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~isPartOf:"Working paper"
~person:"Baker, Scott"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~person:"Héricourt, Jérôme"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
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Search: subject_exact:"Volatility"
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Volatility
51
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Baker, Scott
Clements, Adam
Engle, Robert F.
Héricourt, Jérôme
Kapetanios, George
McAleer, Michael
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
12
Guo, Hui
9
Raunig, Burkhard
7
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6
Nguyen, Hoang
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5
Roengchai Tansuchat
5
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5
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5
Allen, David E.
4
Asai, Manabu
4
Bloom, Nicholas
4
Chen, Chi-chung
4
Escribano, Álvaro
4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Laurent, Sébastien
4
Rebucci, Alessandro
4
Savickas, Robert
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Wen, Yi
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Österholm, Pär
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3
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3
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Davis, Steven J.
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Lahaye, Jérôme
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Medeiros, Marcelo C.
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Nicolini, Marcella
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Piger, Jeremy Max
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Pérez Amaral, Teodosio
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ECONIS (ZBW)
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1
COVID-induced economic uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Terry, …
-
2020
Persistent link: https://www.econbiz.de/10012204869
Saved in:
2
What triggers stock market jumps?
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012588173
Saved in:
3
Policy news and stock market volatility
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, Kyle
-
2019
Persistent link: https://www.econbiz.de/10012026867
Saved in:
4
How multi-destination firms shape the effect of exchange rate volatility on trade : micro evidence and aggregate implications
Héricourt, Jérôme
;
Nedoncelle, Clément
-
2016
Persistent link: https://www.econbiz.de/10011507238
Saved in:
5
Relative real exchange-rate volatility, multi-destination firms and trade : micro evidence and aggregate implications
Héricourt, Jérôme
;
Nedoncelle, Clément
-
2015
Persistent link: https://www.econbiz.de/10011296223
Saved in:
6
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
7
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
9
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
10
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
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