//--> //--> //--> //-->
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
~accessRights:"restricted"
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
Testing for a common volatilit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
23,121
Schätzung
22,926
Volatility
11,035
Theorie
10,812
Theory
10,809
Volatilität
10,508
Financial market
6,809
Finanzmarkt
6,763
Welt
5,930
World
5,929
Börsenkurs
5,687
Share price
5,686
Spillover effect
5,472
Time series analysis
5,465
Spillover-Effekt
5,447
Zeitreihenanalyse
5,264
Capital income
4,956
Kapitaleinkommen
4,955
Forecasting model
4,271
Prognoseverfahren
4,271
Stock market
4,026
USA
4,012
United States
3,997
Aktienmarkt
3,994
ARCH model
3,087
ARCH-Modell
3,083
Financial crisis
3,049
Portfolio selection
3,034
Portfolio-Management
3,022
Finanzkrise
2,922
Risk
2,734
Economic growth
2,673
Wirtschaftswachstum
2,645
China
2,644
Risiko
2,640
Wirkungsanalyse
2,450
Estimation theory
2,449
Impact assessment
2,449
Schätztheorie
2,449
Hedging
2,381
more ...
less ...
Online availability
All
Undetermined
Free
150,408
Type of publication
All
Article
45,531
Book / Working Paper
9,209
Journal
67
Other
2
Type of publication (narrower categories)
All
Article in journal
39,509
Aufsatz in Zeitschrift
39,509
Arbeitspapier
5,068
Working Paper
5,068
Graue Literatur
5,008
Non-commercial literature
5,008
Aufsatz im Buch
1,142
Book section
1,142
Conference paper
409
Konferenzbeitrag
409
Hochschulschrift
381
research-article
348
Aufsatzsammlung
247
Collection of articles of several authors
135
Sammelwerk
135
Thesis
132
Konferenzschrift
85
Amtsdruckschrift
79
Government document
79
Lehrbuch
61
Systematic review
48
Übersichtsarbeit
48
Textbook
29
Case study
28
Fallstudie
28
conceptual-paper
22
review-article
22
technical-paper
18
Handbook
17
Handbuch
17
Bibliografie
16
Collection of articles written by one author
14
Sammlung
14
Mehrbändiges Werk
12
Multi-volume publication
12
case-report
12
Conference proceedings
11
Festschrift
11
viewpoint
10
Nachruf
9
more ...
less ...
Language
All
English
48,517
Undetermined
5,614
German
636
French
19
Spanish
13
Polish
7
Portuguese
5
Russian
3
Italian
1
Korean
1
more ...
less ...
Author
All
Gupta, Rangan
287
Tiwari, Aviral Kumar
129
Bouri, Elie
115
Hammoudeh, Shawkat
103
Ma, Feng
103
Gil-Alaña, Luis A.
97
Wohar, Mark E.
92
Bahmani-Oskooee, Mohsen
87
Xuan Vinh Vo
80
Zaremba, Adam
80
Kang, Sang Hoon
79
Mensi, Walid
78
Marcellino, Massimiliano
73
Shahbaz, Muhammad
70
Wang, Yudong
70
Shahzad, Syed Jawad Hussain
69
Ji, Qiang
67
Balcilar, Mehmet
66
Lucey, Brian M.
63
Umar, Zaghum
63
Acharya, Viral V.
61
Demirer, Rıza
61
Apergēs, Nikolaos
60
Jawadi, Fredj
60
Lee, Chien-chiang
60
Salisu, Afees A.
58
Zhang, Yaojie
57
Roubaud, David
56
McAleer, Michael
55
Caporale, Guglielmo Maria
54
Narayan, Paresh Kumar
54
Corbet, Shaen
53
Tsionas, Efthymios G.
53
Uddin, Mohammed Gazi Salah
53
Yoon, Seong-min
51
Massa, Massimo
50
Pierdzioch, Christian
50
Nguyen, Duc Khuong
48
Serletis, Apostolos
48
Ghysels, Eric
47
more ...
less ...
Institution
All
National Bureau of Economic Research (NBER)
654
C.E.P.R. Discussion Papers
494
National Bureau of Economic Research
266
OECD
137
Springer Fachmedien Wiesbaden
89
Edward Elgar Publishing
73
World Bank
65
World Scientific Publishing Co. Pte. Ltd.
