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Volatility
263
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263
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89
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79
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62
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Gupta, Rangan
5
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4
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3
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Lucey, Brian M.
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Power, Gabriel J.
3
Ryu, Doojin
3
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3
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3
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2
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1
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Applied economics letters
Energy economics
658
Finance research letters
642
NBER working paper series
559
Working paper / National Bureau of Economic Research, Inc.
525
NBER Working Paper
468
International review of financial analysis
435
Applied economics
400
Journal of banking & finance
393
International review of economics & finance : IREF
377
The journal of futures markets
372
Economic modelling
356
Journal of econometrics
341
The North American journal of economics and finance : a journal of financial economics studies
340
Research in international business and finance
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Working paper
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Economics letters
284
MPRA Paper
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Applied financial economics
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Journal of empirical finance
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250
International journal of theoretical and applied finance
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Journal of financial economics
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Journal of risk and financial management : JRFM
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CESifo working papers
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
179
International Journal of Energy Economics and Policy : IJEEP
170
IMF working papers
168
Journal of economic dynamics & control
164
The European journal of finance
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
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International journal of forecasting
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ECONIS (ZBW)
276
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1
Event-study
volatility
and bootstrapping : an international study
Essaddam, Naceur
;
Mnasri, Ayman
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
Saved in:
2
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:
3
Discontinuities in the coal market
Wilmot, Neil A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 790-794
Persistent link: https://www.econbiz.de/10011628568
Saved in:
4
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:
5
Stock market uncertainty and interest rate behaviour : a panel
GARCH
approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 732-735
Persistent link: https://www.econbiz.de/10011714175
Saved in:
6
Stochastic
volatility
, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
7
Finite-sample size distortion of the AESTAR unit root test :
GARCH
, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
8
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
9
The impact of policy responses on stock liquidity
Busch, Thomas
;
Lehnert, Thorsten
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 842-845
Persistent link: https://www.econbiz.de/10010416230
Saved in:
10
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
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