//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Spillover effect"
~subject:"Stochastischer Prozess"
~subject:"World"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Spillover effect
Stochastischer Prozess
World
Volatility
734
Volatilität
733
Börsenkurs
247
Share price
247
Capital income
204
Kapitaleinkommen
204
Estimation
192
Schätzung
192
ARCH model
179
ARCH-Modell
179
Stock market
175
Aktienmarkt
174
Theorie
161
Theory
161
Forecasting model
141
Prognoseverfahren
141
Welt
122
Time series analysis
99
Zeitreihenanalyse
99
Risk
98
Risiko
95
Stochastic process
90
Coronavirus
74
China
66
Spillover-Effekt
63
Virtual currency
63
Virtuelle Währung
63
USA
59
United States
59
Oil price
57
Option pricing theory
57
Optionspreistheorie
57
Ölpreis
57
Impact assessment
55
Wirkungsanalyse
55
Estimation theory
54
Schätztheorie
54
more ...
less ...
Online availability
All
Undetermined
221
Free
3
Type of publication
All
Article
256
Type of publication (narrower categories)
All
Article in journal
256
Aufsatz in Zeitschrift
256
Language
All
English
256
Author
All
Corbet, Shaen
6
Gupta, Rangan
5
Wei, Yu
5
Bouri, Elie
4
Ji, Qiang
4
Lucey, Brian M.
4
Yarovaya, Larisa
4
Chan, Joshua
3
Chi, Xie
3
Koutsokostas, Drosos
3
Papathanasiou, Spyros
3
Pierdzioch, Christian
3
Sensoy, Ahmet
3
Tauchen, George Eugene
3
Tiwari, Aviral Kumar
3
Todorov, Viktor
3
Wang, Gang-Jin
3
Yousaf, Imran
3
Zaremba, Adam
3
Abakah, Emmanuel Joel Aikins
2
Aharon, David Y.
2
Akyildirim, Erdinc
2
Brzeszczyński, Janusz
2
Cagli, Efe Çaglar
2
Cao, Jiling
2
Casarin, Roberto
2
Chen, Jun-Home
2
Chen, Yongfei
2
Clark, Todd E.
2
Corsi, Fulvio
2
Das, Debojyoti
2
Escobar, Marcos
2
Gillas, Konstantinos Gkillas
2
Goodell, John W.
2
Gozgor, Giray
2
Hu, Yang
2
Kang, Sang Hoon
2
Katsiampa, Paraskevi
2
Kim, Jeong-Hoon
2
Kizys, Renatas
2
more ...
less ...
Published in...
All
Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
298
International review of financial analysis
145
The North American journal of economics and finance : a journal of financial economics studies
143
International review of economics & finance : IREF
142
International journal of theoretical and applied finance
139
Economic modelling
118
Applied economics
111
Journal of econometrics
109
Research in international business and finance
108
Quantitative finance
94
Journal of banking & finance
89
Discussion paper / Tinbergen Institute
87
NBER working paper series
83
Working paper
83
Journal of international money and finance
81
Journal of risk and financial management : JRFM
79
International Journal of Energy Economics and Policy : IJEEP
74
NBER Working Paper
74
Journal of international financial markets, institutions & money
70
Applied economics letters
69
The journal of futures markets
69
Working paper / National Bureau of Economic Research, Inc.
68
Economics letters
66
Applied mathematical finance
62
Journal of empirical finance
57
Computational economics
55
CESifo working papers
53
International journal of finance & economics : IJFE
52
Journal of economic dynamics & control
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The journal of computational finance
50
CAMA working paper series
47
Finance and stochastics
47
Econometric reviews
46
Pacific-Basin finance journal
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Econometric Institute research papers
43
Discussion paper / Centre for Economic Policy Research
42
more ...
less ...
Source
All
ECONIS (ZBW)
256
Showing
71
-
80
of
256
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Do hedge and merger arbitrage funds actually hedge? : A time-varying volatility spillover approach
Papathanasiou, Spyros
;
Vasiliou, Dimitrios
;
Magoutas, …
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014495017
Saved in:
72
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
73
Identification of structural vector autoregressions by stochastic volatility
Bertsche, Dominik
;
Braun, Robin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 328-341
Persistent link: https://www.econbiz.de/10012804115
Saved in:
74
The Russia-Ukraine conflict and volatility risk of commodity markets
Fang, Yi
;
Shao, Zhiquan
- In:
Finance research letters
50
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014245127
Saved in:
75
COVID-19 vaccine and post-pandemic recovery : evidence from Bitcoin cross-asset implied volatility spillover
Di, Michael
;
Xu, Ke
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245299
Saved in:
76
Time-varying and asymmetric impact of exchange rate on oil prices in India : evidence from a multiple threshold nonlinear ARDL model
Jalal, Rubia
;
Gopinathan, R.
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014245337
Saved in:
77
Does carbon price volatility affect European stock market sectors? : a connectedness network analysis
Aslan, Aydin
;
Posch, Peter N.
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014245404
Saved in:
78
The return and volatility connectedness of NFT segments and media coverage : fresh evidence based on news about the Covid-19 pandemic
Umar, Zaghum
;
Abrar, Afsheen
;
Zaremba, Adam
;
Teplova, …
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013478625
Saved in:
79
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi
;
Xie, Wenhao
- In:
Finance research letters
49
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
Saved in:
80
Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
Wang, Yihan
;
Bouri, Elie
;
Fareed, Zeeshan
;
Dai, Yuhui
- In:
Finance research letters
49
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013478638
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->