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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatility"
~subject:"Wechselkurs"
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Volatility
Wechselkurs
Volatilität
101
ARCH model
45
ARCH-Modell
45
Theorie
42
Theory
42
Estimation
41
Schätzung
41
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101
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Blazsek, Szabolcs
2
Chan, Jennifer So Kuen
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Jawadi, Fredj
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Kok Haur Ng
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
522
Energy economics
476
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
273
Applied economics
239
Economic modelling
219
Discussion paper / Centre for Economic Policy Research
217
Research in international business and finance
202
Quantitative finance
171
Journal of econometrics
163
Journal of banking & finance
150
Working paper / National Bureau of Economic Research, Inc.
143
Economics letters
137
Applied economics letters
128
Journal of empirical finance
125
Journal of international financial markets, institutions & money
123
Pacific-Basin finance journal
120
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Journal of international money and finance
106
The journal of futures markets
99
International journal of forecasting
98
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
76
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
Physica A: Statistical Mechanics and its Applications
67
Journal of financial econometrics
63
Journal of forecasting
61
International journal of financial engineering
58
Journal of financial markets
58
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
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ECONIS (ZBW)
101
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101
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1
Asymmetry in stochastic
volatility
models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones
volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Are multifractal processes suited to forecasting electricity price
volatility
? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
4
Bidirectional
volatility
transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate
volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
6
Think again :
volatility
asymmetry and
volatility
persistence
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012054865
Saved in:
7
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
8
Modelling and forecasting stock
volatility
and return : a new approach based on quantile Rogers-Satchell
volatility
measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
9
The co-integration of CDS and bonds in time-varying
volatility
dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
10
Volatility
and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
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