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subject:"Volatility"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
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Volatility
ARCH-Modell
Estimation
975
Schätzung
974
Theorie
281
Theory
281
Capital income
229
Kapitaleinkommen
229
Volatilität
186
Börsenkurs
177
Share price
177
Welt
155
World
155
USA
139
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139
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138
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138
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ARCH model
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Gupta, Rangan
6
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Copeland, Laurence S.
3
Demirer, Rıza
3
Koutmos, Gregory
3
Pierdzioch, Christian
3
Ali, Faek Menla
2
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Bohl, Martin T.
2
Booth, G. Geoffrey
2
Boughrara, Adel
2
Jiang, Fuwei
2
Kang, Sang Hoon
2
Lucey, Brian M.
2
Nam, Kiseok
2
Roubaud, David
2
Simlai, Prodosh
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Yun, Jaeho
2
Zheng, Yao
2
Abhyankar, Abhay
1
Ahmed, Mohamed S.
1
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1
Al-Shboul, Mohammad
1
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1
Ali, Syed Riaz Mahmood
1
Alireza Zarei
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Alsharari, Nizar Mohammad
1
Ames, Matthew
1
Anderegg, Benjamin
1
Anderson, Randy I.
1
Ang, Tze Chuan
1
Areola Hernandez, Jose
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
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Journal of international money and finance
Pacific-Basin finance journal
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
144
Applied economics
141
Finance research letters
128
Economic modelling
126
International review of economics & finance : IREF
118
Journal of econometrics
111
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of empirical finance
91
Journal of banking & finance
90
Applied economics letters
86
Applied financial economics
84
Working paper / National Bureau of Economic Research, Inc.
83
Working paper
79
NBER working paper series
78
Journal of international financial markets, institutions & money
77
Research in international business and finance
74
NBER Working Paper
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
The journal of futures markets
69
Discussion paper / Tinbergen Institute
65
Economics letters
62
Journal of risk and financial management : JRFM
58
CESifo working papers
55
International journal of forecasting
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Discussion paper / Centre for Economic Policy Research
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of finance & economics : IJFE
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International Journal of Energy Economics and Policy : IJEEP
38
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
38
Journal of financial economics
37
Quantitative finance
37
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ECONIS (ZBW)
204
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204
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
5
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
6
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:
7
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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