mezzez
- In:
Research in international business and finance
50
(
2019
),
pp. 106-133
Persistent link: https://www.econbiz.de/10012177033
Saved in:
88
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
89
The effect of output growth volatility on output growth : empirical evidence from Turkey
Ülke, Volkan
;
Varlik, Serdar
;
Berument, Hakan
- In:
Applied economics letters
26
(
2019
)
6
,
pp. 522-531
Persistent link: https://www.econbiz.de/10012204262
Saved in:
90
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
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