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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
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Volatility
Börsenkurs
578
Share price
578
Estimation
370
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Time series analysis
344
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Großbritannien
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McMillan, David G.
6
Speight, Alan E. H.
5
Ma, Feng
4
Gupta, Rangan
3
Kumar, Dilip
3
Maheswaran, S.
3
Todorova, Neda
3
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
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2
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2
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2
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Henry, Ólan Thomas John
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Hou, Chenghan
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Huang, Zhuo
2
Jayawardena, Nirodha I.
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Kiani, Khurshid M.
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Applied financial economics
Economic modelling
Finance research letters
261
Energy economics
212
International review of financial analysis
173
Journal of econometrics
149
International review of economics & finance : IREF
144
The North American journal of economics and finance : a journal of financial economics studies
143
NBER working paper series
142
Applied economics
135
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
131
Discussion paper / Tinbergen Institute
127
Journal of empirical finance
125
Research in international business and finance
121
NBER Working Paper
104
Applied economics letters
103
Journal of international financial markets, institutions & money
101
Journal of risk and financial management : JRFM
99
The journal of futures markets
90
Working paper
88
Research paper series / Swiss Finance Institute
84
Journal of financial economics
83
Economics letters
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
International journal of forecasting
78
CESifo working papers
74
Pacific-Basin finance journal
74
International Journal of Energy Economics and Policy : IJEEP
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
The European journal of finance
68
Swiss Finance Institute Research Paper
63
Journal of forecasting
60
Discussion paper / Centre for Economic Policy Research
55
Cogent economics & finance
53
International journal of finance & economics : IJFE
53
Quantitative finance
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
50
Journal of international money and finance
48
Econometric reviews
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ECONIS (ZBW)
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1
What drives stock prices? : fundamentals,
bubbles
and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
2
Determinants of stock price
bubbles
Narayan, Paresh Kumar
;
Mishra, Sagarika
;
Sharma, Susan …
- In:
Economic modelling
35
(
2013
),
pp. 661-667
Persistent link: https://www.econbiz.de/10010336726
Saved in:
3
Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
4
Interpreting the movement of oil prices : driven by fundamentals or
bubbles
?
Zhang, Yue-jun
;
Yao, Ting
- In:
Economic modelling
55
(
2016
),
pp. 226-240
Persistent link: https://www.econbiz.de/10011642513
Saved in:
5
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
6
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
7
Speculative behavior in a housing market : boom and bust
Zheng, Min
;
Wang, Hefei
;
Wang, Chengzhang
;
Wang, Shouyang
- In:
Economic modelling
61
(
2017
),
pp. 50-64
Persistent link: https://www.econbiz.de/10011736700
Saved in:
8
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
9
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
10
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Fang, Libing
;
Yu, Honghai
;
Li, Lei
- In:
Economic modelling
66
(
2017
),
pp. 139-145
Persistent link: https://www.econbiz.de/10011813695
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