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~language:"eng"
~language:"est"
~language:"pol"
~person:"Corbet, Shaen"
~person:"Lucey, Brian M."
~person:"Salisu, Afees A."
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Volatility
Welt
136
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136
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126
Börsenkurs
95
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95
Aktienmarkt
89
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89
Estimation
68
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Corbet, Shaen
Lucey, Brian M.
Salisu, Afees A.
McAleer, Michael
246
Gupta, Rangan
223
Caporale, Guglielmo Maria
133
Bouri, Elie
105
Bollerslev, Tim
99
Ma, Feng
93
Chang, Chia-Lin
92
Andersen, Torben
88
Pierdzioch, Christian
80
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
66
Diebold, Francis X.
62
Härdle, Wolfgang
62
Koopman, Siem Jan
57
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Todorov, Viktor
53
McMillan, David G.
52
Mensi, Walid
52
Wohar, Mark E.
52
Clements, Adam
51
Caporin, Massimiliano
50
Lux, Thomas
49
Aizenman, Joshua
47
Dijk, Dick van
47
Wang, Yudong
46
Xuan Vinh Vo
46
Kočenda, Evžen
45
Demirer, Rıza
44
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Zhang, Yaojie
44
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43
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Finance research letters
14
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Department of Economics working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International review of financial analysis
8
International review of economics & finance : IREF
5
Research in international business and finance
5
Applied economics letters
4
Journal of international financial markets, institutions & money
4
Global finance journal
3
International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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International journal of economics and financial issues : IJEFI
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Technological forecasting & social change : an international journal
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International Journal of Energy Economics and Policy : IJEEP
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Investment management and financial innovations
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Journal of economics and finance : JEF
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Journal of retailing and consumer services
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Journal of risk and financial management : JRFM
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OPEC energy review
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Review of Economic Analysis : REA
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ECONIS (ZBW)
126
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1
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
2
Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah
;
Senthilkumar, Arunachalam
;
Lucey, …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015053386
Saved in:
3
Do social media sentiments drive cryptocurrency intraday price volatility? : new evidence from asymmetric TVP-VAR frequency connectedness measures
Long, Suwan
;
Chatziantoniou, Ioannis
;
Gabauer, David
; …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1470-1489
Persistent link: https://www.econbiz.de/10014636574
Saved in:
4
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
5
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
6
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
8
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing
;
Qi, Jiajun
;
Lucey, Brian M.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
Saved in:
9
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
10
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
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