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~subject:"Correlation"
~subject:"Share price"
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Search: subject_exact:"Volatility"
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Correlation
Share price
Volatility
341
Volatilität
339
Estimation
116
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116
ARCH model
108
ARCH-Modell
108
Börsenkurs
93
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Kumar, Dilip
3
Ma, Feng
3
Maheswaran, S.
3
Balcilar, Mehmet
2
Bucci, Andrea
2
Gatfaoui, Hayette
2
Jayawardena, Nirodha I.
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Li, Bin
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Li, Xiao
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Pal, Debdatta
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Petitjean, Mikael
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Salisu, Afees A.
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1
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Economic modelling
Finance research letters
231
International review of financial analysis
156
Energy economics
146
International review of economics & finance : IREF
121
The North American journal of economics and finance : a journal of financial economics studies
121
Applied economics
112
Journal of banking & finance
108
Research in international business and finance
103
Journal of empirical finance
100
Applied economics letters
89
Journal of international financial markets, institutions & money
89
Journal of econometrics
80
Journal of financial economics
76
Journal of risk and financial management : JRFM
74
The journal of futures markets
74
Pacific-Basin finance journal
72
Applied financial economics
67
International Journal of Energy Economics and Policy : IJEEP
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
The European journal of finance
56
Economics letters
51
Finance India : the quarterly journal of Indian Institute of Finance
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Cogent economics & finance
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
International journal of finance & economics : IJFE
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of financial markets
42
The journal of finance : the journal of the American Finance Association
42
Global finance journal
41
The review of financial studies
41
Journal of international money and finance
38
Quantitative finance
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Review of quantitative finance and accounting
38
Journal of financial and quantitative analysis : JFQA
37
Journal of forecasting
35
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
106
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106
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1
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
2
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:
3
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
4
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:
5
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
6
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
7
Can corporate social responsibility disclosure alleviate asset price volatility? : evidence from China
Chen, Fu
;
Huang, Zhixiong
;
Wang, Fang
;
Xie, Zongyu
- In:
Economic modelling
116
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014513219
Saved in:
8
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:
9
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:
10
Does hospitality industry stock volatility react asymmetrically to health and economic crises?
Pal, Debdatta
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347699
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