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Measuring persistence in volat...
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Volatility
261
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185
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Gil-Alaña, Luis A.
13
Caporale, Guglielmo Maria
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Chang, Tsangyao
7
Cook, Steven
7
Gupta, Rangan
6
Ma, Feng
5
Österholm, Pär
5
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4
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4
Tiwari, Aviral Kumar
4
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3
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Bahmani-Oskooee, Mohsen
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Cai, Yifei
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Chevallier, Julien
3
Cuestas, Juan Carlos
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Fukuda, Kosei
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Goel, Rajeev K.
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Goutte, Stéphane
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Grobys, Klaus
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Huang, Wei-Qiang
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Li, Ming-yuan Leon
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3
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Applied economics letters
MPRA Paper
2,031
NBER working paper series
1,091
ECB Working Paper
988
Journal of econometrics
987
Energy economics
976
Working Paper
956
Working paper / National Bureau of Economic Research, Inc.
942
Applied economics
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NBER Working Paper
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Economics letters
859
Finance research letters
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Discussion paper / Tinbergen Institute
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Economic modelling
696
International journal of forecasting
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
452
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IMF working papers
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Journal of international money and finance
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Econometric theory
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ECONIS (ZBW)
611
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1
Volatility
spillovers to the emerging financial markets during taper talk and actual tapering
Ghosh, Saurabh
;
Saggar, Mridul K.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 122-127
Persistent link: https://www.econbiz.de/10011703961
Saved in:
2
Dynamic correlations and
volatility
spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
3
Volatility
spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
4
Does uncertainty matter for US financial market
volatility
spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
Saved in:
5
Volatility
spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
6
Volatility
changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon
;
Baek, Changryong
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
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7
A test for multivariate ARCH effects
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Applied economics letters
12
(
2005
)
7
,
pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
Saved in:
8
Long memory in return
volatility
Yoon, Gawon
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
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9
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
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10
Do intraday data contain more information for
volatility
forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
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