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~accessRights:"restricted"
~isPartOf:"Journal of risk"
~person:"Amendola, Alessandra"
~person:"Bouri, Elie"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
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Volatility
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Theorie
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Theory
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1
Correlation
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Derivat
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Geldpolitik
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Index-Futures
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MGARCH
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Monetary policy
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Option pricing theory
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Optionspreistheorie
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Risiko
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Risikomaß
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Risikoprämie
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Risk measure
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Risk premium
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Schätzung
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Standard & Poor's 500 (S&P 500)
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VAR model
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VAR-Modell
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causality-in-quantiles
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conditional distribution
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forecasting
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futures prices
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high-frequency data
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monetary policy uncertainty
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Amendola, Alessandra
Bouri, Elie
Degiannakis, Stavros
Hammoudeh, Shawkat
Yin, Libo
Yoon, Seong-min
Wu, Xinyu
3
Gillas, Konstantinos Gkillas
2
Aharon, David Yechiam
1
Berger, Theo
1
Blitz, David
1
Cameron, James
1
Candila, Vincenzo
1
Castellanos, Jenny
1
Chan, Jiun Hong
1
Charoenwong, Ben
1
Chen, Jiusheng
1
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1
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1
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Dionne, Georges
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Ewen, Martin
1
Feng, Guanhao
1
Feng, Yiyun
1
Feng, Yuanhua
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Filis, George
1
Floros, Christos
1
Gao, Jun
1
Gao, Xiang
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Gençay, Ramazan
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Gulati, Chandra M.
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Guo, Chuan
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Han, Yang
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Hassani, Samir Saissi
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Hendrych, Radek
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Israelov, Roni
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Jiang, Cuixia
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Joshi, Mark S.
1
Kim, Sol
1
Klein, Matthew
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Journal of risk
Energy economics
37
International review of financial analysis
19
Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Research in international business and finance
7
Journal of international financial markets, institutions & money
6
Economic modelling
5
Pacific-Basin finance journal
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of forecasting
4
Defence and peace economics
3
Emerging markets review
3
Global finance journal
3
Journal of empirical finance
3
The energy journal
3
The world economy : the leading journal on international economic relations
3
Australian economic papers
2
Economics letters
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal of commodity markets
2
Journal of multinational financial management
2
The quarterly review of economics and finance
2
Computational economics
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Economia politica : journal of analytical and institutional economics
1
Economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial modeling and risk management of energy and environmental instruments and derivates
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Journal of banking & finance
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Journal of behavioral and experimental finance
1
Journal of economic behavior & organization : JEBO
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Journal of international money and finance
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1
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
2
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
3
Comparing multivariate volatility forecasts by direct and indirect approaches
Amendola, Alessandra
;
Candila, Vincenzo
- In:
Journal of risk
19
(
2017
)
6
,
pp. 33-57
Persistent link: https://www.econbiz.de/10011799128
Saved in:
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