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~isPartOf:"Annals of economics and finance"
~language:"eng"
~subject:"Aktienmarkt"
~subject:"Stochastic volatility models"
~subject:"Time series analysis"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Aktienmarkt
Stochastic volatility models
Time series analysis
Volatility
Volatilität
Theorie
198
Theory
198
China
82
Estimation
41
Schätzung
41
Economic growth
38
Wirtschaftswachstum
38
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35
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Article
39
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Article in journal
Aufsatz in Zeitschrift
39
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English
Author
All
Gong, Liutang
2
Yu, Jun
2
Bahri, Dhikra
1
Bailey, Warren
1
Berlemann, Michael
1
Bouoiyour, Jamal
1
Breece, Jeffery
1
Bui, Mai H.
1
Cao, Charles Q.
1
Chao, John C.
1
Chen, Zhenxi
1
Chow, Gregory C.
1
Cho̕e, Hyuk
1
Corradi, Valentina
1
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1
Ding, Haoyuan
1
Do, Dung H.
1
Errais, Eymen
1
Fabozzi, Frank J.
1
Fan, Haichao
1
Fernandes, João Meira
1
Gao, Lei
1
Gao, Paul P. J.
1
Gao, Qi
1
Gao, Yuan
1
Gil-Alanaa, L. A.
1
Gu, Jingping
1
Guoping Li
1
Hernandez-Verme, Paula Lourdes
1
Hong, Yongmiao
1
Huang, Kevin X. D.
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1
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1
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1
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1
Jakobsen, Jan Bo
1
Jo, Yonghwan
1
Katrakilides, K.
1
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1
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Annals of economics and finance
Finance research letters
967
Journal of econometrics
894
Applied economics
872
Energy economics
845
International review of financial analysis
749
Economics letters
715
Economic modelling
690
Applied economics letters
668
International journal of forecasting
665
International review of economics & finance : IREF
618
Journal of banking & finance
590
Applied financial economics
560
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
509
Research in international business and finance
494
The North American journal of economics and finance : a journal of financial economics studies
488
Pacific-Basin finance journal
464
Journal of international financial markets, institutions & money
456
Journal of forecasting
444
Journal of empirical finance
428
The journal of futures markets
417
Journal of international money and finance
380
Econometric theory
336
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
334
Journal of risk and financial management : JRFM
334
International journal of economics and finance
317
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
305
Journal of financial economics
302
The European journal of finance
294
International journal of theoretical and applied finance
292
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
283
Journal of economic dynamics & control
275
Computational economics
273
Econometric reviews
273
International Journal of Energy Economics and Policy : IJEEP
266
International journal of economics and financial issues : IJEFI
266
International journal of finance & economics : IJFE
266
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
262
The journal of finance : the journal of the American Finance Association
234
Quantitative finance
231
Review of quantitative finance and accounting
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ECONIS (ZBW)
39
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39
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date (oldest first)
1
Trade war risk and valuations of companies listed overseas : an empirical study on China concept stocks
Peng, Yan
;
Li, Song
;
Wei, Lijia
- In:
Annals of economics and finance
23
(
2022
)
1
,
pp. 95-139
Persistent link: https://www.econbiz.de/10013352618
Saved in:
2
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
3
Multivariate analysis of East African currency exchange rate dynamics
Shiferaw, Yegnanew A.
- In:
Annals of economics and finance
20
(
2019
)
2
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012175620
Saved in:
4
The relationship of dividend policy and share price volatility : a case in Vietnam
Nguyen, Duy T.
;
Bui, Mai H.
;
Do, Dung H.
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012110477
Saved in:
5
Revisiting the time series momentum anomaly
Jo, Yonghwan
;
Kim, Jihee
- In:
Annals of economics and finance
20
(
2019
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012175644
Saved in:
6
A critical appraisal of studies analyzing co-movement of international stock markets
Kiviet, J. F.
;
Chen, Zhenxi
- In:
Annals of economics and finance
19
(
2018
)
1
,
pp. 151-196
Persistent link: https://www.econbiz.de/10012110968
Saved in:
7
Optimal fiscal and monetary policy with durable goods
Gong, Liutang
;
Shi, Feng
;
Wang, Chan
- In:
Annals of economics and finance
19
(
2018
)
2
,
pp. 729-748
Persistent link: https://www.econbiz.de/10012111054
Saved in:
8
The 52-week high and momentum investing : implications for asset pricing models
Lobão, Júlio
;
Fernandes, João Meira
- In:
Annals of economics and finance
18
(
2017
)
2
,
pp. 349-376
Persistent link: https://www.econbiz.de/10012109995
Saved in:
9
Revisiting crude oil price and China's stock market
Ding, Haoyuan
;
Fan, Haichao
;
Wang, Huanhuan
;
Xie, Wenjing
- In:
Annals of economics and finance
18
(
2017
)
2
,
pp. 377-391
Persistent link: https://www.econbiz.de/10012109996
Saved in:
10
Is standard deviation a good measure of volatility? : the case of African markets with price limits
Errais, Eymen
;
Bahri, Dhikra
- In:
Annals of economics and finance
17
(
2016
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10011539105
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