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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of econometrics"
~subject:"Correlation"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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Correlation
Stock market
Volatility
419
Volatilität
419
Theorie
135
Theory
135
Estimation
134
Schätzung
134
Estimation theory
120
Schätztheorie
120
Time series analysis
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Bollerslev, Tim
3
Asai, Manabu
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Banerjee, Anindya
2
McAleer, Michael
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2
Abdalla, Suliman Zakaria Suliman
1
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1
Chan, Kung-sik
1
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1
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1
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1
Feng, Phoenix
1
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1
Gklezakos, Michaēl
1
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1
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International journal of economics and finance
Journal of econometrics
Finance research letters
176
International review of financial analysis
134
Energy economics
120
The North American journal of economics and finance : a journal of financial economics studies
107
Research in international business and finance
99
International review of economics & finance : IREF
98
Applied economics
90
Economic modelling
86
Journal of international financial markets, institutions & money
81
Pacific-Basin finance journal
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Applied financial economics
62
Applied economics letters
60
Journal of empirical finance
60
Journal of risk and financial management : JRFM
58
Journal of banking & finance
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
54
NBER working paper series
51
Global finance journal
48
Working paper / National Bureau of Economic Research, Inc.
45
International journal of finance & economics : IJFE
41
Emerging markets, finance and trade : EMFT
38
International Journal of Energy Economics and Policy : IJEEP
38
Economics letters
36
Finance India : the quarterly journal of Indian Institute of Finance
36
NBER Working Paper
36
Journal of international money and finance
35
Cogent economics & finance
33
The European journal of finance
33
Investment management and financial innovations
32
Emerging markets review
30
Journal of forecasting
30
International journal of economics and financial issues : IJEFI
28
Review of quantitative finance and accounting
27
CESifo working papers
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Department of Economics working paper series
24
International journal of emerging markets
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ECONIS (ZBW)
64
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1
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
5
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
6
True expense ratio and true alpha of imperfect diversification : evidence from stock market in Bangladesh
Hossain, Md Sajib
- In:
International journal of economics and finance
12
(
2020
)
11
,
pp. 21-27
Persistent link: https://www.econbiz.de/10012426348
Saved in:
7
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
8
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
9
Volatility of Dhaka stock exchange
Siddikee, Md. Noman
;
Begum, Noor Nahar
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 220-229
Persistent link: https://www.econbiz.de/10011487547
Saved in:
10
Type of traders' effect on risk and return : the case of Egyptian stock exchange
Dawood, Aly Saad Mohamed
;
El-Giziry, Khairy
- In:
International journal of economics and finance
8
(
2016
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011446687
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