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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Aragó, V."
~person:"Gupta, Rangan"
~person:"Wu, Xinyu"
~person:"Xu, Weiju"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Volatilität
Schätztheorie
Estimation
9
Schätzung
9
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Capital income
5
Kapitaleinkommen
5
Aktienmarkt
4
Börsenkurs
4
Immobilienpreis
4
Real estate price
4
Share price
4
Stock market
4
USA
4
United States
4
ARCH model
2
ARCH-Modell
2
Cointegration
2
Forecasting
2
Housing returns
2
Kointegration
2
Nonparametric causality-in-quantiles test
2
Spillover effect
2
Spillover-Effekt
2
Stock returns
2
Theorie
2
Theory
2
Vermögen
2
Wealth
2
Arbitrage
1
Bagging
1
Categorical EPU indices
1
Causality analysis
1
Causality-in-quantiles test
1
Consumption-aggregate wealth ratio
1
Consumption-wealth ratio
1
Derivat
1
Derivative
1
Dynamic connectedness
1
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Article
6
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Article in journal
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6
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English
6
Author
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Aragó, V.
Gupta, Rangan
Wu, Xinyu
Xu, Weiju
Xuan Vinh Vo
4
Brooks, Robert
3
Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Do, Hung Xuan
2
Feng, Jiabao
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Sang Hoon
2
Kumar, Dilip
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Wang, Yudong
2
Abakah, Emmanuel Joel Aikins
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
Annaert, Jan
1
Apostolakis, George N.
1
Arize, Augustine Chuck
1
Asai, Manabu
1
Aslan, Aylin
1
Bai, Jiancheng
1
Baldi, Lucia
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bayar, Omer
1
Beckmann, Joscha
1
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
5
Journal of risk
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
Economics letters
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
The European journal of finance
2
Applied financial economics
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk : JOR
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
1
Pacific-Basin finance journal
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
6
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1
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
2
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
3
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
4
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
5
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
6
Transaction costs, arbitrage, and volatility spillover : a note
Aragó, V.
;
Corredor, Pilar
;
Santamaría Aquilué, Rafael
- In:
International review of economics & finance : IREF
12
(
2003
)
3
,
pp. 399-415
Persistent link: https://www.econbiz.de/10001797311
Saved in:
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