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~isPartOf:"Journal of international money and finance"
~subject:"Korrelation"
~subject:"Volatility"
~subject:"long memory"
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Korrelation
Volatility
long memory
Volatilität
7
Aktienmarkt
4
Realized volatility
4
Stock market
4
ARCH model
3
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Buncic, Daniel
1
Degiannakis, Stavros
1
Filis, George
1
Gau, Yin-feng
1
Gillas, Konstantinos Gkillas
1
Gisler, Katja Ida Maria
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Gupta, Rangan
1
Jiang, Ying
1
Kellard, Neil M.
1
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1
Megaritis, Anastasios
1
Pierdzioch, Christian
1
Triantafyllou, Athanasios
1
Vlastakis, Nikolaos
1
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Wu, Zhen-Xing
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Journal of international money and finance
Finance research letters
46
International journal of forecasting
36
Journal of econometrics
34
Energy economics
28
International review of economics & finance : IREF
28
Journal of forecasting
27
Economic modelling
25
Journal of financial econometrics
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of banking & finance
22
Journal of empirical finance
22
International review of financial analysis
21
Discussion paper / Tinbergen Institute
18
Applied economics letters
17
Journal of risk and financial management : JRFM
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Applied economics
15
Department of Economics working paper series
13
Econometric reviews
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
International journal of finance & economics : IJFE
11
Research in international business and finance
9
Econometrics : open access journal
8
Financial innovation : FIN
8
IES working paper
8
Pacific-Basin finance journal
8
The journal of futures markets
8
Finmap working paper
7
Journal of international financial markets, institutions & money
7
Journal of risk
7
Computational economics
6
Emerging markets, finance and trade : EMFT
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Global finance journal
6
International journal of theoretical and applied finance
6
Journal of financial economics
6
Journal of financial markets
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ECONIS (ZBW)
7
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1
Stock market volatility and jumps in times of uncertainty
Megaritis, Anastasios
;
Vlastakis, Nikolaos
; …
- In:
Journal of international money and finance
113
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012798473
Saved in:
2
Forecasting
realized
oil-price volatility : the role of financial stress and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012395236
Saved in:
3
Forecasting oil price
realized
volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
4
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
5
Macroeconomic announcements and price discovery in the foreign exchange market
Gau, Yin-feng
;
Wu, Zhen-Xing
- In:
Journal of international money and finance
79
(
2017
),
pp. 232-254
Persistent link: https://www.econbiz.de/10011788364
Saved in:
6
Spurious long memory, uncommon breaks and the implied-
realized
volatility puzzle
Kellard, Neil M.
;
Jiang, Ying
;
Wohar, Mark E.
- In:
Journal of international money and finance
56
(
2015
),
pp. 36-54
Persistent link: https://www.econbiz.de/10011477872
Saved in:
7
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
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