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~accessRights:"restricted"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Volatility
72
Volatilität
72
Estimation
35
Schätzung
35
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32
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32
ARCH model
19
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19
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6
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71
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2
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Allen, David E.
Andersen, Torben
Bahmani-Oskooee, Mohsen
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
Gupta, Rangan
133
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
58
Zhang, Yaojie
42
Hammoudeh, Shawkat
41
Mensi, Walid
41
Wohar, Mark E.
39
Kang, Sang Hoon
38
Wang, Yudong
38
Liang, Chao
37
Xuan Vinh Vo
36
Lucey, Brian M.
35
Ji, Qiang
34
Pierdzioch, Christian
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Roubaud, David
33
Balcilar, Mehmet
32
McAleer, Michael
28
Salisu, Afees A.
28
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Lau, Chi Keung
26
Kumar, Dilip
25
Umar, Zaghum
24
Gillas, Konstantinos Gkillas
23
Jawadi, Fredj
22
Todorov, Viktor
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Lee, Chien-chiang
21
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Ryu, Doojin
20
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Journal of econometrics
11
International review of economics & finance : IREF
5
Applied economics
4
Empirica : journal of european economics
4
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics quarterly
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2
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2
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
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1
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1
Journal of the Asia Pacific economy
1
Macroeconomics and finance in emerging market economies
1
NBER reporter online
1
Research in economics : an international review of economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Chinese economy : translations and studies
1
The European journal of finance
1
The journal of finance : the journal of the American Finance Association
1
The journal of international trade & economic development
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73
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1
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:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
Asymmetric impact of exchange rate
volatility
on commodity trade between Pakistan and China
Bahmani-Oskooee, Mohsen
;
Usman, Ahmed
;
Ullah, Sana
- In:
Global business review
24
(
2023
)
3
,
pp. 510-534
Persistent link: https://www.econbiz.de/10014366010
Saved in:
4
The role of jumps in realized
volatility
modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
5
Asymmetric effects of exchange rate
volatility
on trade flows : evidence from G7
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10014227689
Saved in:
6
Exchange rate
volatility
and commodity trade between U.K. and China : an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
The Chinese economy : translations and studies
55
(
2022
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10012821694
Saved in:
7
The effect of exchange rate
volatility
on U.S. bilateral trade with Africa : a symmetric and asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Arize, Augustine Chuck
- In:
Economic systems
46
(
2022
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013202865
Saved in:
8
U.K.-German commodity trade and exchange-rate
volatility
: an asymmetric analysis
Bahmani-Oskooee, Mohsen
;
Karamelikli, Huseyin
- In:
The International trade journal
36
(
2022
)
4
,
pp. 288-305
Persistent link: https://www.econbiz.de/10013281205
Saved in:
9
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:
10
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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