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~isPartOf:"Computational economics"
~isPartOf:"Energy economics"
~isPartOf:"Research in international business and finance"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
979
ARCH model
330
ARCH-Modell
330
Welt
275
World
275
Schätzung
227
Börsenkurs
223
Share price
223
Aktienmarkt
198
Capital income
177
Kapitaleinkommen
177
Spillover effect
161
Spillover-Effekt
161
Commodity derivative
159
Rohstoffderivat
159
Forecasting model
149
Prognoseverfahren
149
Oil market
133
Ölmarkt
132
Theorie
124
Theory
124
Zeitreihenanalyse
110
Risk
93
Risiko
90
China
88
Erdöl
85
Petroleum
85
Stochastic process
82
Stochastischer Prozess
82
Exchange rate
70
Wechselkurs
70
Energiemarkt
64
Energy market
64
USA
63
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Undetermined
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14
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Article
977
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Aufsatz in Zeitschrift
Conference paper
Article in journal
977
Konferenzbeitrag
4
Language
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English
977
Author
All
Tiwari, Aviral Kumar
23
Ma, Feng
20
Hammoudeh, Shawkat
19
Bouri, Elie
18
Gupta, Rangan
18
Ji, Qiang
15
Wang, Yudong
14
Chevallier, Julien
11
Kang, Sang Hoon
11
Demirer, Rıza
10
Shahzad, Syed Jawad Hussain
9
Wei, Yu
9
Yoon, Seong-min
9
Lau, Chi Keung
8
Lin, Boqiang
8
Mensi, Walid
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Zhang, Yaojie
8
Naeem, Muhammad Abubakr
7
Sadorsky, Perry A.
7
Serletis, Apostolos
7
Wohar, Mark E.
7
Yin, Libo
7
Corbet, Shaen
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Gozgor, Giray
6
Lee, Chien-chiang
6
Liang, Chao
6
Lucey, Brian M.
6
Nguyen, Duc Khuong
6
Roubaud, David
6
Sitara Karim
6
Umar, Zaghum
6
Batten, Jonathan A.
5
Fan, Ying
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
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Computational economics
Energy economics
Research in international business and finance
Finance research letters
582
International review of financial analysis
419
Applied economics
378
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
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
169
International Journal of Energy Economics and Policy : IJEEP
167
The European journal of finance
155
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
147
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
977
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1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang
;
Lang, Chunlin
;
Corbet, Shaen
;
Wang, Junchuan
- In:
Research in international business and finance
68
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
Saved in:
3
Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?
Bongiovanni, Alessio
;
Fiandrino, Simona
- In:
Research in international business and finance
68
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451852
Saved in:
4
ESG news, stock volatility and tactical disclosure
De Vincentiis, Paola
- In:
Research in international business and finance
68
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014451859
Saved in:
5
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
6
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
7
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
8
Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains
Cheng, Sheng
;
Liu, Wei
;
Jiang, Qisheng
;
Cao, Yan
- In:
Computational economics
61
(
2023
)
4
,
pp. 1593-1616
Persistent link: https://www.econbiz.de/10014327075
Saved in:
9
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
10
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
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