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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Dumas, Bernard"
~person:"Gallo, Giampiero M."
~person:"Li, Xiafei"
~subject:"Corporate Governance"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Corporate Governance
Volatilität
Volatility
8
Forecasting model
4
Prognoseverfahren
4
Theorie
4
Theory
4
Risikoprämie
3
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3
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Dumas, Bernard
Gallo, Giampiero M.
Li, Xiafei
Andersen, Torben
6
Ma, Feng
6
Liang, Chao
5
Kanas, Angelos
4
Wei, Yu
4
Bollerslev, Tim
3
Eraker, Bjørn
3
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2
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Ang, Andrew
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Benzoni, Luca
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
Energy economics
4
International journal of forecasting
3
Finance research letters
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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Applied financial economics
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Australian economic papers
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International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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Review of finance : journal of the European Finance Association
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Socio-economic planning sciences : the international journal of public sector decision-making
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ECONIS (ZBW)
8
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1
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8
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8
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date (oldest first)
1
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
2
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
3
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
4
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
5
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
Saved in:
6
Market interdependence and financial volatility transmission in East Asia
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
International journal of finance & economics : IJFE
14
(
2009
)
1
,
pp. 24-44
Persistent link: https://www.econbiz.de/10003807461
Saved in:
7
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
8
Time-varying/sing-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001434209
Saved in:
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