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~isPartOf:"Applied financial economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Volatility
Estimation
1,690
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392
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392
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288
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267
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265
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250
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Ma, Feng
7
Bouri, Elie
5
Gupta, Rangan
5
Wei, Yu
5
Tiwari, Aviral Kumar
4
Wohar, Mark E.
4
Yoon, Seong-min
4
Apergēs, Nikolaos
3
Clements, Adam
3
Dutta, Anupam
3
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3
Kumar, Pawan
3
Lee, Chien-chiang
3
Maghyereh, Aktham I.
3
McMillan, David G.
3
Nonejad, Nima
3
Singh, Vipul Kumar
3
Wang, Shouyang
3
Wang, Yudong
3
Xu, Yahua
3
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2
Awartani, Basel
2
Balcilar, Mehmet
2
Bossman, Ahmed
2
Chatrath, Arjun
2
Chevallier, Julien
2
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2
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2
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2
Edwards, Jeffrey A.
2
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2
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2
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2
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2
Guo, Yawei
2
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2
Joo, Young C.
2
Kang, Boda
2
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2
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2
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Applied financial economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Finance research letters
140
Journal of econometrics
135
Applied economics
132
Economic modelling
121
International review of economics & finance : IREF
120
International review of financial analysis
111
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of empirical finance
88
Journal of banking & finance
87
Working paper / National Bureau of Economic Research, Inc.
85
NBER working paper series
83
Working paper
83
Applied economics letters
80
NBER Working Paper
78
Research in international business and finance
78
Journal of international money and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Discussion paper / Tinbergen Institute
68
Journal of international financial markets, institutions & money
68
The journal of futures markets
68
Economics letters
67
Journal of risk and financial management : JRFM
59
International journal of forecasting
55
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
53
The European journal of finance
50
International journal of finance & economics : IJFE
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Econometric reviews
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of financial economics
38
Quantitative finance
38
Pacific-Basin finance journal
35
Journal of economic dynamics & control
34
Journal of financial econometrics
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ECONIS (ZBW)
288
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1
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
2
Intraday stock prices, volume, and duration : a nonparametric conditional density analysis
Tay, Anthony S. A.
;
Ting, Christopher
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 827-842
Persistent link: https://www.econbiz.de/10003233764
Saved in:
3
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
4
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
5
Heterogeneous effects of oil price fluctuations : evidence from a nonparametric panel data model in Canada
Moghaddam, Mohsen Bakhshi
;
Lloyd-Ellis, Huw
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349894
Saved in:
6
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
Saved in:
7
The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
8
What happens to the relationship between EU allowances prices and stock market indices in
Europe
?
Jiménez-Rodríguez, Rebeca
- In:
Energy economics
81
(
2019
),
pp. 13-24
Persistent link: https://www.econbiz.de/10012172620
Saved in:
9
Expiration day effects on European trading volumes
Batrinca, Bogdan
;
Hesse, Christian W.
;
Treleaven, Philip C.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1603-1638
Persistent link: https://www.econbiz.de/10012219670
Saved in:
10
A new approach for crude oil price analysis based on empirical mode decomposition
Zhang, Xun
;
Lai, K. K.
;
Wang, Shouyang
- In:
Energy economics
30
(
2008
)
3
,
pp. 905-918
Persistent link: https://www.econbiz.de/10003744757
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