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~isPartOf:"International review of financial analysis"
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Search: subject_exact:"Volatility"
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Volatility
613
Volatilität
613
Börsenkurs
174
Share price
174
Capital income
151
Kapitaleinkommen
151
Estimation
140
Schätzung
139
ARCH model
135
ARCH-Modell
135
Aktienmarkt
129
Stock market
129
Option pricing theory
121
Optionspreistheorie
121
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111
Theory
111
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104
Prognoseverfahren
104
Stochastic process
101
Stochastischer Prozess
101
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77
Spillover-Effekt
77
Welt
74
World
74
Risiko
57
Risk
57
Time series analysis
55
Zeitreihenanalyse
55
Portfolio selection
49
Portfolio-Management
49
Commodity derivative
44
Rohstoffderivat
44
Derivat
43
Derivative
43
Oil price
42
Ölpreis
42
China
39
Implied volatility
39
USA
39
United States
39
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Undetermined
478
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27
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Article
613
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3
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3
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English
613
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Bouri, Elie
11
Ma, Feng
11
Corbet, Shaen
6
Lau, Chi Keung
6
Xiong, Xiong
6
Floros, Christos
5
Guesmi, Khaled
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Li, Yan
5
Roubaud, David
5
Sensoy, Ahmet
5
Yarovaya, Larisa
5
Alexander, Carol
4
Brooks, Robert
4
Brzeszczyński, Janusz
4
Degiannakis, Stavros
4
Escobar, Marcos
4
Gannon, Gerard L.
4
Gatheral, Jim
4
Han, Liyan
4
Izzeldin, Marwan
4
Ji, Qiang
4
Kim, Suk-Joong
4
Liang, Chao
4
Liu, Xiaoquan
4
Pappas, Vasileios
4
Radoičić, Radoš
4
Shi, Yukun
4
Sornette, Didier
4
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Xu, Yaofei
4
Xuan Vinh Vo
4
An, Haizhong
3
Antonakakis, Nikolaos
3
Batten, Jonathan A.
3
Bayer, Christian
3
Brooks, Chris
3
Charteris, Ailie
3
Choudhry, Taufiq
3
Ciner, Cetin
3
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International review of financial analysis
Quantitative finance
Energy economics
642
Finance research letters
590
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
Applied economics
381
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Research in international business and finance
255
Working paper
255
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
MPRA Paper
171
CESifo working papers
170
The European journal of finance
160
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
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ECONIS (ZBW)
613
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613
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1
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
2
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
3
Assessing the crypto market stability after the FTX collapse : a study of high frequency volatility and connectedness
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543961
Saved in:
4
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
5
Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Bwanya, …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446911
Saved in:
6
Silicon Valley Bank bankruptcy and stablecoins stability
Galati, Luca
;
Capalbo, Francesco
- In:
International review of financial analysis
91
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014446959
Saved in:
7
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
8
Prediction of realized volatility and implied volatility indices using AI and machine learning : a review
Isern, Håkon Ramon
;
Kaloudis, Aris
;
Risstad, Morten
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014543698
Saved in:
9
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
10
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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