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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Deutschland"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Deutschland
Estimation
1,373
Schätzung
1,372
Theorie
265
Theory
265
Capital income
245
Kapitaleinkommen
245
Volatility
244
Börsenkurs
218
Share price
218
USA
175
United States
175
Aktienmarkt
166
Stock market
166
Welt
154
World
154
Forecasting model
150
Prognoseverfahren
150
Time series analysis
131
Zeitreihenanalyse
131
Cointegration
125
Kointegration
125
ARCH model
113
ARCH-Modell
113
Panel
113
Panel study
113
VAR model
94
VAR-Modell
94
Exchange rate
87
Wechselkurs
87
Germany
86
Portfolio selection
86
Portfolio-Management
86
Geldpolitik
85
Monetary policy
85
EU countries
81
EU-Staaten
81
Economic growth
74
Wirtschaftswachstum
74
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Undetermined
197
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Article
326
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Aufsatz in Zeitschrift
Article in journal
326
Language
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English
326
Author
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Gupta, Rangan
7
Pierdzioch, Christian
6
Kang, Sang Hoon
5
Mensi, Walid
5
Nonejad, Nima
5
Zhu, Huiming
5
Hau, Liya
4
Xuan Vinh Vo
4
Degiannakis, Stavros
3
Hammoudeh, Shawkat
3
Ma, Feng
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Beckmann, Joscha
2
Ben Omrane, Walid
2
Bouri, Elie
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Clements, Adam
2
Dai, Zhifeng
2
Edwards, Jeffrey A.
2
Fabozzi, Frank J.
2
Fitzenberger, Bernd
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Grammig, Joachim
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
In, Francis Haeuck
2
Ji, Qiang
2
Jung, Hojin
2
Kanas, Angelos
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
238
Energy economics
164
Jahrbücher für Nationalökonomie und Statistik
141
Economic modelling
139
Applied economics letters
135
Finance research letters
129
International review of economics & finance : IREF
125
Journal of econometrics
108
Applied financial economics
105
Journal of international money and finance
103
Journal of banking & finance
100
Economics letters
91
Journal of empirical finance
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of international financial markets, institutions & money
73
Research in international business and finance
71
The journal of futures markets
65
Schmollers Jahrbuch : journal of contextual economics
64
Journal for labour market research
61
Labour economics : official journal of the European Association of Labour Economists
61
The European journal of finance
61
Journal of risk and financial management : JRFM
58
International journal of finance & economics : IJFE
57
International journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Journal of applied econometrics
44
German economic review
41
Journal of financial economics
40
International Journal of Energy Economics and Policy : IJEEP
39
International journal of economics and finance
37
Journal of economic behavior & organization : JEBO
37
Quantitative finance
37
Kredit und Kapital
36
Review of world economics
36
International journal of economics and financial issues : IJEFI
35
Journal of economic dynamics & control
35
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ECONIS (ZBW)
326
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1
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
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
6
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
7
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
8
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
9
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
10
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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