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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~person:"Wei, Yu"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Theorie
209
Theory
209
Welt
142
World
142
Estimation
99
Schätzung
99
China
91
Portfolio selection
87
Portfolio-Management
87
Volatilität
83
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78
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78
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56
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56
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55
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55
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English
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Fabozzi, Frank J.
Lee, Chien-chiang
Stiglitz, Joseph E.
Wei, Yu
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Zhang, Yaojie
40
Andersen, Torben
39
Corbet, Shaen
38
Demirer, Rıza
38
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Serletis, Apostolos
30
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Energy economics
12
Finance research letters
7
International review of financial analysis
7
Applied economics
5
International journal of finance & economics : IJFE
4
Computational economics
3
Economic modelling
3
International review of economics & finance : IREF
3
The journal of portfolio management : JPM
3
Applied financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of theoretical and applied finance
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of economics and finance
1
Annals of operations research
1
Applied economics letters
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
Global finance journal
1
International journal of theoretical and applied finance : IJTAF
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of portfolio management : a publication of Institutional Investor
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
83
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1
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83
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1
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
2
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
3
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
4
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
5
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
Saved in:
6
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
7
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
8
The relationship between cash flow uncertainty and extreme risk : international evidence
Wang, Chih-Wei
;
Lee, Chien-chiang
;
Wu, Lin-Tan
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014463679
Saved in:
9
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
Saved in:
10
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
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