//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
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
Deterministic seasonal volatil...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienmarkt
262
Stock market
262
Volatility
261
Volatilität
261
Börsenkurs
238
Share price
238
Estimation
167
Schätzung
167
Capital income
150
Kapitaleinkommen
150
ARCH model
79
ARCH-Modell
79
Theorie
73
Theory
73
Welt
68
World
68
China
62
Efficient market hypothesis
62
Effizienzmarkthypothese
62
Forecasting model
46
Prognoseverfahren
46
United States
41
Exchange rate
40
Impact assessment
40
USA
40
Wechselkurs
40
Wirkungsanalyse
40
Financial crisis
37
Finanzkrise
37
Saisonale Schwankungen
36
Seasonal variations
36
Anlageverhalten
35
Behavioural finance
35
Risiko
32
Risk
32
Schweden
32
Sweden
32
Time series analysis
30
Zeitreihenanalyse
30
Coronavirus
29
more ...
less ...
Online availability
All
Undetermined
270
Free
5
Type of publication
All
Article
582
Type of publication (narrower categories)
All
Article in journal
582
Aufsatz in Zeitschrift
582
Language
All
English
582
Author
All
Ryu, Doojin
8
Österholm, Pär
7
Grobys, Klaus
6
Gupta, Rangan
5
Chevallier, Julien
4
Kim, Hyeyoen
4
Li, Ming-yuan Leon
4
Ma, Feng
4
Zhang, Bing
4
Ahmed, Ali M.
3
Alagidede, Paul
3
Apergēs, Nikolaos
3
Bonilla, Claudio A.
3
Caporale, Guglielmo Maria
3
Dajcman, Silvo
3
Gil-Alaña, Luis A.
3
Hammarstedt, Mats
3
Hatemi-J, Abdulnasser
3
Ielpo, Florian
3
Li, Xindan
3
Lim, Kian-Ping
3
Lucey, Brian M.
3
Narayan, Paresh Kumar
3
Pierdzioch, Christian
3
Power, Gabriel J.
3
Schaub, Mark
3
Sosvilla-Rivero, Simón
3
Wang, Xingchun
3
Worthington, Andrew Charles
3
Wu, Xinyu
3
Yang, Heejin
3
You, Yu
3
Zhuang, Xintian
3
Andrada Félix, Julián
2
Apergis, Emmanuel
2
Arouri, Mohamed
2
Baek, Changryong
2
Berument, Hakan
2
Bessler, David A.
2
Boroumand, Raphaël Homayoun
2
more ...
less ...
Published in...
All
Applied economics letters
Statens offentliga utredningar : SOU
2,583
NBER working paper series
1,038
Finance research letters
1,037
Working paper / National Bureau of Economic Research, Inc.
975
NBER Working Paper
819
International review of financial analysis
812
Applied economics
802
Energy economics
788
Ekonomisk debatt
749
Journal of banking & finance
713
Working Paper
670
MPRA Paper
655
International review of economics & finance : IREF
644
Applied financial economics
623
Economic modelling
558
Discussion paper / Centre for Economic Policy Research
523
Research in international business and finance
490
Journal of international financial markets, institutions & money
488
Pacific-Basin finance journal
488
The journal of futures markets
487
Economics letters
486
The North American journal of economics and finance : a journal of financial economics studies
481
Working paper
450
Journal of econometrics
440
Journal of empirical finance
437
Discussion paper series / IZA
399
CESifo working papers
392
Journal of financial economics
377
Journal of international money and finance
374
IMF Working Papers
358
Journal of risk and financial management : JRFM
347
Umeå economic studies
346
Statens offentliga utredningar
344
The European journal of finance
343
Discussion paper / Tinbergen Institute
324
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
323
International journal of economics and finance
319
Ekonomisk revy
290
International journal of theoretical and applied finance
288
more ...
less ...
Source
All
ECONIS (ZBW)
582
Showing
1
-
10
of
582
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The existence and historical development of the holiday effect on the Swedish stock market
Eidinejad, Shahin
;
Dahlem, Elena
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1855-1858
Persistent link: https://www.econbiz.de/10013412318
Saved in:
2
Robust weak-form efficiency tests in volatile European equity indices
Enninful, Kwesi
;
Dowling, Michael Mark
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 863-868
Persistent link: https://www.econbiz.de/10009763272
Saved in:
3
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:
4
Does the day-of-the-week effect on
volatility
improve the
volatility
forecasts?
Charles, Amélie
- In:
Applied economics letters
17
(
2010
)
1/3
,
pp. 257-262
Persistent link: https://www.econbiz.de/10003946570
Saved in:
5
Temporary ban on short positions and financial market
volatility
: evidence from the Madrid Stock Market
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
Saved in:
6
An anatomy of Chinese stock and futures markets' dynamic features
Wang, Chaoyou
;
Guo, Yuanyuan
;
Ye, Qiang
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1329-1334
Persistent link: https://www.econbiz.de/10011380167
Saved in:
7
Forecasting stock market
volatility
using implied
volatility
: evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
8
Factor-augmented HAR model improves realized
volatility
forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
Saved in:
9
Do different time horizons in the
volatility
of the US stock market significantly affect the China ETF market?
Nie, He
;
Jiang, Yonghong
;
Yang, Baoqing
- In:
Applied economics letters
25
(
2018
)
11
,
pp. 747-751
Persistent link: https://www.econbiz.de/10012129834
Saved in:
10
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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...
//-->