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subject:"Volatilität"
~person:"Jawadi, Fredj"
~person:"Lillo, Fabrizio"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Volatilität
Share price
Estimation
43
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43
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20
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18
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18
Volatility
14
Capital income
12
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Jawadi, Fredj
Lillo, Fabrizio
Gupta, Rangan
85
McMillan, David G.
36
Pierdzioch, Christian
36
Wohar, Mark E.
35
Zaremba, Adam
35
Bahmani-Oskooee, Mohsen
34
Tiwari, Aviral Kumar
34
Gil-Alaña, Luis A.
31
Ma, Feng
31
Narayan, Paresh Kumar
31
Bouri, Elie
28
Caporale, Guglielmo Maria
28
McAleer, Michael
27
Todorov, Viktor
26
Balcilar, Mehmet
25
Bollerslev, Tim
25
Xuan Vinh Vo
25
Lee, Chien-chiang
22
Kumar, Dilip
21
Brooks, Robert
19
Zhang, Yaojie
19
Belke, Ansgar
18
Chiang, Thomas C.
18
Mensi, Walid
18
Wang, Yudong
18
Apergēs, Nikolaos
17
Kang, Sang Hoon
17
Salisu, Afees A.
17
Asai, Manabu
16
Bohl, Martin T.
16
Rashid, Abdul
16
Yoon, Seong-min
16
Caporin, Massimiliano
15
Demirer, Rıza
15
Hammoudeh, Shawkat
15
Hamori, Shigeyuki
15
Wei, Yu
15
Bali, Turan G.
14
Cakici, Nusret
14
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Computational economics
2
Econometric reviews
2
Quantitative finance
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The complex dynamics of economic interaction : essays in economics and econophysics
2
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Applied economics
1
Applied economics letters
1
Decision making and risk/return optimization in financial economics
1
Energy economics
1
Financial econometrics and empirical market microstructure
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Open economies review
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
25
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1
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
2
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
3
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
4
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
5
Computing the time-varying effects of investor attention in Islamic stock returns
Jawadi, Nabila
;
Jawadi, Fredj
;
Cheffou, Abdoulkarim Idi
- In:
Computational economics
56
(
2020
)
1
,
pp. 131-143
Persistent link: https://www.econbiz.de/10012272021
Saved in:
6
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
7
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
8
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
9
Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj
;
Chlibi, Souhir
;
Cheffou, Abdoulkarim Idi
-
2019
Persistent link: https://www.econbiz.de/10012000778
Saved in:
10
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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