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~isPartOf:"Global finance journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Korea and the world economy"
~person:"Degiannakis, Stavros"
~person:"Dogo, Mela"
~person:"Yin, Libo"
~subject:"Correlation of volatilities"
~subject:"Intra-day data"
~subject:"Oil price"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Correlation of volatilities
Intra-day data
Oil price
Realized volatility
Risk
Stock market
Time series analysis
Ölpreis
Volatility
12
Volatilität
12
ARCH model
7
ARCH-Modell
7
Estimation
6
Schätzung
6
Aktienmarkt
5
Börsenkurs
5
Forecasting model
5
Prognoseverfahren
5
Share price
5
Capital income
4
Exchange rate
4
Kapitaleinkommen
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Wechselkurs
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Correlation
3
Korrelation
3
Volatility forecasting
3
Zeitreihenanalyse
3
Ankündigungseffekt
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Announcement effect
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Expected shortfall
2
Forecast
2
Long memory
2
Oil price shocks
2
Portfolio selection
2
Portfolio-Management
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Prognose
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Risikomaß
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Risk management
2
Risk measure
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Theorie
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Theory
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USA
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Degiannakis, Stavros
Dogo, Mela
Yin, Libo
Ma, Feng
7
Filis, George
5
Li, Yan
5
Floros, Christos
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
An, Haizhong
3
Angelidis, Timotheos
3
Caporale, Guglielmo Maria
3
Choudhry, Taufiq
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Gupta, Rangan
3
Kang, Sang Hoon
3
Liang, Chao
3
Lin, Boqiang
3
Nguyen, Duc Khuong
3
Nikkinen, Jussi
3
Sahlström, Petri
3
Wang, Ze
3
Wei, Yu
3
Xiong, Xiong
3
Zhu, Huiming
3
Äijö, Janne
3
Aloui, Chaker
2
Antonakakis, Nikolaos
2
Azad, A. S. M. Sohel
2
Bekiros, Stelios
2
Brooks, Robert
2
Brzeszczyński, Janusz
2
Charteris, Ailie
2
Ciner, Cetin
2
Do, Hung Xuan
2
Ewing, Bradley T.
2
Farag, Hisham
2
Gil-Alaña, Luis A.
2
Gong, Xiao-Li
2
Hammoudeh, Shawkat
2
Han, Liyan
2
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Global finance journal
International review of financial analysis
Journal of international money and finance
Korea and the world economy
Energy economics
7
Research in international business and finance
4
The energy journal
4
Bank of Greece Working Paper
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Economic modelling
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working Paper / Bank of Greece
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
International journal of finance & economics : IJFE
1
International journal of forecasting
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ECONIS (ZBW)
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1
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
2
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
3
Volatility of stock market returns and the naira exchange rate
Tule, Moses Kpughur
;
Dogo, Mela
;
Uzonwanne, Godfrey Chidozie
- In:
Global finance journal
35
(
2018
),
pp. 97-105
Persistent link: https://www.econbiz.de/10012124797
Saved in:
4
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
5
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
6
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
7
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
8
Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
9
US stock market regimes and oil price shocks
Angelidis, Timotheos
;
Degiannakis, Stavros
;
Filis, George
- In:
Global finance journal
28
(
2015
),
pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
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