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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Tiwari, Aviral Kumar"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Portfolio-Management"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Panel study
Portfolio-Management
Stock market
USA
Estimation
27
Schätzung
27
Volatility
15
Capital income
10
Kapitaleinkommen
10
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ARCH-Modell
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Shock
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Time series analysis
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Asia
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Article in journal
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21
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21
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Hammoudeh, Shawkat
Ma, Feng
Pesaran, M. Hashem
Tiwari, Aviral Kumar
Xuan Vinh Vo
Darné, Olivier
4
Kim, Jae H.
4
Ali, Faek Menla
3
Bouri, Elie
3
Charles, Amélie
3
Fabozzi, Frank J.
3
Lyons, Richard K.
3
Milas, Costas
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Urquhart, Andrew
3
Aharon, David Y.
2
Amano, Robert A.
2
Arshanapalli, Bala Gangadhar
2
Baillie, Richard
2
Bekaert, Geert
2
Bergin, Paul R.
2
Bevilacqua, Mattia
2
Bilgin, Mehmet Huseyin
2
Bredin, Donal
2
Brooks, Robert
2
Chang, Yuanchen
2
Cheikh, Nidhaleddine Ben
2
Cheung, Yin-Wong
2
Chinn, Menzie David
2
Chortareas, Georgios E.
2
Christopulos, Dēmētrēs K.
2
Cipollini, Andrea
2
Cummins, Mark
2
Do, Hung Xuan
2
Ellington, Michael
2
Florackis, Chris
2
Floros, Christos
2
Frankel, Jeffrey A.
2
Ftiti, Zied
2
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International review of financial analysis
Journal of international money and finance
Energy economics
15
Applied economics
13
Finance research letters
8
International review of economics & finance : IREF
8
Applied economics letters
7
International journal of finance & economics : IJFE
7
Research in international business and finance
7
Economic modelling
6
Applied financial economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of empirical finance
3
Pacific-Basin finance journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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 finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
The empirical economics letters : a monthly international journal of economics
2
Annals of finance
1
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Bulletin of economic research
1
Cogent economics & finance
1
Defence and peace economics
1
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ECONIS (ZBW)
21
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1
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21
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1
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
3
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
4
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
5
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:
6
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:
7
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
8
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
9
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
10
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
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