//--> //--> //-->
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:"China economic review : an international journal"
~isPartOf:"Finance research letters"
~person:"Caporale, Guglielmo Maria"
~person:"Li, Yan"
~subject:"ARCH model"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
7
Volatilität
7
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
Aktienmarkt
3
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
Share price
3
Stock market
3
China
2
Estimation
2
Fractional integration
2
Long memory
2
Persistence
2
Schätzung
2
Time series analysis
2
VIX
2
Zeitreihenanalyse
2
Ankündigungseffekt
1
Announcement effect
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
COVID-19
1
China gold futures
1
Commodity exchange
1
Coronavirus
1
Daily tug of war
1
EU countries
1
EU-Staaten
1
Epidemic
1
Epidemie
1
Exchange rate
1
Exchange rates
1
Forecast
1
GARCH model
1
GVZ
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Caporale, Guglielmo Maria
Li, Yan
Lucey, Brian M.
4
Luo, Xingguo
4
Ma, Feng
4
Tiwari, Aviral Kumar
4
Wu, Xinyu
4
Corbet, Shaen
3
Gozgor, Giray
3
Ji, Qiang
3
Lau, Chi Keung
3
Shi, Yanlin
3
Xie, Haibin
3
Zhong, Juandan
3
Bouri, Elie
2
Brzeszczyński, Janusz
2
Chen, Zhenlong
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Hao, Xiaozhen
2
Haugom, Erik
2
Jiang, Yong
2
Katsiampa, Paraskevi
2
Kinateder, Harald
2
Klein, Tony
2
Lin, Ling
2
Liu, Junjie
2
Lu, Xinjie
2
Lyócsa, Štefan
2
Molnár, Peter
2
Qin, Shihua
2
Tang, Yusui
2
Wang, Jiqian
2
Wu, Lan
2
Xiong, Xiong
2
Yarovaya, Larisa
2
Ye, Zinan
2
Yu, Miao
2
Zeng, Qing
2
Zhang, Wei
2
more ...
less ...
Published in...
All
China economic review : an international journal
Finance research letters
Economics and finance working paper series
9
CESifo working papers
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Research in international business and finance
2
CESifo Working Paper
1
CESifo Working Paper Series
1
China finance review international
1
DIW Berlin Discussion Paper
1
Discussion paper / Centre for Economic Forecasting
1
Economics letters
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economics and finance
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
3
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
4
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->