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~isPartOf:"Bank of Greece Working Paper"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"He, Feng"
~person:"Izzeldin, Marwan"
~person:"Ji, Qiang"
~person:"Sensoy, Ahmet"
~person:"Wang, Shixuan"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
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Volatilität
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Volatility
30
Börsenkurs
11
Share price
11
Aktienmarkt
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Degiannakis, Stavros
He, Feng
Izzeldin, Marwan
Ji, Qiang
Sensoy, Ahmet
Wang, Shixuan
Wei, Yu
Yin, Libo
Yoon, Seong-min
Bouri, Elie
10
Ma, Feng
10
Floros, Christos
6
Lau, Chi Keung
6
Filis, George
5
Guesmi, Khaled
5
Li, Yan
5
Roubaud, David
5
Yarovaya, Larisa
5
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4
Brooks, Robert
4
Brzeszczyński, Janusz
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Choudhry, Taufiq
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Corbet, Shaen
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Gannon, Gerard L.
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Hamori, Shigeyuki
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Kim, Suk-Joong
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Sun, Qingru
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Uddin, Mohammed Gazi Salah
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Xiong, Xiong
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Xuan Vinh Vo
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An, Haizhong
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Antonakakis, Nikolaos
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Bekiros, Stelios
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Bank of Greece Working Paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Energy economics
40
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
12
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9
Research in international business and finance
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International review of economics & finance : IREF
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Department of Economics working paper series
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Financial innovation : FIN
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21
Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang
;
Bouri, Elie
;
Lau, Chi Keung
;
Roubaud, David
- In:
International review of financial analysis
63
(
2019
),
pp. 257-272
Persistent link: https://www.econbiz.de/10012207461
Saved in:
22
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
23
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
- In:
International review of financial analysis
57
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012006300
Saved in:
24
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet
;
Omole, John
- In:
International review of financial analysis
60
(
2018
),
pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
Saved in:
25
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
26
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
27
Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Lau, Chi Keung
;
Vigne, Samuel A.
;
Wang, Shixuan
; …
- In:
International review of financial analysis
52
(
2017
),
pp. 316-332
Persistent link: https://www.econbiz.de/10011868764
Saved in:
28
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
29
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
30
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
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