//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~language:"eng"
~person:"Andersen, Torben"
~person:"Brooks, Robert D."
~person:"Caporale, Guglielmo Maria"
~subject:"Singapore"
~subject:"Volatilität"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Singapore
Volatilität
Estimation
36
Schätzung
36
Volatility
30
Capital income
24
Kapitaleinkommen
24
Börsenkurs
21
Share price
21
Time series analysis
19
Zeitreihenanalyse
19
Aktienmarkt
16
Fractional integration
16
Stock market
16
Theorie
13
Theory
13
Cointegration
12
Kointegration
11
Ankündigungseffekt
10
Announcement effect
10
EU countries
10
EU-Staaten
10
Interest rate
8
Persistence
8
Zins
8
ARCH model
7
ARCH-Modell
7
Virtual currency
7
Virtuelle Währung
7
Efficient market hypothesis
6
Effizienzmarkthypothese
6
Emerging economies
6
Estimation theory
6
Euro area
6
Eurozone
6
Exchange rate
6
Forecasting model
6
Long memory
6
Prognoseverfahren
6
Schwellenländer
6
Schätztheorie
6
more ...
less ...
Online availability
All
Undetermined
Free
7
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
30
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Andersen, Torben
Brooks, Robert D.
Caporale, Guglielmo Maria
Gupta, Rangan
130
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
59
Zhang, Yaojie
42
Hammoudeh, Shawkat
41
Mensi, Walid
41
Wohar, Mark E.
39
Wang, Yudong
38
Bahmani-Oskooee, Mohsen
37
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
36
Lucey, Brian M.
35
Wei, Yu
35
Demirer, Rıza
34
Ji, Qiang
34
Corbet, Shaen
33
Roubaud, David
33
Balcilar, Mehmet
31
Pierdzioch, Christian
28
Salisu, Afees A.
28
McAleer, Michael
27
Yin, Libo
27
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Umar, Zaghum
24
Gillas, Konstantinos Gkillas
23
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Jawadi, Fredj
21
Ryu, Doojin
21
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Yoon, Seong-min
21
Lee, Chien-chiang
20
more ...
less ...
Published in...
All
Journal of econometrics
7
Finance research letters
3
Research in international business and finance
3
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
China economic review : an international journal
1
Computational economics
1
Financial markets and portfolio management
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of financial econometrics
1
Journal of financial economics
1
NBER reporter online
1
Open economies review
1
The European journal of finance
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
5
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
6
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
7
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
8
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
9
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
10
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->