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~language:"eng"
~language:"nor"
~language:"rus"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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McAleer, Michael
246
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217
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98
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92
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91
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78
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74
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73
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63
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61
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60
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56
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54
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54
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53
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52
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52
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51
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51
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50
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49
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48
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48
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47
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46
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46
Xuan Vinh Vo
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44
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44
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43
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43
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43
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42
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42
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16
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13
Svenska Handelshögskolan <Helsinki>
12
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11
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10
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10
Internationaler Währungsfonds / Research Department
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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3
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3
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3
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Energy economics
610
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556
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
364
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
Economics letters
245
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
238
Journal of international financial markets, institutions & money
237
Working paper
236
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
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
172
CESifo working papers
169
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
IMF working papers
148
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
118
The journal of finance : the journal of the American Finance Association
117
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ECONIS (ZBW)
28,031
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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
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
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