34
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
30
Centre for Economic Policy Research
27
World Bank Group
23
Organisation for Economic Co-operation and Development
21
Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE)
15
Wiener Institut für Internationale Wirtschaftsvergleiche, wiiw
14
Peter Lang GmbH
13
Springer International Publishing
12
International Energy Agency
10
World Bank / Development Research Group / Finance
10
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
9
World Bank / Development Research Group
8
Centre de développement, Organisation de Coopération et de Développement Économiques (OCDE)
6
Springer-Verlag GmbH
6
World Bank / Development Research Group / Trade
6
International Monetary Fund
5
Environment Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
4
World Bank / Policy Research Dept / Finance and Private Sector Development Division
4
Asian Development Bank
3
De Gruyter Oldenbourg
3
Department of Economics, Iowa State University
3
Kassel University Press GmbH
3
NetLibrary, Inc
3
Taylor and Francis
3
Taylor and Francis.
3
Walter de Gruyter GmbH & Co. KG
3
Walter de Gruyter Inc.
3
World Bank / Development Research Group / Macroeconomics and Growth
3
World Bank / Policy Research Dept / Environment, Infrastructure, and Agriculture Division
3
World Bank / Policy Research Dept / Poverty and Human Resources Division
3
Berkeley Electronic Press
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
1,992
Finance research letters
1,300
Working paper / National Bureau of Economic Research, Inc.
1,231
Energy economics
1,090
Applied economics
988
Economic modelling
905
Discussion papers / CEPR
757
International review of economics & finance : IREF
714
Economics letters
703
International review of financial analysis
670
Applied economics letters
655
Journal of econometrics
653
NBER Working Papers
636
The North American journal of economics and finance : a journal of financial economics studies
573
SpringerLink / Bücher
550
CEPR Discussion Papers
494
Journal of banking & finance
482
Research in international business and finance
477
Journal of international money and finance
452
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
418
International journal of forecasting
410
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
349
Journal of economic dynamics & control
343
Journal of international financial markets, institutions & money
332
Journal of financial economics
331
Pacific-Basin finance journal
319
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
312
Quantitative finance
303
Computational economics
302
Journal of Banking & Finance
299
Journal of empirical finance
297
Physica A: Statistical Mechanics and its Applications
292
Management science : journal of the Institute for Operations Research and the Management Sciences
286
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
274
Journal of economic behavior & organization : JEBO
271
NBER working paper series
266
The review of financial studies
245
International journal of finance & economics : IJFE
238
European journal of operational research : EJOR
235
more ...
less ...
Source
All
ECONIS (ZBW)
48,723
RePEc
5,612
Other ZBW resources
457
BASE
9
OLC EcoSci
8
Showing
1
-
10
of
54,809
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic
volatility
with asymmetry, long memory and higher-moment
spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
3
Directional predictability and
volatility
spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
Saved in:
4
Volatility
spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
5
Contagion
among European financial indices, evidence from a quantile VAR approach
Palomba, Giulio
;
Tedeschi, Marco
- In:
Economic systems
48
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014584815
Saved in:
6
Exploring three-style return comovements and
contagion
using a correlation decomposition GARCH model
Su, Ender
;
Mak, Ving-Vunk
;
So, Po-Yuk
- In:
Computational economics
63
(
2024
)
6
,
pp. 2271-2305
Persistent link: https://www.econbiz.de/10014636737
Saved in:
7
Spillover effect in Asian financial markets : a VAR-structural GARCH analysis
Wang, Yu
;
Liu, Lei
- In:
China finance review international
6
(
2016
)
2
,
pp. 150-176
Persistent link: https://www.econbiz.de/10011722617
Saved in:
8
Financial market interdependencies : a quantile regression analysis of
volatility
spillover
Rejeb, Aymen Ben
;
Arfaoui, Mongi
- In:
Research in international business and finance
36
(
2016
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011594319
Saved in:
9
Uncovering equity market
contagion
among BRICS countries : an application of the multivariate GARCH model
Bonga-Bonga, Lumengo
- In:
The quarterly review of economics and finance : journal …
67
(
2018
),
pp. 36-44
Persistent link: https://www.econbiz.de/10012034396
Saved in:
10
Return and
volatility
spillover among banks and insurers : evidence from pre-crisis and crisis periods
Elyasiani, Elyas
;
Kalotychou, Elena
;
Staikouras, Sotiris K.
- In:
Journal of financial services research : JFSR
48
(
2015
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10011414081
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->