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~language:"eng"
~person:"Bollerslev, Tim"
~person:"Kumar, Dilip"
~subject:"Finanzkrise"
~subject:"Foreign investment"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Finanzkrise
Foreign investment
Volatilität
Volatility
95
Estimation
52
Schätzung
52
Capital income
50
Kapitaleinkommen
50
Theorie
49
Theory
49
ARCH model
39
ARCH-Modell
39
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36
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32
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32
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20
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10
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98
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41
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4
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Bollerslev, Tim
Kumar, Dilip
Gupta, Rangan
171
Bouri, Elie
104
Ma, Feng
94
Hammoudeh, Shawkat
81
McAleer, Michael
81
Tiwari, Aviral Kumar
77
Buckley, Peter J.
76
Bahmani-Oskooee, Mohsen
75
Aizenman, Joshua
68
Xuan Vinh Vo
65
Nunnenkamp, Peter
64
Driffield, Nigel L.
60
Görg, Holger
58
Kang, Sang Hoon
57
Mensi, Walid
56
Wohar, Mark E.
56
Apergēs, Nikolaos
52
Pierdzioch, Christian
52
Caporale, Guglielmo Maria
51
Corbet, Shaen
51
McMillan, David G.
51
Lucey, Brian M.
49
Egger, Peter
47
Hamori, Shigeyuki
47
Kutan, Ali Mustafa
47
Wang, Yudong
47
Demirer, Rıza
46
Ryu, Doojin
46
Nguyen, Duc Khuong
44
Zhang, Yaojie
44
Anwar, Sajid
43
Eichengreen, Barry
43
Salisu, Afees A.
43
Jawadi, Fredj
42
Hassan, M. Kabir
41
Liang, Chao
41
Yoon, Seong-min
41
Andersen, Torben
40
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Journal of econometrics
19
Theoretical economics letters
6
Journal of financial economics
5
Economic modelling
4
Global business review
4
IIMB management review
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International review of economics & finance : IREF
3
Journal of emerging market finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of prediction markets
3
American journal of finance and accounting
2
Decision
2
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of quantitative economics
2
The review of economics and statistics
2
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European financial management : the journal of the European Financial Management Association
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of economic research
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomics and finance in emerging market economies
1
Margin: the journal of applied economic research
1
NBER reporter online
1
Pacific-Basin finance journal
1
Paradigm : the journal of Institute of Management Technology
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research in international business and finance
1
Review of accounting & finance
1
Review of finance : journal of the European Finance Association
1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
Studies in economics and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
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ECONIS (ZBW)
98
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1
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98
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1
European travel and leisure sector and uncertainties : a risk spillover analysis
Kumar, Dilip
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
1
,
pp. 48-67
Persistent link: https://www.econbiz.de/10014246014
Saved in:
2
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:
3
Systemic risk transmission from the United States to Asian economies during the COVID-19 period
Narayan, Shivani
;
Kumar, Dilip
- In:
Journal of emerging market finance
22
(
2023
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10014230240
Saved in:
4
Systemically important financial institutions and drivers of systemic risk : evidence from India
Narayan, Shivani
;
Kumar, Dilip
;
Bouri, Elie
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463391
Saved in:
5
COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The journal of prediction markets
16
(
2022
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
Saved in:
6
Economic policy uncertainty versus sector volatility : evidence from India using multi-scale wavelet Granger causality analysis
Ambatipudi, Vamsidhar
;
Kumar, Dilip
- In:
Journal of emerging market finance
21
(
2022
)
2
,
pp. 184-210
Persistent link: https://www.econbiz.de/10013256889
Saved in:
7
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:
8
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:
9
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:
10
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
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