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~language:"eng"
~person:"Hegerty, Scott W."
~person:"Todorov, Viktor"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Mehrbändiges Werk"
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Volatility
Volatilität
69
Estimation
51
Schätzung
51
Exchange rate
37
Wechselkurs
37
USA
33
United States
33
Börsenkurs
20
Capital income
20
Kapitaleinkommen
20
Share price
20
Stochastic process
19
Stochastischer Prozess
19
Time series analysis
19
Zeitreihenanalyse
19
Theorie
13
Theory
13
Devisenmarkt
12
Estimation theory
12
Foreign exchange market
12
Option pricing theory
12
Optionspreistheorie
12
Schätztheorie
12
Bounds testing
10
Cointegration
10
Eastern Europe
10
Kointegration
10
Osteuropa
10
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Nichtparametrisches Verfahren
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Nonparametric statistics
9
Außenhandel mit Industriegütern
8
Industry data
8
Manufactures trade
8
Mexico
8
Mexiko
8
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8
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Article
69
Type of publication (narrower categories)
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Article in journal
Conference Paper
Mehrbändiges Werk
Aufsatz in Zeitschrift
69
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
17
Working Paper
17
Aufsatz im Buch
1
Book section
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Collection of articles written by one author
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English
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Hegerty, Scott W.
Todorov, Viktor
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
Yoon, Seong-min
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial economics
4
Applied economics quarterly
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics
2
Bulletin of applied economics
2
Empirica : journal of european economics
2
International review of applied economics
2
Journal of economics & management
2
Quantitative economics : QE ; journal of the Econometric Society
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of international trade & economic development
2
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
Baltic journal of economics
1
Eastern European economics
1
Econometric theory
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic issues
1
Economic systems
1
Global economy journal : GEJ
1
International journal of trade and global markets
1
Journal of Chinese economic and foreign trade studies
1
Journal of applied econometrics
1
Journal of economic development
1
Journal of economic integration
1
Journal of economic studies
1
Journal of financial econometrics
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
New Zealand economic papers
1
Southern economic journal
1
The journal of finance : the journal of the American Finance Association
1
Zagreb international review of economics & business
1
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ECONIS (ZBW)
69
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31
Exchange-rate risk and Japanese-Thai industry trade
Bahmani-Oskooee, Mohsen
;
Hegerty, Scott W.
; …
- In:
Australian economic papers
54
(
2015
)
1
,
pp. 22-37
Persistent link: https://www.econbiz.de/10011402958
Saved in:
32
Exchange-rate volatility and commodity trade between the EU and Egypt : evidence from 59 industries
Bahmani-Oskooee, Mohsen
;
Hegerty, Scott W.
;
Hosny, Amr
- In:
Empirica : journal of european economics
42
(
2015
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10011318424
Saved in:
33
Exchange-rate volatility and commodity trade between the USA and Indonesia
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
New Zealand economic papers
49
(
2015
)
1
,
pp. 78-102
Persistent link: https://www.econbiz.de/10011404743
Saved in:
34
Exchange-rate volatility and commodity trade : the case of the US and Italy
Bahmani-Oskooee, Mohsen
;
Harvey, Hanafiah
;
Hegerty, Scott W.
- In:
Economic issues
20
(
2015
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011378998
Saved in:
35
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
36
Oil-Price volatility and macroeconomic spillovers in Central and Eastern Europe : evidence from a multivariate GARCH model
Hegerty, Scott W.
- In:
Zagreb international review of economics & business
18
(
2015
)
2
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011412254
Saved in:
37
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
38
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
39
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
40
Do international capital flows worsen macroeconomic volatility in transition economics
Hegerty, Scott W.
- In:
Bulletin of applied economics
1
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010509743
Saved in:
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