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~language:"deu"
~language:"ell"
~language:"eng"
~language:"fra"
~language:"pol"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Volatilität
Theory
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353,267
USA
194,098
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193,663
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119,465
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116,084
Welt
110,355
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59,612
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McAleer, Michael
241
Gupta, Rangan
220
Caporale, Guglielmo Maria
132
Bouri, Elie
103
Ma, Feng
93
Bollerslev, Tim
92
Chang, Chia-Lin
90
Andersen, Torben
83
Pierdzioch, Christian
83
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
72
Spagnolo, Nicola
72
Tiwari, Aviral Kumar
63
Diebold, Francis X.
56
Härdle, Wolfgang
56
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Todorov, Viktor
52
Wohar, Mark E.
52
Clements, Adam
51
McMillan, David G.
51
Mensi, Walid
51
Salisu, Afees A.
49
Caporin, Massimiliano
47
Lux, Thomas
47
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Mumtaz, Haroon
44
Demirer, Rıza
43
Dijk, Dick van
43
Tauchen, George Eugene
43
Zhang, Yaojie
43
Corbet, Shaen
42
Kočenda, Evžen
42
Rodriguez, Gabriel
42
Aizenman, Joshua
41
Chiarella, Carl
41
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
National Bureau of Economic Research
17
Centre for Analytical Finance <Århus>
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Institut für Weltwirtschaft
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Internationaler Währungsfonds / Research Department
7
Institute of Finance and Accounting <London>
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Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Center for Economic Research <Tilburg>
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Inter-American Development Bank / Office of the Chief Economist
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Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Brown University / Department of Economics
3
Centre for International Economic Studies
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
New York Stock Exchange
3
School of Economics and Finance <Brisbane>
3
School of Finance and Business Economics <Perth, Western Australia>
3
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Energy economics
610
Finance research letters
582
International review of financial analysis
419
Working paper / National Bureau of Economic Research, Inc.
417
Applied economics
378
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Working paper
231
Journal of international money and finance
230
Discussion paper / Centre for Economic Policy Research
226
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
192
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
CESifo working papers
168
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
117
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Computational economics
114
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ECONIS (ZBW)
28,085
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1
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28,085
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1
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
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
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Analysis of the Mexican Peso-US Dollar exchange rate volatility through stochastic modeling
López Herrera, Francisco
- In:
Análisis económico
39
(
2024
)
100
,
pp. 85-98
Persistent link: https://www.econbiz.de/10014536248
Saved in:
9
Analyzing nexus between crude oil, gold, dollar and equity markets with structural break : ARDL evidence from India
Saji, T. G.
;
Joshith, V. P.
;
Binoy, T. A.
;
Sravana, K.
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 572-581
Persistent link: https://www.econbiz.de/10014533474
Saved in:
10
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
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