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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Salisu, Afees A."
~subject:"Volatility"
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Volatility
Theorie
108
Theory
108
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96
Volatilität
73
Börsenkurs
66
Share price
66
Estimation
62
Schätzung
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Lien, Da-hsiang Donald
Salisu, Afees A.
McAleer, Michael
300
Gupta, Rangan
235
Caporale, Guglielmo Maria
170
Bollerslev, Tim
144
Chang, Chia-Lin
116
Bouri, Elie
111
Diebold, Francis X.
103
Andersen, Torben
98
Ma, Feng
94
Pierdzioch, Christian
92
Spagnolo, Nicola
92
Aizenman, Joshua
88
Bekaert, Geert
79
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Koopman, Siem Jan
73
Engle, Robert F.
72
Härdle, Wolfgang
69
Todorov, Viktor
68
McMillan, David G.
67
Tiwari, Aviral Kumar
66
Caporin, Massimiliano
65
Asai, Manabu
62
Kočenda, Evžen
62
Chiarella, Carl
61
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
58
Clements, Adam
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Gil-Alaña, Luis A.
55
Fernández-Villaverde, Jesús
52
Hautsch, Nikolaus
52
Mensi, Walid
52
Caballero, Ricardo J.
51
Christoffersen, Peter F.
51
Christiansen, Charlotte
50
Dijk, Dick van
50
Ghysels, Eric
50
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Department of Economics working paper series
11
The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Global finance journal
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Applied economics letters
2
Emerging markets, finance and trade : EMFT
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International review of financial analysis
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The journal of futures markets
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International Journal of Energy Economics and Policy : IJEEP
1
International journal of managerial finance : IJMF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of African business
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Journal of international financial markets, institutions & money
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OPEC energy review
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance
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ECONIS (ZBW)
73
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
7
Climate change and fossil fuel prices : a GARCH-MIDAS analysis
Tumala, Mohammed M.
;
Salisu, Afees A.
;
Nmadu, Yaaba B.
- In:
Energy economics
124
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484016
Saved in:
8
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
9
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
10
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
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