//--> //--> //--> //-->
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"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Corbet, Shaen"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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: subject:"Volatility"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Volatility
71
Volatilität
71
Börsenkurs
31
Share price
31
Capital income
24
Kapitaleinkommen
24
ARCH model
21
ARCH-Modell
21
Estimation
21
Schätzung
21
Time series analysis
19
Zeitreihenanalyse
19
Virtual currency
15
Virtuelle Währung
15
Forecasting model
14
Prognoseverfahren
14
Theorie
12
Theory
12
Aktienmarkt
11
Stochastic process
11
Stochastischer Prozess
11
Stock market
11
Welt
11
World
11
Spillover effect
10
Spillover-Effekt
10
Cryptocurrencies
9
Ankündigungseffekt
8
Announcement effect
8
Estimation theory
8
High-frequency data
8
Schätztheorie
8
Bitcoin
7
GARCH
6
CAPM
5
Coronavirus
5
Cryptocurrency
5
Electronic money
5
Elektronisches Geld
5
Financial market
5
more ...
less ...
Online availability
All
Undetermined
Free
154
Type of publication
All
Article
70
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Systematic review
Working Paper
Article in journal
70
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
71
French
1
Author
All
Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Corbet, Shaen
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
Bahmani-Oskooee, Mohsen
34
Ji, Qiang
34
Pierdzioch, Christian
34
Wei, Yu
34
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
more ...
less ...
Published in...
All
Journal of econometrics
11
Finance research letters
7
International review of economics & finance : IREF
6
International review of financial analysis
5
Applied economics
4
Energy economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Journal of financial econometrics
2
Journal of financial economics
2
Journal of financial stability
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of retailing and consumer services
1
NBER reporter online
1
Review of corporate finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The journal of corporate finance : contracting, governance and organization
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
3
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:
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
Cryptocurrency liquidity and
volatility
interrelationships during the COVID-19 pandemic
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
;
Larkin, Charles
; …
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014575516
Saved in:
6
We reddit in a forum : the influence of message boards on firm stability
Corbet, Shaen
;
Hou, Yang
;
Oxley, Les
- In:
Review of corporate finance
2
(
2022
)
1
,
pp. 151-190
Persistent link: https://www.econbiz.de/10013457446
Saved in:
7
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:
8
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
Saved in:
9
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:
10
Isolating defensive corporate ESG effects : evidence from purely domestic anti-COVID-19 measures
Goodell, John W.
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
Journal of financial stability
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014533560
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->