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~person:"Caporale, Guglielmo Maria"
~person:"Kanbur, Ravi"
~person:"Xuan Vinh Vo"
~subject:"Volatilität"
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Volatilität
Schätzung
159
Estimation
158
Theorie
153
Theory
150
Zeitreihenanalyse
92
Time series analysis
90
Welt
89
World
89
USA
83
United States
82
Börsenkurs
72
Share price
72
Volatility
71
Einkommensverteilung
70
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70
Kointegration
69
Cointegration
68
Poverty
68
Aktienmarkt
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58
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58
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33
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33
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33
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English
71
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Caporale, Guglielmo Maria
Kanbur, Ravi
Xuan Vinh Vo
Gupta, Rangan
146
McAleer, Michael
96
Pierdzioch, Christian
62
Bouri, Elie
51
Ma, Feng
50
Bahmani-Oskooee, Mohsen
46
Hammoudeh, Shawkat
45
Chang, Chia-Lin
43
Tiwari, Aviral Kumar
43
Salisu, Afees A.
34
Bollerslev, Tim
33
Aizenman, Joshua
32
Lux, Thomas
32
Mensi, Walid
32
Wohar, Mark E.
31
Spagnolo, Nicola
29
Demirer, Rıza
28
Kang, Sang Hoon
27
Gil-Alaña, Luis A.
25
Hegerty, Scott W.
25
Caporin, Massimiliano
24
McMillan, David G.
23
Mumtaz, Haroon
23
Chiarella, Carl
22
Engle, Robert F.
22
Wang, Yudong
22
Wei, Yu
22
Allen, David E.
21
Balcilar, Mehmet
20
Shephard, Neil G.
20
Todorov, Viktor
20
Uddin, Mohammed Gazi Salah
20
Andersen, Torben
19
Apergēs, Nikolaos
19
Christensen, Bent Jesper
19
Diebold, Francis X.
19
Ji, Qiang
19
Yin, Libo
19
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Economics and finance working paper series
33
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
4
International journal of finance & economics : IJFE
3
Applied economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Review of international economics
2
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
Cogent economics & finance
1
Computational economics
1
Defence and peace economics
1
Economics and Business Letters : EBL
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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International review of financial analysis
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ECONIS (ZBW)
71
Showing
1
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10
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71
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1
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
2
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
3
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
Saved in:
4
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
5
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
6
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
7
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
8
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
9
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
10
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
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