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subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aghion, Philippe"
~person:"Asai, Manabu"
~person:"Ma, Feng"
~person:"Zhu, Huiming"
~subject:"Wirtschaftswachstum"
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Volatility
Wirtschaftswachstum
Estimation
8
Schätzung
8
Volatilität
6
Capital income
4
China
4
Crude oil
4
Erdöl
4
Kapitaleinkommen
4
Oil price
4
Petroleum
4
Ölpreis
4
Börsenkurs
3
Economic policy uncertainty
3
Quantile-on-quantile regression
3
Share price
3
Welt
3
World
3
Anlageverhalten
2
Behavioural finance
2
Causality analysis
2
Commodity market
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Forecasting model
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
2
Rohstoffmarkt
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Rolling windows
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Time-frequency effect
2
Wavelet analysis
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ARCH model
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ARCH-Modell
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Bitcoin
1
Brasilien
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Brazil
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6
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Aghion, Philippe
Asai, Manabu
Ma, Feng
Zhu, Huiming
Gupta, Rangan
7
Pierdzioch, Christian
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Apergēs, Nikolaos
1
Arisoy, Yakup Eser
1
Athari, Seyed Alireza
1
Becker, Ralf
1
Bekiros, Stelios
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
9
Energy economics
9
Econometric Institute research papers
6
International journal of finance & economics : IJFE
4
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Finance research letters
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of econometrics
2
Journal of monetary economics
2
NBER Working Paper
2
NBER working paper series
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The econometrics journal
2
Working paper
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Asia-Pacific financial markets
1
Banque de France Working Paper
1
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1
Econometrics : open access journal
1
Economic modelling
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Economics / Discussion papers : the open-access, open-assessment e-journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Growth, inequality and globalization : theory, history and policy
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
1
Journal of the European Economic Association
1
Massachusetts Institute of Technology Department of Economics working paper series : working paper
1
Research paper series / Swiss Finance Institute
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of theory and practice
1
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1
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
2
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
3
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
4
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
5
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
6
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
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