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~accessRights:"restricted"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Hammoudeh, Shawkat"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Volatility
80
Volatilität
80
Börsenkurs
29
Share price
29
ARCH model
26
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26
Capital income
24
Estimation
24
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24
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22
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22
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18
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Aufsatz in Zeitschrift
Systematic review
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2
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80
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Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Hammoudeh, Shawkat
Medeiros, Marcelo C.
Gupta, Rangan
134
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
60
Zhang, Yaojie
42
Mensi, Walid
41
Wohar, Mark E.
39
Kang, Sang Hoon
38
Wang, Yudong
38
Liang, Chao
37
Xuan Vinh Vo
36
Ji, Qiang
35
Lucey, Brian M.
35
Pierdzioch, Christian
35
Wei, Yu
35
Bahmani-Oskooee, Mohsen
34
Demirer, Rıza
34
Corbet, Shaen
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
23
Todorov, Viktor
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Lee, Chien-chiang
21
Ryu, Doojin
21
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
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Energy economics
13
Journal of econometrics
11
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
Pacific-Basin finance journal
3
International review of financial analysis
2
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2
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2
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2
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2
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
1
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1
Journal of commodity markets
1
Journal of economic behavior & organization : JEBO
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 multinational financial management
1
NBER reporter online
1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Return-
volatility
relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
2
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:
3
Oil price
volatility
and changes in corporate debt : an empirical study in the Indian landscape
Hammoudeh, Shawkat
;
Nand Tripathi, Nitya
;
Binu Raj, Asha
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014581042
Saved in:
4
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:
5
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:
6
Do
volatility
indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?
Tanin, Tauhidul Islam
;
Sarker, Ashutosh
;
Hammoudeh, Shawkat
- In:
Journal of economic behavior & organization : JEBO
191
(
2021
),
pp. 214-235
Persistent link: https://www.econbiz.de/10013186389
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
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
9
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:
10
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
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