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~language:"eng"
~language:"nor"
~language:"pol"
~language:"rus"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatility
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McAleer, Michael
246
Gupta, Rangan
222
Caporale, Guglielmo Maria
133
Bouri, Elie
104
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98
Ma, Feng
93
Chang, Chia-Lin
92
Andersen, Torben
87
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79
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
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72
Tiwari, Aviral Kumar
66
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61
Härdle, Wolfgang
61
Koopman, Siem Jan
57
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Mensi, Walid
52
Wohar, Mark E.
52
Clements, Adam
51
Todorov, Viktor
51
Caporin, Massimiliano
50
McMillan, David G.
50
Salisu, Afees A.
50
Aizenman, Joshua
47
Dijk, Dick van
46
Wang, Yudong
46
Xuan Vinh Vo
46
Demirer, Rıza
44
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Zhang, Yaojie
44
Kočenda, Evžen
43
Chiarella, Carl
42
Christoffersen, Peter F.
42
Corbet, Shaen
42
Engle, Robert F.
42
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
National Bureau of Economic Research
18
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
Internationaler Währungsfonds / Research Department
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Institut für Weltwirtschaft
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
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4
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3
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3
Centre for International Economic Studies
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
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3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
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Energy economics
642
Finance research letters
589
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
Applied economics
378
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
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
264
Applied economics letters
261
Research in international business and finance
255
Working paper
246
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
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
172
International Journal of Energy Economics and Policy : IJEEP
171
CESifo working papers
169
The European journal of finance
158
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
149
IMF working papers
148
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
Research paper series / Swiss Finance Institute
118
The journal of finance : the journal of the American Finance Association
117
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ECONIS (ZBW)
27,755
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1
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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
Agricultural commodity market response to Russia's withdrawal from the grain deal
Steinbach, Sandro
- In:
Journal of agricultural economics : JAE
75
(
2024
)
3
,
pp. 1004-1016
Persistent link: https://www.econbiz.de/10015049181
Saved in:
3
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:
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
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:
9
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:
10
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
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