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Volatility
341
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339
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254
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254
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175
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175
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150
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150
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Ma, Feng
8
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5
Lee, Chien-chiang
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5
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5
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4
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4
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4
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4
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4
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4
Balcilar, Mehmet
3
Beckmann, Joscha
3
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3
Chevallier, Julien
3
Cross, Jamie
3
Czudaj, Robert
3
Hamori, Shigeyuki
3
Huang, Zhuo
3
Li, Yong
3
Liu, Jing
3
Louhichi, Waël
3
Maheswaran, S.
3
Min, Hong-ghi
3
Pal, Debdatta
3
Ramos, Sofia B.
3
Ratti, Ronald A.
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3
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3
Teulon, Frédéric
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Vespignani, Joaquin L.
3
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3
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Economic modelling
NBER working paper series
1,465
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1,390
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1,234
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1,198
Journal of banking & finance
937
International review of financial analysis
897
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823
RIETI discussion paper series
812
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806
International review of economics & finance : IREF
723
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701
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680
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638
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586
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550
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539
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536
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534
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531
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522
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498
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477
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465
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451
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433
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418
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397
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391
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382
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370
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357
The European journal of finance
341
Journal of risk and financial management : JRFM
326
International journal of theoretical and applied finance
307
International journal of economics and finance
289
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280
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ECONIS (ZBW)
554
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554
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1
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
2
Linear and non-linear transmission of equity ruturn
volatility
: evidence from the US,
Japan
and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
3
Impacts of asymmetry on forecasting realized
volatility
in Japanese stock markets
Maki, Daiki
;
Ota, Yasushi
- In:
Economic modelling
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
Saved in:
4
Volatility
forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
90
(
2020
),
pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
Saved in:
5
Interrelationships and
volatility
of the financial asset prices under capital flows : the case of Korea
Lee, Ki Seong
;
Yoon, Seok
- In:
Economic modelling
24
(
2007
)
3
,
pp. 386-397
Persistent link: https://www.econbiz.de/10003428974
Saved in:
6
Conditional
volatility
and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
7
Volatility
in asset prices and long-run wealth effect estimates
Alexandre, Fernando
;
Baç~ao, Pedro
;
Gabriel, Vasco J.
- In:
Economic modelling
24
(
2007
)
6
,
pp. 1048-1064
Persistent link: https://www.econbiz.de/10003569086
Saved in:
8
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:
9
Modelling stock return
volatility
dynamics in selected African markets
King, Daniel
;
Botha, Ferdi
- In:
Economic modelling
45
(
2015
),
pp. 50-73
Persistent link: https://www.econbiz.de/10011334173
Saved in:
10
Detecting sudden changes in
volatility
estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
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