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~language:"eng"
~language:"nld"
~person:"Bollerslev, Tim"
~person:"Yoon, Seong-min"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Sammelwerk"
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Volatility
Volatilität
87
Estimation
57
Schätzung
57
Theorie
45
Theory
45
Capital income
40
Kapitaleinkommen
40
Börsenkurs
36
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36
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35
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35
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31
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31
Spillover effect
31
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31
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26
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Aufsatz in Zeitschrift
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41
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Bollerslev, Tim
Yoon, Seong-min
Gupta, Rangan
156
Bouri, Elie
93
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
63
Kang, Sang Hoon
54
Mensi, Walid
51
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Pierdzioch, Christian
42
Caporale, Guglielmo Maria
41
Andersen, Torben
40
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
37
Chevallier, Julien
36
Balcilar, Mehmet
35
Hegerty, Scott W.
35
Ji, Qiang
34
Roubaud, David
34
Todorov, Viktor
34
Brooks, Robert
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Ryu, Doojin
30
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Journal of econometrics
19
Energy economics
9
Applied economics
5
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
Korea and the world economy
3
The Korean economic review
3
The North American journal of economics and finance : a journal of financial economics studies
3
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3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
International economic review
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
The journal of the Korean economy
2
The review of economics and statistics
2
Economics letters
1
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1
European financial management : the journal of the European Financial Management Association
1
International review of economics & finance : IREF
1
International review of financial analysis
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1
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NBER reporter online
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Review of finance : journal of the European Finance Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
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1
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ECONIS (ZBW)
87
Showing
1
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10
of
87
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
5
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
6
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
7
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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