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384
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1,139
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Gupta, Rangan
24
Moosa, Imad A.
23
Gil-Alaña, Luis A.
17
Blazsek, Szabolcs
10
Ramiah, Vikash
9
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8
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8
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8
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
Allen, David E.
5
Balli, Hatice Ozer
5
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5
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4
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4
Burns, Kelly
4
Chang, Tsangyao
4
Cheffou, Abdoulkarim Idi
4
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4
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4
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4
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4
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514
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494
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492
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489
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473
Tinbergen Institute Discussion Paper
463
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460
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456
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439
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ECONIS (ZBW)
1,139
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1
Forecasting the realized
volatility
in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
2
Forecasting REIT
volatility
with high-frequency data : a comparison of alternative methods
Zhou, Jian
- In:
Applied economics
49
(
2017
)
26
,
pp. 2590-2605
Persistent link: https://www.econbiz.de/10011819614
Saved in:
3
What drives trend-following profits in stocks? : the role of the trading signals'
volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
4
Profit persistence and stock returns
Gschwandtner, Adelina
;
Hauser, Michael A.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3538-3549
Persistent link: https://www.econbiz.de/10011620804
Saved in:
5
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for
volatility
: the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
6
Modelling exchange rate
volatility
with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
7
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
8
Long memory and structural breaks in the returns and
volatility
of gold : evidence from Turkey
Uludag, Berna Kirkulak
;
Lkhamazhapov, Zorikto
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3777-3787
Persistent link: https://www.econbiz.de/10010419924
Saved in:
9
Monetary shocks, equity returns and
volatility
: a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
10
Time-series momentum in individual stocks : is it there and where to look?
Fang, Jiali
;
Wei, Hao
;
Wongchoti, Udomsak
- In:
Applied economics
54
(
2022
)
18
,
pp. 2048-2066
Persistent link: https://www.econbiz.de/10012875717
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