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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Elastic net VAR"
~subject:"Schätztheorie"
~subject:"Stock market"
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Volatilität
Elastic net VAR
Schätztheorie
Stock market
Estimation
496
Schätzung
495
Capital income
123
Kapitaleinkommen
123
Theorie
122
Theory
122
Volatility
115
Börsenkurs
108
Share price
108
Aktienmarkt
91
Welt
77
World
77
Forecasting model
55
Prognoseverfahren
55
Exchange rate
52
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50
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50
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45
Kointegration
45
USA
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45
Risiko
42
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Panel study
41
Time series analysis
40
Zeitreihenanalyse
40
Portfolio selection
39
Portfolio-Management
39
Oil price
38
Ölpreis
38
Economic growth
35
Wirtschaftswachstum
35
China
33
EU countries
33
EU-Staaten
33
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32
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English
186
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Xuan Vinh Vo
5
Gupta, Rangan
4
Balcilar, Mehmet
3
Balli, Faruk
3
Brooks, Robert
3
Kang, Sang Hoon
3
Wohar, Mark E.
3
Yin, Libo
3
Balli, Hatice Ozer
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
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2
Chen, Mei-Ping
2
Chen, Shyh-Wei
2
Chiang, Thomas C.
2
Corredor, Pilar
2
Do, Hung Xuan
2
Feng, Jiabao
2
Gil-Alaña, Luis A.
2
Goodell, John W.
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Han, Liyan
2
He, Zhifang
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
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Kumar, Dilip
2
Kutan, Ali Mustafa
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Lee, Hyunchul
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Narayan, Seema
2
Santamaría Aquilué, Rafael
2
Sousa, Ricardo M.
2
Vortelinos, Dimitrios I.
2
Wang, Yudong
2
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International review of economics & finance : IREF
Journal of econometrics
277
Economic modelling
215
Applied economics
214
Finance research letters
196
Applied economics letters
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
International review of financial analysis
169
Economics letters
167
Energy economics
166
NBER working paper series
156
NBER Working Paper
148
Working paper / National Bureau of Economic Research, Inc.
147
The North American journal of economics and finance : a journal of financial economics studies
137
Journal of banking & finance
136
Applied financial economics
132
Journal of empirical finance
122
Research in international business and finance
115
Working paper
114
Journal of international financial markets, institutions & money
112
CESifo working papers
104
Journal of international money and finance
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Discussion paper / Centre for Economic Policy Research
84
Discussion paper / Tinbergen Institute
84
The European journal of finance
84
Discussion paper series / IZA
82
Journal of risk and financial management : JRFM
82
Econometric reviews
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
International journal of finance & economics : IJFE
72
International journal of forecasting
70
International journal of economics and finance
68
Journal of financial economics
67
Journal of applied econometrics
66
Pacific-Basin finance journal
66
The journal of futures markets
66
Discussion paper
63
International journal of economics and financial issues : IJEFI
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
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ECONIS (ZBW)
186
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
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:
3
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:
4
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
5
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:
6
Stock market and inequality distributions : evidence from the BRICS and G7 countries
Dong Quang Dang
;
Wu, Weiou
;
Korkos, Ioannis
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1172-1190
Persistent link: https://www.econbiz.de/10014535084
Saved in:
7
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:
8
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
Saved in:
9
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:
10
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
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