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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
Time series analysis
Estimation
573
Schätzung
572
Theorie
161
Theory
161
Capital income
153
Kapitaleinkommen
153
Volatility
149
Börsenkurs
136
Share price
136
Stock market
99
Aktienmarkt
98
Welt
80
World
80
Forecasting model
78
Prognoseverfahren
78
ARCH model
73
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57
Exchange rate
56
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54
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52
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42
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39
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Article
192
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Aufsatz in Zeitschrift
Article in journal
193
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1
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English
193
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Xuan Vinh Vo
4
Brooks, Robert
3
Caporin, Massimiliano
3
Kang, Sang Hoon
3
McAleer, Michael
3
Yin, Libo
3
Arize, Augustine Chuck
2
Asai, Manabu
2
Audrino, Francesco
2
Balcilar, Mehmet
2
Caldeira, João F.
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Do, Hung Xuan
2
Feng, Jiabao
2
Garcia, René
2
Ghysels, Eric
2
Giannellis, Nikolaos
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Koopman, Siem Jan
2
Kumar, Dilip
2
Lanne, Markku
2
Malik, Farooq
2
Malindretos, John
2
Mensi, Walid
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Wang, Yudong
2
Xie, Zixiong
2
Xu, Weiju
2
Ōgaki, Masao
2
Abakah, Emmanuel Joel Aikins
1
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International review of economics & finance : IREF
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
310
Applied economics
239
Economic modelling
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
204
Economics letters
201
Applied economics letters
191
Energy economics
189
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Finance research letters
151
International review of financial analysis
119
Journal of banking & finance
117
The North American journal of economics and finance : a journal of financial economics studies
117
International journal of forecasting
112
Journal of empirical finance
104
Journal of international money and finance
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Applied financial economics
101
Econometric reviews
93
Journal of applied econometrics
92
Journal of international financial markets, institutions & money
82
Research in international business and finance
82
Journal of forecasting
77
Journal of risk and financial management : JRFM
76
The journal of futures markets
69
International journal of finance & economics : IJFE
68
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of economic dynamics & control
60
International journal of economics and financial issues : IJEFI
58
The European journal of finance
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International Journal of Energy Economics and Policy : IJEEP
51
International journal of economics and finance
50
Journal of financial economics
50
Quantitative economics : QE ; journal of the Econometric Society
50
The empirical economics letters : a monthly international journal of economics
50
Macroeconomic dynamics
49
Journal of macroeconomics
46
Computational economics
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ECONIS (ZBW)
193
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193
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
5
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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8
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
9
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
10
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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