//--> //--> //--> //-->
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 financial economics letters"
~isPartOf:"China economic review : an international journal"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Caporale, Guglielmo Maria"
~person:"Das, Debojyoti"
~person:"Li, Yan"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
15
Volatilität
15
Capital income
7
Kapitaleinkommen
7
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
Stock market
5
Welt
5
World
5
Oil price
4
Time series analysis
4
Zeitreihenanalyse
4
Ölpreis
4
Forecasting model
3
Gold
3
Persistence
3
Prognoseverfahren
3
Risiko
3
Risk
3
China
2
Commodity exchange
2
Crude oil
2
Economic policy
2
Economic policy uncertainty
2
Emerging economies
2
Erdöl
2
Exchange rate
2
Fractional integration
2
Long memory
2
Oil price uncertainty
2
Petroleum
2
Quantile regression
2
Regression analysis
2
Regressionsanalyse
2
Schwellenländer
2
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Caporale, Guglielmo Maria
Das, Debojyoti
Li, Yan
Bouri, Elie
11
Gupta, Rangan
10
Lucey, Brian M.
10
Corbet, Shaen
9
Roubaud, David
9
Tiwari, Aviral Kumar
8
Ji, Qiang
7
Sensoy, Ahmet
7
Wei, Yu
7
Lyócsa, Štefan
6
Molnár, Peter
6
Pierdzioch, Christian
6
Zaremba, Adam
6
Gil-Alaña, Luis A.
5
Gillas, Konstantinos Gkillas
5
Luo, Xingguo
5
Ma, Feng
5
Wu, Xinyu
5
Goodell, John W.
4
Gozgor, Giray
4
Guesmi, Khaled
4
Lau, Chi Keung
4
Lu, Xinjie
4
McMillan, David G.
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Sun, Xiaolei
4
Xie, Haibin
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Zhu, Huiming
4
Aharon, David Y.
3
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
Brzeszczyński, Janusz
3
more ...
less ...
Published in...
All
Applied financial economics letters
China economic review : an international journal
Finance research letters
Journal of economics and finance : JEF
CESifo working papers
38
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper
14
CESifo Working Paper Series
11
DIW Berlin Discussion Paper
10
International review of financial analysis
8
DIW Discussion Papers
5
Energy economics
4
Journal of international financial markets, institutions & money
4
International journal of finance & economics : IJFE
3
Journal of international money and finance
3
Research in international business and finance
3
ECB Working Paper
2
Energies
2
Journal of applied economics
2
Journal of economics and finance
2
Review of international economics
2
Applied economics
1
Applied economics letters
1
Brunel Economics and Finance Working Paper
1
China finance review international
1
Computational economics
1
Consumer issues in global economics, finance and business
1
Discussion paper / Centre for Economic Forecasting
1
Eastern economic journal
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance and banking developments
1
Financial markets and portfolio management
1
IMF working paper
1
IMF working papers
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
2
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
3
Volatility changes caused by the trading system : a Markov switching application
Chelley-Steeley, Patricia L.
;
Li, Yan
- In:
Applied financial economics letters
1
(
2005
)
6
,
pp. 373-380
Persistent link: https://www.econbiz.de/10003229638
Saved in:
4
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti
;
Le Roux, Corlise L.
;
Jana, R. K.
; …
- In:
Finance research letters
36
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
Saved in:
5
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
Saved in:
6
Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? : a quantile regression approach
Kannadhasan, M.
;
Das, Debojyoti
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438209
Saved in:
7
Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu
;
Liang, Chao
;
Li, Yan
;
Zhang, Xunhui
;
Wei, Guiwu
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
Saved in:
8
The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach
Gupta, Suman
;
Das, Debojyoti
;
Hasim, Haslifah Mohamad
; …
- In:
Finance research letters
27
(
2018
),
pp. 91-98
Persistent link: https://www.econbiz.de/10012006750
Saved in:
9
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
10
On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach
Das, Debojyoti
;
Kumar, Surya Bhushan
;
Tiwari, Aviral Kumar
- In:
Finance research letters
27
(
2018
),
pp. 169-174
Persistent link: https://www.econbiz.de/10012006847
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->