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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Yield curve"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Estimation
424
Schätzung
422
Capital income
159
Kapitaleinkommen
159
Börsenkurs
133
Share price
133
Volatilität
125
Aktienmarkt
105
Stock market
105
Theorie
88
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88
Forecasting model
75
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Welt
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Behavioural finance
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Spillover-Effekt
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Ölpreis
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China
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Panel study
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Markov-Kette
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139
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139
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Ma, Feng
5
Gupta, Rangan
4
Bouri, Elie
3
Liu, Zhenya
3
Roubaud, David
3
Degiannakis, Stavros
2
Fabozzi, Frank J.
2
Gong, Xue
2
Gozgor, Giray
2
Hammoudeh, Shawkat
2
Horváth, Lajos
2
Lau, Chi Keung
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2
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2
Nonejad, Nima
2
Salisu, Afees A.
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Shahzad, Syed Jawad Hussain
2
Tunaru, Diana
2
Umar, Zaghum
2
Wang, Jiqian
2
Wei, Yu
2
Yang, J. Jimmy
2
Abad Díaz, David
1
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Agarwalla, Sobhesh Kumar
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Aharon, David Y.
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Ajide, Kazeem Bello
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Al-Gamrh, Bakr
1
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1
Alimi, Olorunfemi Yasiru
1
Antonakakis, Nikolaos
1
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1
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1
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International journal of finance & economics : IJFE
International review of financial analysis
Review of quantitative finance and accounting
Finance research letters
138
Energy economics
127
International review of economics & finance : IREF
112
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Economic modelling
86
Journal of econometrics
74
Research in international business and finance
62
Journal of banking & finance
61
Journal of empirical finance
58
Journal of international financial markets, institutions & money
54
Discussion paper / Centre for Economic Policy Research
53
Journal of international money and finance
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Applied economics letters
46
Economics letters
45
Working paper / National Bureau of Economic Research, Inc.
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of financial economics
36
Discussion papers / CEPR
34
Journal of economic dynamics & control
32
Pacific-Basin finance journal
32
Journal of financial econometrics
30
Quantitative finance
30
The European journal of finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Emerging markets, finance and trade : EMFT
26
Journal of financial markets
25
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Econometric reviews
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
International journal of economics and finance
19
Global finance journal
17
International journal of emerging markets
16
Journal of forecasting
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ECONIS (ZBW)
139
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
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:
4
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
5
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
6
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
7
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
8
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
9
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
10
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
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