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:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Bouri, Elie"
~person:"Wang, Yazhen"
~subject:"Kapitaleinkommen"
~subject:"Produktivität"
~subject:"Volatility"
~subject:"Volatilität"
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
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Produktivität
Volatility
Volatilität
Börsenkurs
6
Estimation
6
Schätzung
6
Share price
6
USA
5
United States
5
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Aktienmarkt
2
Analysis
2
Causality analysis
2
Forecasting model
2
Kausalanalyse
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Oil price
2
Prognoseverfahren
2
Stochastic differential equation
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
Ölpreis
2
ARMAX-GARCH
1
Adaptive thresholding
1
Aggregate stock price uncertainties
1
Anleihe
1
Ansteckungseffekt
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model averaging
1
Bitcoin
1
Bond
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bouri, Elie
Wang, Yazhen
Todorov, Viktor
14
Bollerslev, Tim
10
Tauchen, George Eugene
7
Gupta, Rangan
6
Yang, Chih-Hai
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Bohl, Martin T.
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Diewert, Walter E.
3
Engle, Robert F.
3
Fan, Jianqing
3
Ghysels, Eric
3
Jensen, Gerald R.
3
Koop, Gary
3
Lu, Yi
3
Malik, Farooq
3
Patton, Andrew J.
3
Roubaud, David
3
Sharma, Chandan
3
Sickles, Robin C.
3
Siklos, Pierre L.
3
Steel, Mark F. J.
3
Taylor, Robert
3
Wohar, Mark E.
3
Xu, Zhaoyuan
3
Yashiro, Naomitsu
3
Yu, Linhui
3
Zhang, Yan
3
Zhou, Hao
3
Andreou, Elena
2
Apergēs, Nikolaos
2
Asai, Manabu
2
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
7
Department of Economics working paper series
5
Finance research letters
5
International review of financial analysis
5
Financial innovation : FIN
2
Journal of international financial markets, institutions & money
2
KAIST College of Business Working Paper Series No
2
Defence and peace economics
1
Econometric theory
1
Econometrics : open access journal
1
Economic research
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of multinational financial management
1
Journal of risk
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
2
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
3
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
4
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
5
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
6
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
7
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
8
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 23-30
Persistent link: https://www.econbiz.de/10012034498
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
