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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Tiwari, Aviral Kumar"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Volatility
Theorie
164
Theory
164
Portfolio selection
140
Portfolio-Management
140
Estimation
105
Schätzung
105
Volatilität
92
USA
86
United States
86
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69
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69
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67
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67
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65
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47
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47
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39
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38
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4
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Fabozzi, Frank J.
Tiwari, Aviral Kumar
Gupta, Rangan
158
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
65
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mensi, Walid
51
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
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
Liang, Chao
37
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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Energy economics
18
Finance research letters
9
Applied economics
6
International review of economics & finance : IREF
5
Computational economics
4
Research in international business and finance
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International review of financial analysis
3
The journal of portfolio management : JPM
3
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2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Brussels economic review
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of Asia Pacific business
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1
OPEC energy review
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
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Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of theory and practice
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
92
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61
Index futures volatility and trading activity : measuring causality at a multiple horizon
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
Finance research letters
24
(
2018
),
pp. 247-255
Persistent link: https://www.econbiz.de/10011982593
Saved in:
62
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:
63
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
64
On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach
Das, Debojyoti
;
Kumar, Surya Bhushan
;
Tiwari, Aviral Kumar
- In:
Finance research letters
27
(
2018
),
pp. 169-174
Persistent link: https://www.econbiz.de/10012006847
Saved in:
65
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
66
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:
67
Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
Saved in:
68
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
69
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
70
Effects of spot market short-sale constraints on index futures trading
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
;
Wang, Na
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
5
,
pp. 1975-2005
Persistent link: https://www.econbiz.de/10011804673
Saved in:
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