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~person:"Lux, Thomas"
~person:"Tiwari, Aviral Kumar"
~subject:"Volatility"
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Search: ("Börse" OR "Finanzpolitik" OR "Konjunkturpolitik" OR "Finanzmarkt") AND NOT isPartOf:Wirtschaftsdienst
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Volatility
Börsenkurs
120
Share price
114
Theorie
98
Theory
87
Capital income
63
Kapitaleinkommen
63
Volatilität
63
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62
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57
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57
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46
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English
60
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Lux, Thomas
Tiwari, Aviral Kumar
Gupta, Rangan
114
Caporale, Guglielmo Maria
90
McAleer, Michael
74
Bekaert, Geert
56
Spagnolo, Nicola
55
Bollerslev, Tim
46
Pierdzioch, Christian
46
Aizenman, Joshua
43
Bouri, Elie
43
Ma, Feng
39
Caballero, Ricardo J.
37
Andersen, Torben
35
Hautsch, Nikolaus
34
Bloom, Nicholas
33
Diebold, Francis X.
32
Wohar, Mark E.
31
Corbet, Shaen
29
Ryu, Doojin
29
Engle, Robert F.
28
Salisu, Afees A.
28
Demirer, Rıza
27
Härdle, Wolfgang
27
Hammoudeh, Shawkat
25
Kang, Sang Hoon
25
Balcilar, Mehmet
24
Hoerova, Marie
24
Lettau, Martin
24
Bacchetta, Philippe
23
Bansal, Ravi
23
Beirne, John
23
Chang, Chia-Lin
23
Fernández-Villaverde, Jesús
23
Gil-Alaña, Luis A.
23
Tauchen, George Eugene
23
Chiang, Thomas C.
22
Christiansen, Charlotte
22
Kočenda, Evžen
22
Stulz, René M.
22
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Christian-Albrechts-Universität zu Kiel
2
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
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Kiel working paper
8
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7
Energy economics
7
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6
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Volkswirtschaftliche Diskussionsbeiträge
2
Applied economics
1
Applied financial economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finmap working paper
1
Frankfurter volkswirtschaftliche Diskussionsbeiträge
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
International journal of forecasting
1
International journal of law and management
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of forecasting
1
Research in international business and finance
1
Schriftenreihe Volkswirtschaftliche Forschungsergebnisse
1
The North American journal of economics and finance : a journal of financial economics studies
1
Theoretical economics letters
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ECONIS (ZBW)
60
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1
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
2
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
3
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
4
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
5
An agent-based stochastic volatility model
Alfarano, Simone
-
2006
Persistent link: https://www.econbiz.de/10003307294
Saved in:
6
Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
Saved in:
7
On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach
Das, Debojyoti
;
Kumar, Surya Bhushan
;
Tiwari, Aviral Kumar
- In:
Finance research letters
27
(
2018
),
pp. 169-174
Persistent link: https://www.econbiz.de/10012006847
Saved in:
8
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
9
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
Saved in:
10
Volatility clustering in financial markets : a micro-simulation of interactive agents
Lux, Thomas
-
1997
Persistent link: https://www.econbiz.de/10013399182
Saved in:
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