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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alana, Luis A."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Aktienmarkt"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Shock"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatilität
Aktienmarkt
Effizienzmarkthypothese
Panel study
Shock
Stock market
USA
Estimation
31
Schätzung
31
Volatility
12
Börsenkurs
11
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24
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Article in journal
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English
24
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Gil-Alana, Luis A.
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Gupta, Rangan
9
Bahmani-Oskooee, Mohsen
8
Brooks, Robert
7
Gil-Alaña, Luis A.
7
Wohar, Mark E.
7
Balcilar, Mehmet
6
Bouri, Elie
5
Urquhart, Andrew
5
Apergēs, Nikolaos
4
Balli, Faruk
4
Barkoulas, John T.
4
Do, Hung Xuan
4
Hammoudeh, Shawkat
4
Lee, Chien-chiang
4
Madura, Jeff
4
Malik, Farooq
4
McMillan, David G.
4
Narayan, Seema
4
Payne, James E.
4
Sensoy, Ahmet
4
Yin, Libo
4
Balli, Hatice Ozer
3
Baum, Christopher F.
3
Bissoondoyal-Bheenick, Emawtee
3
Brooks, Chris
3
Chang, Tsangyao
3
Chiang, Thomas C.
3
Chortareas, Georgios E.
3
Chung, Richard
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Floros, Christos
3
Gabauer, David
3
Garrett, Ian
3
Gong, Xue
3
Huang, Dengshi
3
Kang, Sang Hoon
3
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Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Empirica : journal of european economics
International review of economics & finance : IREF
International review of financial analysis
Review of financial economics : RFE
Applied economics
8
Applied economics letters
6
Energy economics
6
Finance research letters
5
International journal of finance & economics : IJFE
5
Economic modelling
4
Journal of applied econometrics
4
Journal of international money and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Econometric reviews
2
Journal of economic integration
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial innovation : FIN
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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ECONIS (ZBW)
24
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
6
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
7
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
8
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
9
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:
10
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
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