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Volatility
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Tiwari, Aviral Kumar
9
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7
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7
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6
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Yoon, Seong-min
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5
Jawadi, Fredj
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Kim, Jong-Min
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Allen, David E.
4
Goutte, Stéphane
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4
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Narayan, Paresh Kumar
4
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2
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Applied economics
The Indian economic journal
1,276
The Indian journal of economics
1,178
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
1,071
Economic & political weekly : a Sameeksha Trust publ.
1,053
Finance India : the quarterly journal of Indian Institute of Finance
954
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
885
Working Papers / eSocialSciences
875
NBER working paper series
872
Working paper
806
The Asian economic review : journal of the Indian Institute of Economics
797
Working paper / National Bureau of Economic Research, Inc.
790
Energy economics
780
MPRA Paper
762
Economic developments in India : quarterly update : analysis, reports, policy documents
739
Finance research letters
721
NBER Working Paper
713
Indian journal of agricultural economics
680
Foreign trade review : quarterly journal of Indian Institute of Foreign Trade
598
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
528
Economic affairs : quarterly journal of economics
501
International review of financial analysis
501
Economic modelling
479
Journal of banking & finance
479
Journal of econometrics
476
International review of economics & finance : IREF
461
Policy research working paper : WPS
443
Global business review
442
The journal of futures markets
438
Working Paper
414
Economics letters
402
Margin : quarterly journal of the National Council of Applied Economic Research
390
Applied economics letters
389
Applied financial economics
388
IZA Discussion Papers
382
Praj̄nȧn : journal of social and management sciences
382
Discussion paper series / IZA
381
International journal of Indian culture and business management
376
Research in international business and finance
374
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
373
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ECONIS (ZBW)
607
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607
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1
Forecasting stock market
volatility
and information content of implied
volatility
index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
2
A note on the estimated
GARCH
coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
Spot market and derivative segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
4
Pricing and hedging options with
GARCH
-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
5
Trading asymmetric trend and
volatility
by leverage trend
GARCH
in Taiwan stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
Saved in:
6
A Bayesian approach to model changes in
volatility
in the Mexican stock exchange index
Cabrera, Gustavo
;
Coronado, Semei
;
Rojas, Omar
;
Romero, …
- In:
Applied economics
50
(
2018
)
15
,
pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
Saved in:
7
The cross-market dynamic effects of liquidity on
volatility
: evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
8
Modelling and forecasting
volatility
with high-frequency and VIX information : a component realized
EGARCH
model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
9
Does economic policy uncertainty in the U.S. influence stock markets in China and
India
? : time-frequency evidence
Li, Rong
;
Li, Sufang
;
Yuan, Di
;
Yu, Keming
- In:
Applied economics
52
(
2020
)
39
,
pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
Saved in:
10
Forecasting
volatility
in the Indian equity market using return and range-based models
Raju, Karthik
;
Rangaswamy, Saravanan
- In:
Applied economics
49
(
2017
)
49
,
pp. 5027-5039
Persistent link: https://www.econbiz.de/10011844848
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