//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~person:"Xuan Vinh Vo"
~person:"Zaatour, Riadh"
~subject:"Risikoprämie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Risikoprämie
Estimation
10
Schätzung
10
Volatilität
6
Welt
5
World
5
Spillover effect
4
Spillover-Effekt
4
Börsenkurs
3
Share price
3
2010-2011
2
Aktienmarkt
2
Commodity derivative
2
Correlation
2
Hedging
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Oil price
2
Rohstoffderivat
2
Securities trading
2
Stock market
2
Virtual currency
2
Virtuelle Währung
2
Wertpapierhandel
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Asymmetric spillovers
1
Asymmetry
1
Bacry-Delattre-Hoffmann-Muzy Model
1
Capital income
1
Capital market returns
1
Commodity futures
1
Comovements
1
Connectedness measures
1
Connectedness network
1
Cryptocurrency environmental attention
1
Cryptocurrency markets
1
Determinants of connectedness
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Xuan Vinh Vo
Zaatour, Riadh
Brooks, Robert
3
Kang, Sang Hoon
3
Yin, Libo
3
Agarwalla, Sobhesh Kumar
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Das, Debojyoti
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Feng, Jiabao
2
Fonseca, José da
2
Gupta, Rangan
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Ma, Feng
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Miffre, Joëlle
2
Rubio, Gonzalo
2
Shi, Yanlin
2
Todorova, Neda
2
Wang, George H. K.
2
Wang, Yudong
2
Xu, Weiju
2
Abakah, Emmanuel Joel Aikins
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Alexiou, Lykourgos
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
The journal of futures markets
Applied economics
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
1
Australian economic papers
1
Borsa Istanbul Review
1
Economics and Business Letters : EBL
1
Emerging markets review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
Journal of financial stability
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of theory and practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
2
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
3
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
4
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
5
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
6
Hawkes process : fast calibration, application to trade clustering, and diffuse limit
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 548-579
Persistent link: https://www.econbiz.de/10010371413
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->