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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Molnár, Peter"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Long memory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Share price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Efficient market hypothesis
Long memory
Oil price
Prognoseverfahren
Risk
Share price
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Volatilität
Ölpreis
Volatility
27
ARCH model
12
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Degiannakis, Stavros
Hammoudeh, Shawkat
Lyócsa, Štefan
Molnár, Peter
Yin, Libo
Yoon, Seong-min
Bouri, Elie
22
Ma, Feng
19
Roubaud, David
14
Gupta, Rangan
12
Ji, Qiang
12
Corbet, Shaen
10
Lau, Chi Keung
10
Sensoy, Ahmet
10
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10
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10
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9
Lucey, Brian M.
9
Wei, Yu
9
Yarovaya, Larisa
9
Guesmi, Khaled
8
Liang, Chao
8
Lu, Xinjie
8
Tiwari, Aviral Kumar
8
Wang, Jiqian
8
Xiong, Xiong
8
Klein, Tony
6
Liu, Jing
6
Shahzad, Syed Jawad Hussain
6
Sun, Xiaolei
6
Brzeszczyński, Janusz
5
Das, Debojyoti
5
Gillas, Konstantinos Gkillas
5
Gozgor, Giray
5
Nonejad, Nima
5
Shen, Dehua
5
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5
Wu, Xinyu
5
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5
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5
Zhu, Huiming
5
Akyildirim, Erdinc
4
An, Haizhong
4
Ben Omrane, Walid
4
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Finance research letters
International journal of forecasting
International review of financial analysis
Journal of forecasting
Energy economics
26
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
8
International review of economics & finance : IREF
7
Research in international business and finance
6
Journal of empirical finance
5
Journal of international financial markets, institutions & money
5
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3
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3
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Journal of international money and finance
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Open economies review
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ECONIS (ZBW)
27
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1
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:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
3
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
4
The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan
;
Halousková, Martina
;
Haugom, Erik
- In:
Finance research letters
57
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
Saved in:
5
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
6
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
7
Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Lyócsa, Štefan
;
Plíhal, Tomáš
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013464299
Saved in:
8
YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan
;
Baumöhl, Eduard
;
Výrost, Tomáš
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
Saved in:
9
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
10
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
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