//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~source:"econis"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Portfolio selection
Risk
Volatility
339
Volatilität
336
Estimation
116
Schätzung
116
ARCH model
108
ARCH-Modell
108
Börsenkurs
93
Share price
93
Theorie
77
Theory
77
Aktienmarkt
72
Stock market
72
Capital income
70
Kapitaleinkommen
70
Welt
62
World
62
Prognoseverfahren
57
Time series analysis
57
Zeitreihenanalyse
57
Exchange rate
47
Wechselkurs
47
Oil price
46
Spillover effect
46
Spillover-Effekt
46
Ölpreis
46
Risiko
36
Financial crisis
35
Finanzkrise
35
China
34
Commodity derivative
30
Rohstoffderivat
30
Correlation
29
Korrelation
29
USA
28
United States
28
Schock
27
Shock
27
Financial market
26
more ...
less ...
Online availability
All
Undetermined
83
Type of publication
All
Article
103
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
103
Language
All
English
103
Author
All
Ma, Feng
5
Todorova, Neda
4
Zhang, Yaojie
4
Liu, Jing
3
Balcilar, Mehmet
2
Cross, Jamie
2
Fang, Libing
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
Li, Bin
2
Liang, Fang
2
Lin, Shih-kuei
2
Liu, Li
2
Petitjean, Mikael
2
Roubaud, David
2
Su, Jen-je
2
Wahab, M. I. M.
2
Wang, Tianyi
2
Wang, Yudong
2
Wei, Yu
2
Yu, Honghai
2
Zhu, Jie
2
Abbas, Qaisar
1
Aberkane, Salah
1
Ahmad, Wasim
1
Akarim, Yasemin Deniz
1
Alaoui, Abdelkader O. el
1
Ali Shah, Syed Zulfiqar
1
Amendola, Alessandra
1
Amédée-Manesme, Charles-Olivier
1
Asutay, Mehmet
1
Ayub, Usman
1
Bahaji, Hamza
1
Balke, Nathan S.
1
Bao Hoang Nguyen
1
Barthélémy, Fabrice
1
Benedictow, Andreas
1
more ...
less ...
Published in...
All
Economic modelling
Energy economics
183
Finance research letters
176
International review of financial analysis
126
International journal of forecasting
120
Journal of forecasting
115
The North American journal of economics and finance : a journal of financial economics studies
111
International review of economics & finance : IREF
104
Journal of banking & finance
92
Applied economics
88
Journal of empirical finance
85
Journal of econometrics
63
Journal of financial economics
61
Applied economics letters
59
Journal of international financial markets, institutions & money
54
Journal of risk and financial management : JRFM
51
Economics letters
50
Research in international business and finance
48
Pacific-Basin finance journal
47
Quantitative finance
47
The European journal of finance
44
International journal of finance & economics : IJFE
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Applied financial economics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
The journal of futures markets
38
Journal of economic dynamics & control
37
Journal of international money and finance
34
Journal of financial econometrics
33
Risks : open access journal
33
Emerging markets, finance and trade : EMFT
31
The review of financial studies
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of asset management
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Computational economics
24
European journal of operational research : EJOR
24
International journal of theoretical and applied finance
24
Journal of applied econometrics
24
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
103
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
2
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
3
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
4
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
5
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
6
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
7
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
8
How does oil price volatility affect unemployment rates? : a dynamic stochastic general equilibrium model
Chan, Ying Tung
;
Dong, Yilin
- In:
Economic modelling
114
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013367576
Saved in:
9
When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua
;
Zhang, Huiying
;
Ding, Zhihua
;
Lv, Tao
; …
- In:
Economic modelling
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
Saved in:
10
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->