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~language:"eng"
~person:"Hegerty, Scott W."
~person:"Todorov, Viktor"
~person:"Yoon, Seong-min"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Mehrbändiges Werk"
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Volatility
Volatilität
105
Estimation
79
Schätzung
79
Exchange rate
43
Wechselkurs
43
Börsenkurs
39
Share price
39
USA
38
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38
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37
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34
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31
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105
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Hegerty, Scott W.
Todorov, Viktor
Yoon, Seong-min
Gupta, Rangan
154
Bouri, Elie
92
Ma, Feng
90
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
50
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Andersen, Torben
39
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
36
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Roubaud, David
34
Ji, Qiang
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Ryu, Doojin
30
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Journal of econometrics
17
Energy economics
9
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of financial analysis
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Journal of economic integration
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ECONIS (ZBW)
105
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1
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105
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
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:
5
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:
6
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:
7
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
8
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
10
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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