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~isPartOf:"Journal of empirical finance"
~person:"Liang, Chao"
~person:"Ma, Feng"
~person:"Maitra, Debasish"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Wei, Yu"
~person:"Wu, Chongfeng"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Prognose"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
Prognose
Stock market
Time series analysis
Ölmarkt
Ölpreis
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Capital income
2
Kapitaleinkommen
2
Theorie
2
Theory
2
Welt
2
World
2
Börsenkurs
1
Cojumps
1
Commodity derivative
1
Crude oil
1
Crude oil volatility
1
Dynamic portfolio allocation
1
Economic significance
1
Forecasting
1
Jump intensity
1
Markov chain
1
Markov-Kette
1
Mixed-frequency data sampling
1
Oil market
1
Out-of-sample performance
1
Portfolio selection
1
Portfolio-Management
1
Predictive regression
1
Regime switching
1
Risiko
1
Risikomaß
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Risk
1
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Liang, Chao
Ma, Feng
Maitra, Debasish
Tiwari, Aviral Kumar
Wang, Yudong
Wei, Yu
Wu, Chongfeng
Yin, Libo
Yoon, Seong-min
Karanasos, Menelaos
3
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Frijns, Bart
2
Indriawan, Ivan
2
Jiang, George J.
2
Kim, Kun Ho
2
Opschoor, Anne
2
Santucci de Magistris, Paolo
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Amado, Cristina
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Arouri, Mohamed
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bai, Lu
1
Baillie, Richard
1
Bams, Dennis
1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
BenSaïda, Ahmed
1
Benavides, Guillermo
1
Bessler, Wolfgang
1
Blanchard, Gildas
1
Blitz, David
1
Bonato, Matteo
1
Boudt, Kris
1
Brockman, Paul
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Journal of empirical finance
Energy economics
66
Finance research letters
18
Applied economics
17
International review of economics & finance : IREF
15
International review of financial analysis
13
The North American journal of economics and finance : a journal of financial economics studies
10
Economic modelling
9
International journal of finance & economics : IJFE
9
Journal of forecasting
7
International journal of forecasting
6
Pacific-Basin finance journal
5
Research in international business and finance
5
Applied economics letters
4
Journal of international financial markets, institutions & money
4
Economics letters
3
The Korean economic review
3
China finance review international
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
Journal of commodity markets
2
Journal of management science and engineering
2
Korea and the world economy
2
The European journal of finance
2
Australian economic papers
1
Borsa Istanbul Review
1
Brussels economic review
1
Computational economics
1
Dae oe gyeong je yeon gu
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets, finance and trade : EMFT
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of law and management
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
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ECONIS (ZBW)
3
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1
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
2
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
3
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
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