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~language:"ces"
~language:"eng"
~language:"spa"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
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Kapitaleinkommen
Volatility
Theory
220,720
Theorie
220,617
USA
130,237
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130,155
Welt
63,351
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63,348
Estimation
49,693
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49,627
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47,679
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47,666
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41,617
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35,280
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33,558
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33,371
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32,980
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28,241
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38
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Gupta, Rangan
211
Bouri, Elie
103
Ma, Feng
100
Zaremba, Adam
100
McMillan, David G.
98
Wohar, Mark E.
89
Tiwari, Aviral Kumar
82
Hammoudeh, Shawkat
79
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
62
Faff, Robert W.
60
Kang, Sang Hoon
59
Wang, Yudong
59
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
58
Demirer, Rıza
57
Brooks, Robert
55
Bali, Turan G.
53
Bollerslev, Tim
53
Mensi, Walid
52
Zhang, Yaojie
52
Salisu, Afees A.
50
Fabozzi, Frank J.
49
Nguyen, Duc Khuong
49
Kumar, Dilip
48
Balcilar, Mehmet
47
Apergēs, Nikolaos
46
Ryu, Doojin
46
Gil-Alaña, Luis A.
45
Lucey, Brian M.
45
Zhang, Wei
45
Cakici, Nusret
44
Sehgal, Sanjay
44
Shahzad, Syed Jawad Hussain
44
Yin, Libo
43
Andersen, Torben
42
Yoon, Seong-min
42
Chiang, Thomas C.
41
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Asian Regional Exchange for New Alternatives
1
Brussels European and Global Economic Laboratory
1
Cambridge-Maastricht Symposium <2, 2001, Cambridge>
1
Cambridge-Maastricht Symposium <4, 2003, Cambridge>
1
Cambridge-Maastricht Symposium <6, 2005, Cambridge>
1
Conference on Realized Volatility <2006, Montréal>
1
European Economic Association
1
HFDF <2, 1998, Zürich>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
Maastricht-Cambridge Real Estate Finance and Investment Symposium <3, 2002, Maastricht>
1
Mediobanca <Mailand>
1
National Bureau of Economic Research
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Finance research letters
914
Journal of banking & finance
831
International review of financial analysis
753
Energy economics
661
Applied economics
607
International review of economics & finance : IREF
566
Journal of financial economics
556
Applied financial economics
542
Journal of empirical finance
530
The North American journal of economics and finance : a journal of financial economics studies
478
Applied economics letters
472
Pacific-Basin finance journal
459
The journal of finance : the journal of the American Finance Association
455
Economic modelling
453
Journal of international financial markets, institutions & money
418
Research in international business and finance
418
The journal of futures markets
393
Economics letters
391
Journal of econometrics
387
The review of financial studies
364
The European journal of finance
347
Journal of international money and finance
327
Journal of financial and quantitative analysis : JFQA
323
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
322
Review of quantitative finance and accounting
316
Journal of risk and financial management : JRFM
304
International journal of theoretical and applied finance
281
International journal of economics and finance
251
Quantitative finance
236
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
228
International journal of finance & economics : IJFE
225
Management science : journal of the Institute for Operations Research and the Management Sciences
223
Journal of economic dynamics & control
217
International journal of economics and financial issues : IJEFI
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
The journal of real estate finance and economics
197
Global finance journal
192
International journal of forecasting
192
Journal of financial markets
190
Journal of forecasting
189
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ECONIS (ZBW)
37,252
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
3
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
4
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
5
American financial hegemony, global capital cycles, and the macroeconomic growth environment
Ba, Heather
;
Winecoff, William Kindred
- In:
Economics & politics
36
(
2024
)
1
,
pp. 334-372
Persistent link: https://www.econbiz.de/10014473020
Saved in:
6
The amplifying role of geopolitical risks, economic policy uncertainty, and climate risks on energy-stock market volatility spillover across economic cycles
Hu, Zinan
;
Borjigin, Sumuya
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-40
Persistent link: https://www.econbiz.de/10014492091
Saved in:
7
Analysis of output and output volatility connectedness of Nigeria, USA, China and India : new empirical insights from the global financial crisis versus 2016 Nigerian recession
Anthony-Orji, Onyinye I.
;
Nwodo, Ikenna Paulinus
;
Orji, …
- In:
Journal of financial economic policy
16
(
2024
)
1
,
pp. 34-59
Persistent link: https://www.econbiz.de/10014470893
Saved in:
8
An analysis of spatial effects of terrorism on stock market returns in the Middle East countries
Rezazadeh, Ali
;
Nikpey, Vahid
;
Karami, Azhdar
- In:
International journal of Islamic and Middle Eastern …
17
(
2024
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10014478180
Saved in:
9
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
10
Analyzing the reactions of Amman stock exchange's investors towards dividends policies and the 2003_American invasion to Iraq
In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014511854
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