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~isPartOf:"International journal of finance & economics : IJFE"
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Volatility
151
Volatilität
151
Estimation
50
Schätzung
50
ARCH model
43
ARCH-Modell
43
Aktienmarkt
42
Stock market
42
Börsenkurs
40
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35
Kapitaleinkommen
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32
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22
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20
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volatility
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16
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Portfolio selection
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Time series analysis
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Financial market
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United States
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English
156
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Ma, Feng
7
Liang, Chao
5
Kanas, Angelos
4
Li, Xiafei
4
Wei, Yu
4
Gupta, Rangan
3
Jawadi, Fredj
3
Kouretas, Georgios P.
3
Nasir, Muhammad Ali
3
Salisu, Afees A.
3
Azhar Mohamad
2
Bakas, Dimitrios
2
Caporale, Guglielmo Maria
2
Carlson, Mark
2
Chen, Zhonglu
2
Drakos, Anastassios A.
2
Gallo, Giampiero M.
2
Gil-Alaña, Luis A.
2
Gong, Xu
2
Lanne, Markku
2
Lewis, Kurt F.
2
Lin, Boqiang
2
Marsh, Ian
2
Nelson, William R.
2
Nitzsche, Dirk
2
Osborn, Denise R.
2
Phylaktis, Kate
2
Tiwari, Aviral Kumar
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Zarangas, Leonidas P.
2
Zhang, Yaojie
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Abosedra, Salah S.
1
Aboura, Sofiane
1
Acquah, Benjamin K.
1
Adekoya, Oluwasegun B.
1
Ahmed, Junaid
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Ahmed, Rizwan
1
Aiman Hairudin
1
Aizenman, Joshua
1
Ajide, Kazeem Bello
1
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International journal of finance & economics : IJFE
NBER working paper series
692
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
615
Finance research letters
607
NBER Working Paper
595
Discussion paper series / IZA
586
MPRA Paper
447
Applied economics
440
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
291
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
191
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
180
Physica A: Statistical Mechanics and its Applications
174
International Journal of Energy Economics and Policy : IJEEP
167
Journal of economic dynamics & control
167
IMF working papers
164
The European journal of finance
161
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ECONIS (ZBW)
156
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41
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:
42
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
43
Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
44
Forecasting stock market (realized)
volatility
in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
45
How do economic policy uncertainties affect stock market
volatility
? : evidence from G7 countries
Ma, Yaming
;
Wang, Ziwei
;
He, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2303-2325
Persistent link: https://www.econbiz.de/10013184883
Saved in:
46
Managerial ability and idiosyncratic
volatility
Wu, Xi
;
Tong, Xinle
;
Wang, Yudong
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2566-2581
Persistent link: https://www.econbiz.de/10013184908
Saved in:
47
A moving average heterogeneous autoregressive model for forecasting the realized
volatility
of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
48
The role of intermediary capital risk in predicting oil
volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
49
Global equity market
volatility
forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
50
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
Saved in:
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