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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Pacific-Basin finance journal"
~person:"Aslan, Caglayan"
~person:"Briel, Stephanie"
~person:"Brooks, Robert"
~person:"Cho, Dooyeon"
~person:"Deniz, Pinar"
~person:"Nonejad, Nima"
~subject:"ARCH-Modell"
~subject:"Herd behaviour"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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ARCH-Modell
Herd behaviour
Realized volatility
Regressionsanalyse
Volatilität
Estimation
8
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8
Volatility
5
ARCH model
3
Börsenkurs
2
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2
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Conditional volatility
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Aslan, Caglayan
Briel, Stephanie
Brooks, Robert
Cho, Dooyeon
Deniz, Pinar
Nonejad, Nima
Kang, Sang Hoon
2
Wang, Yudong
2
Akpiliç, Ferdi
1
Altamimi, Sohale
1
Anastasiou, Athanasios
1
Andrada Félix, Julián
1
Andriansyah, Andriansyah
1
Ang, Tze Chuan
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Apergēs, Nikolaos
1
Areola Hernandez, Jose
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Assaf, Ata
1
Baryshnikova, Nadezhda V.
1
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1
Bekiros, Stelios
1
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Bera, Anil K.
1
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Bresson, Georges
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Cao, Jin
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Chon, Sora
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Clavijo-Cortes, Pedro
1
Cohen, Michael
1
Dash, Saumya Ranjan
1
Demirer, Rıza
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
International review of financial analysis
4
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Energy economics
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics
1
Australian journal of management
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of financial management, markets and institutions
1
Journal of international economics
1
Journal of international money and finance
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Labour economics : official journal of the European Association of Labour Economists
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Quantitative finance
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Review of Economic Analysis : REA
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Studies in economics and finance
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ECONIS (ZBW)
7
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1
Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
Saved in:
2
Gender differences in wage expectations : the role of biased beliefs
Briel, Stephanie
;
Osikominu, Aderonke
;
Satlukal, Sascha
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10012819434
Saved in:
3
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
4
Revisiting the link between output growth and volatility : panel GARCH analysis
Deniz, Pinar
;
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 743-771
Persistent link: https://www.econbiz.de/10012616893
Saved in:
5
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
6
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
7
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
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