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subject:"Volatilität"
~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 applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Review of financial economics : RFE"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Effizienzmarkthypothese"
~subject:"Einheitswurzeltest"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Einheitswurzeltest
Panel study
Stock market
USA
Estimation
24
Schätzung
24
Volatility
10
United States
8
ARCH model
7
ARCH-Modell
7
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
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Share price
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Aktienmarkt
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Capital income
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Cointegration
6
Kapitaleinkommen
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Time series analysis
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Zeitreihenanalyse
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Exchange rate
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Wechselkurs
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Japan
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Theorie
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Theory
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Unit root test
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Volatility forecasting
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Welt
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World
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Germany
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Kaufkraftparität
3
Oil price
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Portfolio selection
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Portfolio-Management
3
Purchasing power parity
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Risiko
3
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3
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Article in journal
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21
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21
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Caporale, Guglielmo Maria
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Bahmani-Oskooee, Mohsen
10
Gil-Alaña, Luis A.
6
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Brooks, Robert
4
Gupta, Rangan
4
Kim, Jae H.
4
Madura, Jeff
4
McMillan, David G.
4
Payne, James E.
4
Urquhart, Andrew
4
Xuan Vinh Vo
4
Ali, Faek Menla
3
Baum, Christopher F.
3
Bouri, Elie
3
Brooks, Chris
3
Charles, Amélie
3
Cheung, Yin-Wong
3
Darné, Olivier
3
Darrat, Ali F.
3
Fabozzi, Frank J.
3
Garrett, Ian
3
Lyons, Richard K.
3
Miffre, Joëlle
3
Milas, Costas
3
Moosa, Imad A.
3
Nitschka, Thomas
3
Panagiōtidēs, Theodōros
3
Papell, David H.
3
Phylaktis, Kate
3
Sengupta, Jati K.
3
Sensoy, Ahmet
3
Sornette, Didier
3
Wu, Po-Chin
3
Aftab, Muhammad
2
Akhigbe, Aigbe O.
2
Al-Khazali, Osamah
2
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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 applied economics
International review of financial analysis
Journal of international money and finance
Review of financial economics : RFE
Applied economics letters
7
Energy economics
6
Applied economics
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Econometric reviews
2
Global finance journal
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
2
Applied financial economics letters
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International advances in economic research
1
International journal of computational economics and econometrics
1
International journal of economics and financial issues : IJEFI
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic integration
1
Journal of economics and finance
1
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
5
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:
6
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:
7
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
8
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:
9
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
10
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
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