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~isPartOf:"Global finance journal"
~isPartOf:"Journal of international money and finance"
~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:"Ultra-high frequency"
~subject:"Ölpreis"
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Correlation of volatilities
Intra-day data
Oil price
Realized volatility
Risk
Stock market
Time series analysis
Ultra-high frequency
Ölpreis
Volatility
5
Volatilität
5
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
ARCH model
2
ARCH-Modell
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Aktienmarkt
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Börsenkurs
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Forecast
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Forecasting model
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Prognose
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Share price
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USA
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United States
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Wechselkurs
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Welt
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World
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Asset classes
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Averaging forecasts
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Combining forecasts
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Commodity derivative
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Correlation
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Crude oil futures
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EU countries
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EU-Staaten
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HAR
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Heterogeneous autoregressive
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Degiannakis, Stavros
Dogo, Mela
Yin, Libo
Gupta, Rangan
3
Caporale, Guglielmo Maria
2
Choudhry, Taufiq
2
Farag, Hisham
2
Filis, George
2
Kuttu, Saint
2
Laopodis, Nikiforos
2
Prokopczuk, Marcel
2
Salisu, Afees A.
2
Tourani Rad, Alireza
2
Triantafyllou, Athanasios
2
Wohar, Mark E.
2
Äijö, Janne
2
Al-Yahyaee, Khamis Hamed
1
Aladesanmi, Olalekan
1
Ali, Faek Menla
1
Aloui, Riadh
1
Angelidis, Timotheos
1
Azad, A. S. M. Sohel
1
Aïssa, Ben
1
Bai, Ye
1
Bakas, Dimitrios
1
Bartsch, Zachary
1
Ben Omrane, Walid
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Biscarri, Javier Gómez
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1
Castro, César
1
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1
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1
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1
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Global finance journal
Journal of international money and finance
Energy economics
7
International review of financial analysis
6
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
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
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International journal of finance & economics : IJFE
1
International journal of forecasting
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Operational research : an international journal
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
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