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~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Economics / Journal articles : the open-access, open-assessment journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~person:"Beverly, Josh"
~person:"Bierbaumer, Daniel"
~person:"Cho, Dooyeon"
~person:"McMillan, David G."
~subject:"Equity fund flows"
~subject:"Exchange rate"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~type:"article"
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Search: subject_exact:"Volatility"
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Equity fund flows
Exchange rate
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatility
8
Volatilität
8
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Theorie
3
Theory
3
Wechselkurs
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Zeitreihenanalyse
3
Realized volatility
2
Spillover effect
2
Spillover-Effekt
2
Welt
2
World
2
ARFIMA
1
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ARMA-Modell
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Aktienindex
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Aktienmarkt
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Appalachia
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Asymmetric volatility
1
Bayes-Statistik
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Bayesian analysis
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Bayesian inference
1
Börsenkurs
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Carry trade
1
Commodity markets
1
Complex network theory
1
Currency speculation
1
Devisenmarkt
1
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1
Employment
1
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1
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8
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Beverly, Josh
Bierbaumer, Daniel
Cho, Dooyeon
McMillan, David G.
Gupta, Rangan
8
Wang, Yudong
7
Zhang, Yaojie
7
Ji, Qiang
6
Ma, Feng
5
Bouri, Elie
4
Lau, Chi Keung
4
So, Mike Ka-pui
4
Song, Yuping
4
Vortelinos, Dimitrios I.
4
Brooks, Chris
3
Cepni, Oguzhan
3
Chen, Cathy W. S.
3
Chevallier, Julien
3
Corbet, Shaen
3
Degiannakis, Stavros
3
Demirer, Rıza
3
Guesmi, Khaled
3
He, Mengxi
3
Owusu Junior, Peterson
3
Pierdzioch, Christian
3
Salisu, Afees A.
3
Speight, Alan E. H.
3
Su, Zhi
3
Tang, Xiaolong
3
Tiwari, Aviral Kumar
3
Umar, Zaghum
3
Yin, Libo
3
Aboura, Sofiane
2
Abraham, Bovas
2
Ahmed, Walid M. A.
2
Aloui, Chaker
2
Assaf, Ata
2
Balakrishna, N.
2
Bonato, Matteo
2
Caporale, Guglielmo Maria
2
Chen, Langnan
2
Chkili, Walid
2
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
Economics / Journal articles : the open-access, open-assessment journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of forecasting
Research in international business and finance
Applied financial economics
4
Journal of international financial markets, institutions & money
4
International review of financial analysis
2
The European journal of finance
2
Applied economics
1
Applied economics letters
1
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1
Asian African journal of economics and econometrics
1
Finance research letters
1
International journal of banking, accounting and finance
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International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
International journal of forecasting
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
Journal of Asian economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
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Journal of emerging market finance
1
Journal of international economics
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Journal of international money and finance
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Journal of multinational financial management
1
Managerial finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
8
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date (oldest first)
1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
2
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
3
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
4
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
5
The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar
;
Berke, Burcu
;
McMillan, David G.
- In:
Research in international business and finance
41
(
2017
),
pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
Saved in:
6
Does information help intra-day volatility forecasts?
McMillan, David G.
;
Quiroga García, Raquel
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009758739
Saved in:
7
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
8
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
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