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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Liang, Chao"
~person:"Xuan Vinh Vo"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Volatility
Theorie
148
Theory
148
Portfolio selection
134
Portfolio-Management
134
Volatilität
112
Aktienmarkt
87
Stock market
87
USA
84
United States
84
Welt
82
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82
Capital income
77
Estimation
77
Kapitaleinkommen
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65
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63
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54
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50
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110
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3
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Fabozzi, Frank J.
Liang, Chao
Xuan Vinh Vo
Gupta, Rangan
158
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
65
Tiwari, Aviral Kumar
63
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mensi, Walid
51
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Andersen, Torben
45
Kumar, Dilip
44
Pierdzioch, Christian
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Salisu, Afees A.
37
Yoon, Seong-min
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Chevallier, Julien
35
Roubaud, David
35
Ji, Qiang
34
Todorov, Viktor
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Serletis, Apostolos
31
Degiannakis, Stavros
30
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International review of financial analysis
10
International review of economics & finance : IREF
8
Applied economics
6
Energy economics
6
International journal of finance & economics : IJFE
6
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
Journal of international financial markets, institutions & money
4
Applied financial economics
3
Computational economics
3
Pacific-Basin finance journal
3
The journal of portfolio management : JPM
3
Borsa Istanbul Review
2
Emerging markets review
2
Financial innovation : FIN
2
International journal of theoretical and applied finance
2
Journal of economic behavior & organization
2
Journal of multinational financial management
2
Research in international business and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Asian Pacific economic literature
1
Australian economic papers
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China finance review international
1
Cogent economics & finance
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Defence and peace economics
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Economic modelling
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Economics and Business Letters : EBL
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of emerging markets
1
International journal of energy sector management
1
International journal of forecasting
1
International journal of theoretical and applied finance : IJTAF
1
Journal of behavioral and experimental finance
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Journal of economic and administrative sciences
1
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ECONIS (ZBW)
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81
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:
82
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
83
Herd behavior and idiosyncratic volatility in a frontier market
Xuan Vinh Vo
;
Dang Bao Anh Phan
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 321-330
Persistent link: https://www.econbiz.de/10012133503
Saved in:
84
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
85
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
86
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
87
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
88
International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo
;
Ellis, Craig
- In:
Emerging markets review
36
(
2018
),
pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
Saved in:
89
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
90
Using the right implied volatility quotes in times of low interest rates : an empirical analysis across different currencies
Patel, Jinal
;
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
Finance research letters
25
(
2018
),
pp. 196-201
Persistent link: https://www.econbiz.de/10012003522
Saved in:
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