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subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Share price"
~subject:"Time series analysis"
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Volatilität
Share price
Time series analysis
Estimation
258
Schätzung
258
Theorie
72
Theory
72
Volatility
48
Börsenkurs
44
Capital income
44
Exchange rate
44
Kapitaleinkommen
44
Wechselkurs
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40
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Welt
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22
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Großbritannien
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16
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English
92
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Gil-Alaña, Luis A.
4
Kanas, Angelos
3
Ma, Feng
3
McMillan, David G.
3
Barradas, Ricardo
2
Bredin, Donal
2
Caporale, Guglielmo Maria
2
Cheung, Yin-Wong
2
De Grauwe, Paul
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Hyde, Stuart
2
Nitzsche, Dirk
2
Ogbonna, Ahamuefula E.
2
Salisu, Afees A.
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
Yaya, OlaOluwa S.
2
Abedin, Mohammad Zoynul
1
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Adekoya, Oluwasegun B.
1
Adewuyi, Adeolu O.
1
Ahmed, Rizwan
1
Ajide, Kazeem Bello
1
Alexius, Annika
1
Alimi, Olorunfemi Yasiru
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1
Bathia, Deven
1
Beine, Michel
1
Boubaker, Sabri
1
Bouteska, Ahmed
1
Brou, Jean Marcelin Bosson
1
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International journal of finance & economics : IJFE
Applied economics
260
Economic modelling
234
Applied economics letters
224
Finance research letters
223
Energy economics
204
International review of economics & finance : IREF
199
Journal of econometrics
179
International review of financial analysis
170
NBER working paper series
167
Working paper / National Bureau of Economic Research, Inc.
167
Journal of banking & finance
162
The North American journal of economics and finance : a journal of financial economics studies
153
NBER Working Paper
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Applied financial economics
145
Journal of empirical finance
142
CESifo working papers
140
Economics letters
134
Working paper
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Research in international business and finance
121
Journal of international financial markets, institutions & money
120
Journal of international money and finance
112
International journal of forecasting
106
Discussion paper / Tinbergen Institute
105
Discussion paper / Centre for Economic Policy Research
102
Journal of risk and financial management : JRFM
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Journal of financial economics
90
The journal of futures markets
87
The European journal of finance
85
Journal of forecasting
79
Pacific-Basin finance journal
78
International journal of economics and finance
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
International journal of economics and financial issues : IJEFI
71
Review of quantitative finance and accounting
67
Cogent economics & finance
65
The empirical economics letters : a monthly international journal of economics
65
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ECONIS (ZBW)
92
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41
Oil and stock prices : new evidence from a time varying homogenous panel smooth transition VECM for seven developing countries
Ceylan, Resat
;
Ivrendi, Mehmet
;
Shahbaz, Muhammed
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1085-1100
Persistent link: https://www.econbiz.de/10012814984
Saved in:
42
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
Saved in:
43
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
44
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
45
Impact of bank capital on non-performing loans : new evidence of concave capital from dynamic panel-data and time series analysis in Malaysia
Yaman Hajja
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2921-2948
Persistent link: https://www.econbiz.de/10013329840
Saved in:
46
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
47
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
48
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
49
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
50
Daily investor sentiment, order flow imbalance and stock liquidity : evidence from the Chinese stock market
Yin, Haiyuan
;
Wu, Xingying
;
Kong, Sophie X.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4816-4836
Persistent link: https://www.econbiz.de/10013461380
Saved in:
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