//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"Kointegration"
~subject:"Volatility"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Volatility
Theorie
204
Theory
204
Welt
123
World
123
Estimation
83
Portfolio selection
83
Portfolio-Management
83
Schätzung
83
China
79
USA
77
United States
77
Economic growth
56
Wirtschaftswachstum
56
Volatilität
48
Risk
44
Financial crisis
43
Finanzkrise
43
Risiko
43
Capital income
42
Kapitaleinkommen
42
Börsenkurs
39
Share price
39
Panel
36
Panel study
36
Option pricing theory
35
Optionspreistheorie
35
Developing countries
33
Entwicklungsländer
33
Stock market
33
Aktienmarkt
32
Globalization
32
Financial market
31
Finanzmarkt
31
Globalisierung
31
Bank
30
CAPM
29
Cointegration
28
Stochastic process
28
more ...
less ...
Online availability
All
Undetermined
40
Free
2
Type of publication
All
Article
73
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
74
Aufsatz im Buch
5
Book section
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Handbook
2
Handbuch
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
Author
All
Fabozzi, Frank J.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
190
Bahmani-Oskooee, Mohsen
149
Tiwari, Aviral Kumar
98
Bouri, Elie
94
Gil-Alaña, Luis A.
91
Ma, Feng
91
McAleer, Michael
81
Caporale, Guglielmo Maria
80
Hammoudeh, Shawkat
78
Shahbaz, Muhammad
77
Apergēs, Nikolaos
69
Narayan, Paresh Kumar
66
McMillan, David G.
61
Wohar, Mark E.
60
Chang, Tsangyao
58
Kang, Sang Hoon
55
Mensi, Walid
53
Xuan Vinh Vo
52
Bollerslev, Tim
51
Balcilar, Mehmet
50
Wang, Yudong
48
Lucey, Brian M.
47
Pierdzioch, Christian
45
Hamori, Shigeyuki
44
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Hegerty, Scott W.
42
Salisu, Afees A.
42
Andersen, Torben
39
Shahzad, Syed Jawad Hussain
39
Demirer, Rıza
38
Roubaud, David
38
Wei, Yu
38
Yoon, Seong-min
38
Jawadi, Fredj
37
Liang, Chao
37
Arize, Augustine Chuck
36
Chevallier, Julien
36
more ...
less ...
Published in...
All
Energy economics
8
International review of financial analysis
5
Economic modelling
4
Applied economics
3
Computational economics
3
The journal of portfolio management : JPM
3
Applied financial economics
2
Defence and peace economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
Macroeconomic dynamics
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 Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Annals of economics and finance
1
Annals of operations research
1
China economic review : an international journal
1
Eastern European economics
1
Economic research
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Finance a úvěr
1
Finance research letters
1
Global economic review
1
Global finance journal
1
International economic journal
1
International journal of theoretical and applied finance : IJTAF
1
Japan and the world economy : international journal of theory and policy
1
Journal of Asian economics
1
Journal of applied economics
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of forecasting
1
Journal of international money and finance
1
Resource and energy economics
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
3
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:
4
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:
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
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:
9
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
Saved in:
10
Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->