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~subject:"Volatilität"
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Search: subject:"Quantile-on-Quantile regression"
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Volatilität
Quantile-on-quantile regression
30
Welt
18
World
18
Regression analysis
17
Regressionsanalyse
17
Volatility
15
Estimation
14
Schätzung
14
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12
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Oil price
10
Wirkungsanalyse
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Kapitaleinkommen
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quantile-on-quantile regression
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6
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6
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6
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Causality analysis
5
Economic growth
5
Kausalanalyse
5
Quantile-on-Quantile Regression
5
Virtual currency
5
Virtuelle Währung
5
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4
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Article
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15
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Bossman, Ahmed
2
Bouri, Elie
2
Chang, Bisharat Hussain
2
Lin, Boqiang
2
Salman, Asma
2
Abdul Razzaq, Muthanna G.
1
Adam, Anokye M.
1
Agyei, Samuel Kwaku
1
Alshater, Muneer Maher
1
Apergēs, Nikolaos
1
Asafo-Adjei, Emmanuel
1
Chen, Yiwen
1
Chen, Yiyang
1
Derindag, Omer Faruk
1
Gabauer, David
1
Ge, Zhenyu
1
Gherghina, Ştefan Cristian
1
Gohar, Raheel
1
Gong, Xu
1
Gubareva, Mariya
1
Gupta, Rangan
1
Hau, Liya
1
Hazgui, Samah
1
Hunjra, Ahmed Imran
1
Joo, Young C.
1
Li, Yanshuang
1
Malik, Shafaq
1
Mensi, Walid
1
Mustafa, Ghulam
1
Park, Sung Y.
1
Ren, Ying-hua
1
Sahin, Baki Cem
1
Sebai, Saber
1
Su, Tong
1
Teplova, Tamara V.
1
Tiwari, Aviral Kumar
1
Uche, Emmanuel
1
Uddin, Mohammed Ahmar
1
Wang, Kaihua
1
Wong, Wing Keung
1
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Energy economics
3
Annals of financial economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Economic change & restructuring
1
Journal of behavioral and experimental finance
1
Journal of business economics and management
1
Journal of commodity markets : JCM
1
Pacific-Basin finance journal
1
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas
1
Studies in economics and finance
1
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ECONIS (ZBW)
15
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1
Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns : novel insights from
quantile-on-quantile
regression
Bossman, Ahmed
;
Gherghina, Ştefan Cristian
; …
- In:
Journal of business economics and management
23
(
2022
)
6
,
pp. 1351-1376
petroleum). The causalityin-quantiles test and the
quantile-on-quantile
regression
technique were employed on daily data …
Persistent link: https://www.econbiz.de/10013500979
Saved in:
2
Economic policy uncertainty and green finance : evidence from frequency and quantile aspects
Wang, Kaihua
- In:
Economic change & restructuring
57
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014491037
Saved in:
3
Stress from attention : the relationship between climate change attention and crude oil markets
Lin, Boqiang
;
Chen, Yiyang
;
Gong, Xu
- In:
Journal of commodity markets : JCM
34
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014548327
Saved in:
4
The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
Salman, Asma
;
Chang, Bisharat Hussain
;
Abdul Razzaq, …
- In:
Annals of financial economics
18
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014532005
Saved in:
5
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
6
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran
;
Hunjra, Ahmed Imran
;
Alshater, Muneer Maher
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
Saved in:
7
Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry
Gohar, Raheel
;
Salman, Asma
;
Uche, Emmanuel
;
Derindag, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442587
Saved in:
8
The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 27-35
Persistent link: https://www.econbiz.de/10014428131
Saved in:
9
The asymmetric impact of oil price shocks on China stock market : evidence from
quantile-on-quantile
regression
Ge, Zhenyu
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 120-125
Persistent link: https://www.econbiz.de/10014428217
Saved in:
10
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
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