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~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Volatility
Theory
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135,730
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71,983
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Gupta, Rangan
157
Bouri, Elie
93
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92
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73
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72
Tiwari, Aviral Kumar
65
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
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49
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49
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48
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46
Xuan Vinh Vo
46
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44
Zhang, Yaojie
44
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Andersen, Torben
39
Demirer, Rıza
39
Lucey, Brian M.
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Todorov, Viktor
35
Ji, Qiang
34
Roubaud, David
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
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Ryu, Doojin
31
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30
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30
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30
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Asian Regional Exchange for New Alternatives
1
Brussels European and Global Economic Laboratory
1
Conference on Realized Volatility <2006, Montréal>
1
European Economic Association
1
HFDF <2, 1998, Zürich>
1
Handelshøyskolen BI
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
National Bureau of Economic Research
1
Technische Universität Dresden
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Energy economics
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Finance research letters
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International review of financial analysis
419
Applied economics
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International review of economics & finance : IREF
368
The journal of futures markets
360
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341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Research in international business and finance
255
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245
International journal of theoretical and applied finance
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239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
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Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
The European journal of finance
158
International journal of finance & economics : IJFE
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Journal of economic dynamics & control
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
International journal of forecasting
145
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131
The review of financial studies
126
Computational economics
119
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
21,393
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1
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
2
Agricultural commodity market response to Russia's withdrawal from the grain deal
Steinbach, Sandro
;
Yıldırım, Yasin
- In:
Journal of agricultural economics : JAE
75
(
2024
)
3
,
pp. 1004-1016
Persistent link: https://www.econbiz.de/10015049181
Saved in:
3
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
4
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
5
American financial hegemony, global capital cycles, and the macroeconomic growth environment
Ba, Heather
;
Winecoff, William Kindred
- In:
Economics & politics
36
(
2024
)
1
,
pp. 334-372
Persistent link: https://www.econbiz.de/10014473020
Saved in:
6
The amplifying role of geopolitical risks, economic policy uncertainty, and climate risks on energy-stock market volatility spillover across economic cycles
Hu, Zinan
;
Borjigin, Sumuya
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-40
Persistent link: https://www.econbiz.de/10014492091
Saved in:
7
Analysis of output and output volatility connectedness of Nigeria, USA, China and India : new empirical insights from the global financial crisis versus 2016 Nigerian recession
Anthony-Orji, Onyinye I.
;
Nwodo, Ikenna Paulinus
;
Orji, …
- In:
Journal of financial economic policy
16
(
2024
)
1
,
pp. 34-59
Persistent link: https://www.econbiz.de/10014470893
Saved in:
8
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
9
Analysis of the Mexican Peso-US Dollar exchange rate volatility through stochastic modeling
López Herrera, Francisco
- In:
Análisis económico
39
(
2024
)
100
,
pp. 85-98
Persistent link: https://www.econbiz.de/10014536248
Saved in:
10
Analyzing nexus between crude oil, gold, dollar and equity markets with structural break : ARDL evidence from India
Saji, T. G.
;
Joshith, V. P.
;
Binoy, T. A.
;
Sravana, K.
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 572-581
Persistent link: https://www.econbiz.de/10014533474
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