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subject:"Volatilität"
~isPartOf:"Applied financial economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Alexakis, Christos A."
~person:"Boughrara, Adel"
~person:"Caporale, Guglielmo Maria"
~subject:"Strukturbruch"
~subject:"Theorie"
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Volatilität
Strukturbruch
Theorie
Estimation
9
Schätzung
9
Börsenkurs
5
Share price
5
Theory
4
Time series analysis
4
Volatility
4
Zeitreihenanalyse
4
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1890-1993
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Coronavirus
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Covid-19
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Discounting
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EU countries
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EU-Staaten
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Alexakis, Christos A.
Boughrara, Adel
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
6
Gupta, Rangan
4
Bouri, Elie
3
Bohl, Martin T.
2
Demirer, Rıza
2
Mahdavi, Saeid
2
McMillan, David G.
2
Milner, Chris
2
Roubaud, David
2
Silvapulle, Paramsothy
2
Simlai, Prodosh
2
Sosvilla-Rivero, Simón
2
Weber, Enzo
2
Zheng, Yao
2
Abu Hassan Shaari Mohd Nor
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Shboul, Mohammad
1
Alfarano, Simone
1
Alhadab, Mohammad
1
Ali, Syed Riaz Mahmood
1
Alsharari, Nizar Mohammad
1
Anderson, Randy I.
1
Argyropoulos, Efthymios
1
Astley, Mark S.
1
Azam, Mohammad N.
1
Balcilar, Mehmet
1
Balcombe, Kelvin G.
1
Balios, Dimitris
1
Barari, Mahua
1
Bathia, Deven
1
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1
Belzil, Christian
1
Beresteanu, Arie
1
Berger, Mark C.
1
Bhaduri, Saumitra N.
1
Bhatnagar, Aryaman
1
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Applied financial economics letters
Oxford bulletin of economics and statistics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
25
Economics and finance working paper series
20
Discussion paper / Centre for Economic Forecasting
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
8
CESifo Working Paper
5
DIW Berlin Discussion Paper
5
Journal of international money and finance
4
Economic modelling
3
Research in international business and finance
3
Applied economics
2
Applied economics letters
2
Department of Economics working papers
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of economics and finance : JEF
2
Computational economics
1
Eastern economic journal
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Exchange rate policy in Europe
1
HWWA discussion paper
1
International advances in economic research
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
Journal of economic integration
1
Journal of economic policy reform
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Journal of economic studies
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Journal of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of financial economics : RFE
1
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1
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
3
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
4
Investigating the effects of market microstructure on stock price formation and volatility : evidence from the Athens stock exchange
Alexakis, Christos A.
;
Balios, Dimitris
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 225-231
Persistent link: https://www.econbiz.de/10003725365
Saved in:
5
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
Saved in:
6
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
7
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
8
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4
,
pp. 583-595
Persistent link: https://www.econbiz.de/10001437434
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