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subject:"Volatilität"
~person:"Hautsch, Nikolaus"
~person:"Lee, Chien-chiang"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Estimation
79
Schätzung
79
Börsenkurs
20
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20
Volatility
20
Theorie
18
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18
Welt
18
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18
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Hautsch, Nikolaus
Lee, Chien-chiang
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Bollerslev, Tim
22
Pierdzioch, Christian
22
Xuan Vinh Vo
21
Kumar, Dilip
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Kang, Sang Hoon
17
Mensi, Walid
17
Tiwari, Aviral Kumar
17
Caporale, Guglielmo Maria
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Hegerty, Scott W.
12
Malik, Farooq
12
McMillan, David G.
12
Zhang, Yaojie
12
Caporin, Massimiliano
11
Floros, Christos
11
Nonejad, Nima
11
Bali, Turan G.
10
Chevallier, Julien
10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied economics
1
Econometrics : open access journal
1
Emerging markets, finance and trade : EMFT
1
European finance review : the official journal of the European Finance Association
1
Global finance journal
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of forecasting
1
Pacific-Basin finance journal
1
Research in international business and finance
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
20
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1
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
2
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
3
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
4
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
5
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
6
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
7
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
Saved in:
8
Investor attention, ETF returns, and country-specific factors
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Lee, Chi-Chuan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
Saved in:
9
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
10
Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Applied economics
52
(
2020
)
35
,
pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
Saved in:
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