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~isPartOf:"Applied financial economics"
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Search: subject_exact:"Volatility"
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Volatility
265
Volatilität
265
Capital income
78
Kapitaleinkommen
78
Estimation
75
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75
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64
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McMillan, David G.
9
Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
4
Asai, Manabu
3
Adrangi, Bahram
2
Ap Gwilym, Owain
2
Brooks, Robert
2
Butler, Kirt Charles
2
Chatrath, Arjun
2
Chiang, Min-Hsien
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Degiannakis, Stavros
2
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2
Fraser, Patricia
2
Hamori, Shigeyuki
2
Henry, Ólan Thomas John
2
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2
Kanniainen, Juho
2
Kearney, Colm
2
Khemiri, Rim
2
Lai, Hung-Cheng
2
Lin, Ching-chung
2
Loudon, Geoffrey F.
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Morales Zumaquero, Amalia
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Niizeki, Mikiyo Kii
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Okada, Katsushi
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Peel, David
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Switzer, Lorne N.
2
Todorova, Neda
2
Unite, Angelo A.
2
Vipul
2
Visaltanachoti, Nuttawat
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Xie, Xuan
2
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Applied financial economics
Energy economics
610
Finance research letters
589
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
379
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Journal of empirical finance
265
Applied economics letters
262
Research in international business and finance
255
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255
Economics letters
246
International journal of theoretical and applied finance
245
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240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
MPRA Paper
171
CESifo working papers
170
International Journal of Energy Economics and Policy : IJEEP
167
The European journal of finance
160
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of forecasting
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131
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ECONIS (ZBW)
266
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41
The influence of direct cross-straits shipping on the smooth transition dynamics of stock volatilities of shipping companies
Liu, Hsian-hsi
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1331-1342
Persistent link: https://www.econbiz.de/10009625372
Saved in:
42
Financial liberalization, structural breaks and stock market volatility : evidence from South Africa
Ndako, Umar Bida
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1259-1273
Persistent link: https://www.econbiz.de/10009625377
Saved in:
43
Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Khemiri, Rim
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10009625405
Saved in:
44
Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón
;
Morales Zumaquero, Amalia
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
Saved in:
45
Dynamics of time-varying volatility in the dry bulk and tanker freight markets
Drobetz, Wolfgang
;
Richter, Tim
;
Wambach, Martin
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1367-1384
Persistent link: https://www.econbiz.de/10009626151
Saved in:
46
Sentiment changes, stock returns and volatility : evidence from NYSE, AMEX and NASDAQ stocks
Spyrou, Spyros I.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1631-1646
Persistent link: https://www.econbiz.de/10009715951
Saved in:
47
Volatility transmission across stock index futures when there are structural changes in return variance
Huang, Po-kai
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1603-1613
Persistent link: https://www.econbiz.de/10009715953
Saved in:
48
Volatility estimators based on daily price ranges versus the realized range
Todorova, Neda
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 215-229
Persistent link: https://www.econbiz.de/10009419556
Saved in:
49
Realized volatility and jumps in the Athens Stock Exchange
Vortelinos, Dimitrios I.
;
Thomakos, Dimitrios D.
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 97-112
Persistent link: https://www.econbiz.de/10009419567
Saved in:
50
Implied risk aversion and volatility risk premiums
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 59-70
Persistent link: https://www.econbiz.de/10009419575
Saved in:
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