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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~person:"Wohar, Mark E."
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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Volatilität
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301
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301
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213
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213
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210
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171
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Andersen, Torben
Franses, Philip Hans
Wohar, Mark E.
Gil-Alaña, Luis A.
349
McAleer, Michael
310
Gupta, Rangan
294
Caporale, Guglielmo Maria
293
Koopman, Siem Jan
175
Phillips, Peter C. B.
173
Teräsvirta, Timo
115
Bouri, Elie
107
Chang, Chia-Lin
104
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102
Bollerslev, Tim
100
Bahmani-Oskooee, Mohsen
97
Pesaran, M. Hashem
97
Härdle, Wolfgang
95
Ma, Feng
95
Lütkepohl, Helmut
94
Marcellino, Massimiliano
94
Gao, Jiti
93
Sibbertsen, Philipp
92
Taylor, Robert
89
Lucas, André
87
Pierdzioch, Christian
87
Hyndman, Rob J.
86
Dijk, Dick van
85
Koop, Gary
82
Hammoudeh, Shawkat
79
Linton, Oliver
79
Kapetanios, George
78
Kunst, Robert M.
77
Spagnolo, Nicola
77
Harvey, Andrew C.
73
Johansen, Søren
73
Diebold, Francis X.
72
Nielsen, Morten Ørregaard
71
McMillan, David G.
67
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66
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66
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Report / Econometric Institute, Erasmus University Rotterdam
26
Econometric Institute research papers
22
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Journal of econometrics
17
Discussion paper / Tinbergen Institute
14
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14
International journal of forecasting
10
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9
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9
CREATES research paper
7
Energy economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
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Journal of applied econometrics
5
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5
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
The review of economics and statistics
4
Working paper
4
Applied economics letters
3
Applied financial economics
3
CFS working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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Econometric theory
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Finance research letters
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ECONIS (ZBW)
328
Showing
1
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10
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328
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1
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
2
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
4
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
5
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
6
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
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
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
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
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
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