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subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of financial analysis"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Pesaran, M. Hashem"
~person:"Tiwari, Aviral Kumar"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Panel study
Stock market
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Estimation
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Schätzung
15
Volatility
8
Forecasting model
5
Prognoseverfahren
5
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12
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Pesaran, M. Hashem
Tiwari, Aviral Kumar
Xuan Vinh Vo
Ma, Feng
4
Bouri, Elie
3
Chortareas, Georgios E.
3
Kim, Jae H.
3
Narayan, Paresh Kumar
3
Sensoy, Ahmet
3
Urquhart, Andrew
3
Audrino, Francesco
2
Ballinari, Daniele
2
Brooks, Robert
2
Charles, Amélie
2
Cipollini, Andrea
2
Cummins, Mark
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Filis, George
2
Floros, Christos
2
Gabauer, David
2
Gerlach, Richard
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Goodell, John W.
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
In, Francis Haeuck
2
Jiang, Ying
2
Klein, Tony
2
Lee, Hsiang-Tai
2
Liu, Jia
2
Liu, Xiaoquan
2
Luo, Jiawen
2
Malki, Issam
2
McGroarty, Frank
2
Narayan, Seema
2
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International journal of forecasting
International review of financial analysis
Research in international business and finance
7
Applied economics
6
Energy economics
6
International review of economics & finance : IREF
6
Applied economics letters
5
Applied financial economics
5
Economic modelling
5
Finance research letters
5
International journal of finance & economics : IJFE
5
Journal of applied econometrics
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The North American journal of economics and finance : a journal of financial economics studies
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Computational economics
2
Econometric reviews
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirica : journal of european economics
2
Global finance journal
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
Review of financial economics : RFE
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The empirical economics letters : a monthly international journal of economics
2
Annals of finance
1
Applied financial economics letters
1
Australian economic papers
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Borsa Istanbul Review
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Bulletin of economic research
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Defence and peace economics
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Eastern economic journal
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Economia aplicada : EA
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
12
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1
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
2
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
3
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
4
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:
5
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:
6
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
7
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:
8
Revisiting fast profit investor sentiment and stock returns during Ramadan
Al-Khazali, Osamah
- In:
International review of financial analysis
33
(
2014
),
pp. 158-170
Persistent link: https://www.econbiz.de/10010520062
Saved in:
9
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
10
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
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