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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of financial economics : RFE"
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Volatilität
Aktienmarkt
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Prognoseverfahren
Theory
USA
Estimation
1,716
Schätzung
1,710
Theorie
505
Capital income
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Xuan Vinh Vo
10
Brooks, Robert
8
Gupta, Rangan
8
Wohar, Mark E.
8
Caporale, Guglielmo Maria
6
Gil-Alaña, Luis A.
6
Ma, Feng
6
McAleer, Michael
6
Bouri, Elie
5
Coakley, Jerry
5
Koopman, Siem Jan
5
Madura, Jeff
5
McMillan, David G.
5
Narayan, Paresh Kumar
5
Zaremba, Adam
5
Apergēs, Nikolaos
4
Balli, Faruk
4
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4
Chortareas, Georgios E.
4
Degiannakis, Stavros
4
Do, Hung Xuan
4
Hammoudeh, Shawkat
4
Malik, Farooq
4
Mumtaz, Haroon
4
Payne, James E.
4
Pierdzioch, Christian
4
Sensoy, Ahmet
4
Urquhart, Andrew
4
Yin, Libo
4
Akhigbe, Aigbe O.
3
Antonakakis, Nikolaos
3
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3
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3
Balli, Hatice Ozer
3
Baum, Christopher F.
3
Beckmann, Joscha
3
Bissoondoyal-Bheenick, Emawtee
3
Brooks, Chris
3
Chan, Joshua
3
Chang, Chia-Lin
3
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of forecasting
International review of economics & finance : IREF
International review of financial analysis
Journal of economic dynamics & control
Review of financial economics : RFE
Applied economics
716
Applied economics letters
493
Economic modelling
399
Economics letters
333
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
292
Journal of international money and finance
291
Journal of econometrics
272
Finance research letters
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Journal of banking & finance
254
Energy economics
244
Journal of applied econometrics
226
The North American journal of economics and finance : a journal of financial economics studies
206
The review of economics and statistics
206
Journal of empirical finance
198
The American economic review
190
Journal of financial economics
173
Journal of macroeconomics
170
The journal of finance : the journal of the American Finance Association
168
Journal of international financial markets, institutions & money
163
The journal of futures markets
148
Journal of money, credit and banking : JMCB
145
International journal of finance & economics : IJFE
142
Journal of monetary economics
138
Research in international business and finance
137
The European journal of finance
134
Journal of forecasting
131
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
131
Journal of international economics
128
Macroeconomic dynamics
126
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
118
European economic review : EER
114
Journal of risk and financial management : JRFM
108
Journal of urban economics
107
International journal of economics and finance
105
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ECONIS (ZBW)
1,178
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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
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
4
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
5
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
6
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
7
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
8
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
9
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
10
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
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