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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"ell"
~language:"eng"
~subject:"Volatility"
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Volatility
Estimation
307
Schätzung
307
Volatilität
100
Capital income
91
Kapitaleinkommen
91
Börsenkurs
88
Share price
88
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62
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50
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Behavioural finance
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23
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Modern Greek (1453-)
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Lien, Da-hsiang Donald
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Bannouh, Karim
1
Becker, Ralf
1
Bekiros, Stelios
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
146
Finance research letters
132
Applied economics
125
Journal of econometrics
120
Economic modelling
118
International review of economics & finance : IREF
115
International review of financial analysis
107
Journal of empirical finance
87
Journal of banking & finance
86
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics letters
78
NBER working paper series
77
Applied financial economics
76
Working paper
75
Journal of international money and finance
72
NBER Working Paper
71
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Discussion paper / Tinbergen Institute
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
63
Economics letters
61
Journal of risk and financial management : JRFM
55
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
38
Quantitative finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Cogent economics & finance
32
Econometric reviews
32
International journal of economics and finance
32
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ECONIS (ZBW)
100
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1
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
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2
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
3
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
4
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
5
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
6
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
7
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
8
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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