//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Souček, Michael"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Volatility
6
Aktienmarkt
5
Capital income
5
Kapitaleinkommen
5
Stock market
5
HAR model
4
Volatility transmission
4
Abnormal Returns
3
Analyst Recommendations
3
Asset Pricing
3
Efficient Market Hypothesis
3
Oil price
3
Ölpreis
3
Australian equity market
2
Börsenkurs
2
Demand for hedging
2
Dynamic conditional correlation
2
Energy markets
2
Equity markets
2
Estimation
2
Forecasting model
2
Forecasting of realized volatility
2
Jumps
2
Leverage effects
2
Market co-movements
2
Number of trades
2
Open interest
2
Overnight information flow
2
Overnight returns
2
Prognoseverfahren
2
Realized range
2
Realized volatility
2
Schätzung
2
Share price
2
Trading activity
2
Trading volume
2
Volatility forecasting
2
ARCH model
1
ARCH-Modell
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Souček, Michael
5
Todorova, Neda
5
Soucek, Michael
1
Published in...
All
Energy economics
2
Applied financial economics
1
Economic modelling
1
Economics letters
1
Finance research letters
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Overnight information flow and realized volatility forecasting
Todorova, Neda
;
Souček, Michael
- In:
Finance research letters
11
(
2014
)
4
,
pp. 420-428
Persistent link: https://www.econbiz.de/10011300434
Saved in:
2
The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
Todorova, Neda
;
Souček, Michael
- In:
Economic modelling
36
(
2014
),
pp. 332-340
Persistent link: https://www.econbiz.de/10010415483
Saved in:
3
Realized volatility transmission : the role of jumps and leverage effects
Souček, Michael
;
Todorova, Neda
- In:
Economics letters
122
(
2014
)
2
,
pp. 111-115
Persistent link: https://www.econbiz.de/10010395278
Saved in:
4
Economic significance of oil price changes on Russian and Chinese stock markets
Soucek, Michael
;
Todorova, Neda
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 561-571
Persistent link: https://www.econbiz.de/10009750705
Saved in:
5
Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
Saved in:
6
Crude oil, equity and gold futures open interest co-movements
Souček, Michael
- In:
Energy economics
40
(
2013
),
pp. 306-315
Persistent link: https://www.econbiz.de/10010350647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->