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~isPartOf:"International review of economics & finance : IREF"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Chen, Wang"
~person:"Degiannakis, Stavros"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Shi, Yanlin"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Aktienmarkt
Capital income
Estimation theory
Oil price
Prognoseverfahren
Risk
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Time series analysis
Volatilität
Ölpreis
Volatility
13
ARCH model
10
ARCH-Modell
10
Zeitreihenanalyse
5
Ankündigungseffekt
4
Announcement effect
4
Estimation
4
Schätzung
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Fractional integration
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Oil futures price
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Rohstoffderivat
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Chen, Wang
Degiannakis, Stavros
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Shi, Yanlin
Yoon, Seong-min
Gupta, Rangan
7
Ma, Feng
7
Mensi, Walid
5
Arize, Augustine Chuck
4
Caporin, Massimiliano
4
Kang, Sang Hoon
4
McAleer, Michael
4
Xuan Vinh Vo
4
Yin, Libo
4
Abakah, Emmanuel Joel Aikins
3
Balcilar, Mehmet
3
Bouri, Elie
3
Brooks, Robert
3
Chen, Jinyu
3
Han, Liyan
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Kumar, Dilip
3
Liang, Chao
3
Liu, Dehong
3
Lu, Xinjie
3
Lung, Peter P.
3
Malik, Farooq
3
Tiwari, Aviral Kumar
3
Wang, Jiqian
3
Wohar, Mark E.
3
Wu, Chunchi
3
Zhang, Zhaoyong
3
Adkins, Lee Chester
2
Aizenman, Joshua
2
Al-Yahyaee, Khamis Hamed
2
Aragó, V.
2
Balli, Faruk
2
Chang, Chia-Lin
2
Chang, Juin-jen
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
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International review of economics & finance : IREF
Energy economics
27
Journal of econometrics
18
Working paper / National Bureau of Economic Research, Inc.
17
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
International review of financial analysis
10
Economics and finance working paper series
9
Finance research letters
9
CESifo working papers
7
Economic modelling
7
Empirica : journal of european economics
7
Journal of international financial markets, institutions & money
7
CREATES research paper
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
Economic systems
5
Journal of empirical finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Research in international business and finance
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The energy journal
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Working papers / Financial Institutions Center
5
Global finance journal
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
Pacific-Basin finance journal
4
Working Paper / Bank of Greece
4
Working paper
4
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Bank of Greece Working Paper
3
Econometric Institute research papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic issues
3
Financial Institutions Center
3
International review of applied economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
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ECONIS (ZBW)
13
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1
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
2
Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang
;
Lu, Xinjie
;
Wang, Jiqian
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 625-635
Persistent link: https://www.econbiz.de/10013545774
Saved in:
3
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
4
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
5
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
6
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
7
Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
8
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
9
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
10
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
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