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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~person:"Ji, Qiang"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Volatilität
Theorie
118
Theory
118
Time series analysis
92
Zeitreihenanalyse
92
Forecasting model
88
Prognoseverfahren
88
Volatility
82
Estimation
56
Schätzung
56
Welt
54
World
54
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49
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49
Oil price
37
Ölpreis
37
Capital income
34
Kapitaleinkommen
34
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30
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30
Seasonal variations
30
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28
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28
Estimation theory
27
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27
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22
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82
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56
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6
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Andersen, Torben
Franses, Philip Hans
Ji, Qiang
Gupta, Rangan
157
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
65
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
50
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Pierdzioch, Christian
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Lucey, Brian M.
40
Demirer, Rıza
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Todorov, Viktor
35
Roubaud, David
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
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Energy economics
11
Journal of econometrics
11
Finance research letters
6
The journal of finance : the journal of the American Finance Association
6
International review of financial analysis
4
Research in international business and finance
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of applied econometrics
3
International economic review
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of financial markets
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics
1
Applied mathematical finance
1
Econometric theory
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial management : FM
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of the Asia Pacific economy
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
OPEC energy review
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economics and statistics
1
The review of financial studies
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ECONIS (ZBW)
82
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1
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10
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82
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date (oldest first)
1
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
2
Investor sentiments and extreme risk spillovers from oil to stock markets : evidence from Asian countries
Wu, Fei
;
Ji, Qiang
;
Ma, Yan-Ran
;
Zhang, Dayong
- In:
Journal of the Asia Pacific economy
29
(
2024
)
3
,
pp. 1257-1283
Persistent link: https://www.econbiz.de/10015053452
Saved in:
3
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
4
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
5
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
6
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
7
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
8
Predicting natural gas futures' volatility using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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