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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Arbeitsmarkt"
~subject:"Volatility"
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Arbeitsmarkt
Volatility
Volatilität
1,177
Börsenkurs
372
Share price
372
Estimation
332
Schätzung
332
Capital income
311
Kapitaleinkommen
311
ARCH model
295
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295
Theorie
269
Theory
269
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Welt
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86
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Bollerslev, Tim
19
Gupta, Rangan
18
Todorov, Viktor
17
McAleer, Michael
16
Tauchen, George Eugene
15
Andersen, Torben
12
Mensi, Walid
12
Aït-Sahalia, Yacine
11
Bouri, Elie
11
Kang, Sang Hoon
11
Tiwari, Aviral Kumar
10
Lucey, Brian M.
9
Roubaud, David
9
Sensoy, Ahmet
9
Wu, Xinyu
9
Zhu, Huiming
9
Chang, Chia-Lin
8
Li, Jia
8
Meddahi, Nour
8
Wei, Yu
8
Wohar, Mark E.
8
Xiu, Dacheng
8
Asai, Manabu
7
Corbet, Shaen
7
Hammoudeh, Shawkat
7
Ji, Qiang
7
Lyócsa, Štefan
7
Molnár, Peter
7
Mykland, Per A.
7
Patton, Andrew J.
7
Pierdzioch, Christian
7
Xuan Vinh Vo
7
Al-Yahyaee, Khamis Hamed
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Ryu, Doojin
6
Shephard, Neil G.
6
Sill, D. Keith
6
Yoon, Seong-min
6
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Finance research letters
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Energy economics
599
NBER working paper series
509
Working paper / National Bureau of Economic Research, Inc.
483
NBER Working Paper
440
International review of financial analysis
398
Applied economics
382
Journal of banking & finance
375
International review of economics & finance : IREF
344
The journal of futures markets
344
Economic modelling
342
Applied economics letters
265
Applied financial economics
265
Journal of empirical finance
262
Working paper
262
Discussion paper / Centre for Economic Policy Research
260
Research in international business and finance
255
Economics letters
251
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Discussion paper / Tinbergen Institute
203
Journal of risk and financial management : JRFM
197
Quantitative finance
185
CESifo working papers
184
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
153
IMF working papers
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Journal of economic dynamics & control
152
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Discussion paper series / IZA
138
Journal of forecasting
131
The review of financial studies
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ECONIS (ZBW)
1,188
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1
Asymmetric effects of financial
volatility
and
volatility-of-volatility
shocks on the energy mix
Guinea, Laurentiu
;
Pérez, Rafaela
;
Ruíz, Jesús
- In:
Finance research letters
61
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014490773
Saved in:
2
Commonality in
volatility
among green, brown, and sustainable energy indices
Banerjee, Ameet Kumar
;
Sensoy, Ahmet
;
Rahman, Molla Ramizur
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531644
Saved in:
3
Is gold always a safe haven?
Ryan, Michael
;
Corbet, Shaen
;
Oxley, Les
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531763
Saved in:
4
The fear of fear in the US stock market : changing characteristics of the VVIX
Albers, Stefan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473327
Saved in:
5
A real-rime GARCH-MIDAS model
Wu, Xinyu
;
Zhao, An
;
Cheng, Tengfei
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473667
Saved in:
6
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
Volatility
measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
COVID-19 government restriction policy, COVID-19 vaccination and stock markets : evidence from a global perspective
Yu, Xiaoling
;
Xiao, Kaitian
- In:
Finance research letters
53
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014472500
Saved in:
9
Global economic policy uncertainty and oil futures
volatility
prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
Saved in:
10
Whose sentiment explains implied
volatility
change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
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