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~language:"deu"
~language:"eng"
~person:"Cuervo-Cazurra, Alvaro"
~person:"Faff, Robert W."
~person:"Kang, Sang Hoon"
~person:"Ma, Feng"
~person:"Salisu, Afees A."
~person:"Serletis, Apostolos"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Economic policy"
~subject:"Globalisierung"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Volatility forecasting"
~type_genre:"Article in journal"
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ARCH model
Börsenkurs
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Volatility forecasting
Theorie
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Theory
257
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230
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Cuervo-Cazurra, Alvaro
Faff, Robert W.
Kang, Sang Hoon
Ma, Feng
Salisu, Afees A.
Serletis, Apostolos
Stiglitz, Joseph E.
Vines, David
Gupta, Rangan
305
Bahmani-Oskooee, Mohsen
168
Gil-Alaña, Luis A.
151
Tiwari, Aviral Kumar
142
Narayan, Paresh Kumar
133
Caporale, Guglielmo Maria
132
Hammoudeh, Shawkat
130
Wohar, Mark E.
126
Apergēs, Nikolaos
113
Chang, Tsangyao
112
Lee, Chien-chiang
100
McMillan, David G.
94
Shahbaz, Muhammad
93
Zaremba, Adam
92
Hsing, Yu
90
McAleer, Michael
89
Bouri, Elie
85
Xuan Vinh Vo
84
Pierdzioch, Christian
82
Balcilar, Mehmet
77
Su, Chi-Wei
75
Belke, Ansgar
73
Mensi, Walid
73
Wang, Yudong
69
Hamori, Shigeyuki
67
Moosa, Imad A.
67
Brooks, Robert
63
Nguyen, Duc Khuong
63
Ryu, Doojin
63
Shahzad, Syed Jawad Hussain
63
Egger, Peter
62
Kutan, Ali Mustafa
61
Madura, Jeff
61
Kilian, Lutz
59
Lucey, Brian M.
58
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Energy economics
52
The North American journal of economics and finance : a journal of financial economics studies
21
International review of economics & finance : IREF
20
Economic modelling
19
International review of financial analysis
19
Finance research letters
16
Macroeconomic dynamics
16
Applied economics
11
Open economies review
11
International journal of finance & economics : IJFE
10
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9
Pacific-Basin finance journal
9
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7
Oxford review of economic policy
7
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6
Journal of forecasting
6
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6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Journal of world business : JWB
6
Research in international business and finance
6
The journal of futures markets
6
Australian journal of management
5
Emerging markets, finance and trade : EMFT
5
The European journal of finance
5
The energy journal
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Financial innovation : FIN
4
Journal of economic studies
4
Journal of economics and finance : JEF
4
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
3
Journal of macroeconomics
3
Journal of money, credit and banking : JMCB
3
Journal of multinational financial management
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Korea and the world economy
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ECONIS (ZBW)
463
Showing
1
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10
of
463
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date (newest first)
date (oldest first)
1
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
2
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
4
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
5
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
6
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
7
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
8
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
9
Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Liang, Chao
;
Hong, Yanran
;
Luu Duc Toan Huynh
;
Ma, Feng
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1543-1567
Persistent link: https://www.econbiz.de/10014291872
Saved in:
10
Climate change and fossil fuel prices : a GARCH-MIDAS analysis
Tumala, Mohammed M.
;
Salisu, Afees A.
;
Nmadu, Yaaba B.
- In:
Energy economics
124
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484016
Saved in:
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