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~isPartOf:"International journal of finance & economics : IJFE"
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Volatility
151
Volatilität
151
Estimation
50
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50
ARCH model
43
ARCH-Modell
43
Aktienmarkt
42
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42
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volatility
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Ma, Feng
7
Liang, Chao
5
Kanas, Angelos
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Li, Xiafei
4
Wei, Yu
4
Gupta, Rangan
3
Jawadi, Fredj
3
Kouretas, Georgios P.
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Nasir, Muhammad Ali
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Salisu, Afees A.
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Azhar Mohamad
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Bakas, Dimitrios
2
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Gil-Alaña, Luis A.
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Lanne, Markku
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Lin, Boqiang
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Marsh, Ian
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Nitzsche, Dirk
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Aiman Hairudin
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
614
Finance research letters
605
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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156
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1
Stock exchange
volatility
forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
2
Oil price uncertainty and the relation to tanker shipping
Pouliasis, Panos K.
;
Bentsos, Christos
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2472-2494
Persistent link: https://www.econbiz.de/10014533431
Saved in:
3
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
4
Which implied volatilities contain more information? : evidence from China
Ni, Zhongxin
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1896-1919
Persistent link: https://www.econbiz.de/10014533371
Saved in:
5
Volatility
spillovers during normal and high
volatility
states and their driving factors : a cross-country and cross-asset analysis
Iqbal, Najaf
;
Bouri, Elie
;
Liu, Guangrui
;
Kumar, Ashish
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 975-995
Persistent link: https://www.econbiz.de/10014470054
Saved in:
6
Volatility
forecasting with Hybrid-long short-term memory models : evidence from the COVID-19 period
Yang, Ao
;
Ye, Qing
;
Zhai, Jia
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2766-2786
Persistent link: https://www.econbiz.de/10014635168
Saved in:
7
Commodity price uncertainty as a leading indicator of economic activity
Triantafyllou, Athanasios
;
Bakas, Dimitrios
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4194-4219
Persistent link: https://www.econbiz.de/10014429302
Saved in:
8
The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach
Das, Debojyoti
;
Dutta, Anupam
;
Jana, Rabin K.
;
Ghosh, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4299-4323
Persistent link: https://www.econbiz.de/10014429325
Saved in:
9
Investigating the fluctuations of exchange rate based on monetary-behaviour approach
Tajdini, Saeid
;
Mehrara, Mohsen
;
Taiebnia, Ali
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1242-1249
Persistent link: https://www.econbiz.de/10014253380
Saved in:
10
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
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