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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"Börsenkurs"
~subject:"Volatility"
~type_genre:"Article in journal"
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Börsenkurs
Volatility
Theorie
202
Theory
202
Welt
121
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121
Estimation
83
Schätzung
83
Portfolio selection
82
Portfolio-Management
82
USA
77
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77
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76
Economic growth
56
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56
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46
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42
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42
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8
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7
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Fabozzi, Frank J.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
206
Ma, Feng
98
Bouri, Elie
94
McMillan, David G.
94
Tiwari, Aviral Kumar
89
Hammoudeh, Shawkat
85
Narayan, Paresh Kumar
84
Wohar, Mark E.
81
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
77
Caporale, Guglielmo Maria
67
Zaremba, Adam
65
Ryu, Doojin
63
Xuan Vinh Vo
62
Pierdzioch, Christian
61
Kang, Sang Hoon
58
Mensi, Walid
57
Gil-Alaña, Luis A.
55
Bollerslev, Tim
54
Faff, Robert W.
52
Madura, Jeff
52
Apergēs, Nikolaos
51
Lucey, Brian M.
51
Salisu, Afees A.
51
Wang, Yudong
51
Zhang, Wei
51
Brooks, Robert
50
Corbet, Shaen
50
Hassan, M. Kabir
50
Xiong, Xiong
49
Zhang, Yaojie
48
Balcilar, Mehmet
47
Demirer, Rıza
47
Kumar, Dilip
47
Nguyen, Duc Khuong
46
Hamori, Shigeyuki
45
Lien, Da-hsiang Donald
44
Yoon, Seong-min
43
Chiang, Thomas C.
42
Chevallier, Julien
41
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Energy economics
5
International review of financial analysis
5
Economic modelling
4
The journal of portfolio management : a publication of Institutional Investor
4
Applied economics
3
Applied financial economics
3
Computational economics
3
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of portfolio management : JPM
3
Emerging markets, finance and trade : EMFT
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
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Annals of operations research
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Applied economics letters
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Emerging markets review
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1
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International review of economics & finance : IREF
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Japan and the world economy : international journal of theory and policy
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Journal of Asian economics
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1
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Journal of international money and finance
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Macroeconomic dynamics
1
Quantitative finance
1
Research in 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 economic journal : the journal of the Royal Economic Society
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
76
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1
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:
2
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
3
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:
4
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
5
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:
6
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:
7
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:
8
Systemic risk of Chinese financial institutions and asset price bubbles
Zhang, Xiaoming
;
Wei, Chunyan
;
Lee, Chien-chiang
;
Tian, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014247015
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
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
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