//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Expected shortfall"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Expected shortfall
Oil price
Risk
Stock market
Time series analysis
Ölpreis
Volatility
11
Volatilität
11
ARCH model
7
ARCH-Modell
7
Aktienmarkt
5
Forecasting model
5
Prognoseverfahren
5
Börsenkurs
4
Estimation
4
Schätzung
4
Share price
4
Capital income
3
Kapitaleinkommen
3
Volatility forecasting
3
Welt
3
World
3
Aktienindex
2
Ankündigungseffekt
2
Announcement effect
2
China
2
Correlation
2
Devisenmarkt
2
Exchange rate
2
Foreign exchange market
2
Hedging
2
Korrelation
2
Realized volatility
2
Risikomaß
2
Risk measure
2
Stock index
2
Value-at-risk
2
Wechselkurs
2
Anlageverhalten
1
Basel Accord
1
Basel II
1
Basel III
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Degiannakis, Stavros
Wei, Yu
Yin, Libo
Yoon, Seong-min
Ma, Feng
8
Li, Yan
5
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
Xiong, Xiong
4
An, Haizhong
3
Filis, George
3
Floros, Christos
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Liang, Chao
3
Lin, Boqiang
3
Wang, Ze
3
Zhu, Huiming
3
Aloui, Chaker
2
Angelidis, Timotheos
2
Antonakakis, Nikolaos
2
Bekiros, Stelios
2
Bouri, Elie
2
Charteris, Ailie
2
Ciner, Cetin
2
Corbet, Shaen
2
Gong, Xiao-Li
2
Hammoudeh, Shawkat
2
Han, Liyan
2
He, Feng
2
Hu, Yang
2
Huang, Shupei
2
Ji, Qiang
2
Lau, Chi Keung
2
Liu, Jia
2
Liu, Jing
2
Lu, Fei
2
Lu, Xinjie
2
McMillan, David G.
2
Naeem, Muhammad Abubakr
2
Nguyen, Duc Khuong
2
Nikkinen, Jussi
2
more ...
less ...
Published in...
All
International review of financial analysis
Energy economics
24
Finance research letters
8
Applied economics
7
International review of economics & finance : IREF
6
International journal of finance & economics : IJFE
5
The North American journal of economics and finance : a journal of financial economics studies
5
Research in international business and finance
4
The energy journal
4
Bank of Greece Working Paper
3
Economic modelling
3
Global finance journal
3
Journal of empirical finance
3
Australian economic papers
2
Journal of forecasting
2
Korea and the world economy
2
The Korean economic review
2
Working Paper / Bank of Greece
2
Applied economics letters
1
Applied financial economics
1
Dae oe gyeong je yeon gu
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International journal of forecasting
1
International money and finance
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Modern economy
1
Pacific-Basin finance journal
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
2
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
3
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
4
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
5
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
6
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
7
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
8
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
9
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->