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~isPartOf:"International review of economics & finance : IREF"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Probability distribution"
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Volatility
Statistical distribution
22
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Asai, Manabu
1
Caporin, Massimiliano
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Chao, Youcong
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Chiu, Chien-Liang
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Huang, MeiChi
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Lee, Ming-chih
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International review of economics & finance : IREF
Journal of econometrics
34
International journal of theoretical and applied finance
16
Quantitative finance
14
Economic modelling
13
International journal of forecasting
13
Computational economics
12
Finance research letters
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International review of financial analysis
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
The journal of futures markets
8
International journal of financial engineering
7
Journal of international financial markets, institutions & money
7
The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied economics
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Econometrics : open access journal
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Economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Review of quantitative finance and accounting
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Journal of economic dynamics & control
5
Pacific-Basin finance journal
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Risks : open access journal
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European journal of operational research : EJOR
4
Investment management and financial innovations
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Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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Asia-Pacific financial markets
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1
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
2
Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
Saved in:
3
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
4
Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures
Huang, MeiChi
;
Wu, Chih-Chiang
;
Liu, Shih-Min
;
Wu, Chang-Che
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 54-71
Persistent link: https://www.econbiz.de/10011625055
Saved in:
5
Systematic risk and volatility skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
7
Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-bin
;
Lee, Ming-chih
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
Saved in:
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