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~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Volatility"
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Volatility
Volatilität
208
Forecasting model
103
Prognoseverfahren
103
Capital income
77
Kapitaleinkommen
77
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75
ARCH-Modell
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Gupta, Rangan
10
Bouri, Elie
9
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6
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4
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Ahmed, Walid M. A.
3
Clements, Adam
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International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
477
Energy economics
472
International review of financial analysis
305
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
265
Applied economics
237
Discussion paper / Centre for Economic Policy Research
217
Economic modelling
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Research in international business and finance
200
Quantitative finance
171
Journal of econometrics
163
Journal of banking & finance
149
Working paper / National Bureau of Economic Research, Inc.
143
Economics letters
136
Applied economics letters
128
Journal of international financial markets, institutions & money
123
Journal of empirical finance
121
Pacific-Basin finance journal
117
Journal of international money and finance
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The journal of futures markets
99
Journal of financial economics
93
Computational economics
91
Emerging markets, finance and trade : EMFT
90
International journal of finance & economics : IJFE
79
Journal of economic dynamics & control
77
Discussion papers / CEPR
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
The European journal of finance
68
International journal of theoretical and applied finance
67
Journal of financial econometrics
63
Journal of forecasting
61
International journal of financial engineering
57
Journal of financial markets
57
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Global finance journal
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
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ECONIS (ZBW)
208
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61
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
62
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
63
Implied volatility indices : a review
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 303-329
Persistent link: https://www.econbiz.de/10012655056
Saved in:
64
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
65
When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? : a quantiles-based analysis
Mokni, Khaled
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 65-73
Persistent link: https://www.econbiz.de/10012655187
Saved in:
66
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
67
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
Saved in:
68
Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? : the economic relationship in factor investing in...
Teplova, Tamara V.
;
Tomtosov, Aleksandr
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 210-223
Persistent link: https://www.econbiz.de/10012655354
Saved in:
69
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
Saved in:
70
Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 358-366
Persistent link: https://www.econbiz.de/10012655491
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