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~person:"Andersen, Torben"
~person:"Hamori, Shigeyuki"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Börsenkurs
Volatilität
Volatility
71
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51
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51
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46
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40
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40
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40
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40
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30
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Andersen, Torben
Hamori, Shigeyuki
Gupta, Rangan
213
Ma, Feng
103
Bouri, Elie
102
Tiwari, Aviral Kumar
97
McMillan, David G.
95
Hammoudeh, Shawkat
87
Narayan, Paresh Kumar
85
Wohar, Mark E.
82
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
77
Pierdzioch, Christian
70
Zaremba, Adam
70
Caporale, Guglielmo Maria
69
Ryu, Doojin
67
Xuan Vinh Vo
65
Mensi, Walid
61
Kang, Sang Hoon
60
Gil-Alaña, Luis A.
59
Lucey, Brian M.
57
Corbet, Shaen
56
Bollerslev, Tim
54
Wang, Yudong
54
Salisu, Afees A.
53
Xiong, Xiong
53
Zhang, Wei
53
Zhang, Yaojie
53
Apergēs, Nikolaos
52
Faff, Robert W.
52
Madura, Jeff
52
Brooks, Robert
50
Hassan, M. Kabir
50
Nguyen, Duc Khuong
49
Demirer, Rıza
48
Balcilar, Mehmet
47
Kumar, Dilip
47
Schiereck, Dirk
45
Liang, Chao
44
Lien, Da-hsiang Donald
44
Yoon, Seong-min
44
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Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Japan and the world economy : international journal of theory and policy
3
Journal of risk and financial management : JRFM
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Applied economics
2
Applied economics letters
2
Applied financial economics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International review of financial analysis
2
Journal of Asian economics
2
Journal of economics and finance
2
Journal of financial economics
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
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Current politics and economics of Asia
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and finance
1
International review of economics & finance : IREF
1
Journal of applied econometrics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
86
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86
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1
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
Zhang, Wenting
;
Liu, Tiantian
;
Zhang, Yulian
;
Hamori, …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534845
Saved in:
2
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Shang, Jin
;
Hamori, Shigeyuki
- In:
Energy economics
132
(
2024
),
pp. 1-42
Persistent link: https://www.econbiz.de/10015047391
Saved in:
3
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:
4
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:
5
The impact of economic uncertainty caused by COVID-19 on renewable energy stocks
Liu, Tiantian
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1495-1515
Persistent link: https://www.econbiz.de/10013197236
Saved in:
6
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
7
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
8
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
9
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
10
Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
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