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Volatility
248
Volatilität
248
Theorie
112
Theory
112
Correlation
99
Korrelation
96
Estimation
68
Schätzung
68
ARCH model
60
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60
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52
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52
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50
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50
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49
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49
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44
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44
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34
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27
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26
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25
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20
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349
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348
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348
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349
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Shin, Dong-wan
6
Gupta, Rangan
5
Demirer, Rıza
4
Spagnolo, Nicola
4
Grobys, Klaus
3
Hafner, Christian M.
3
Herwartz, Helmut
3
Hwang, Eunju
3
Tse, Yiu Kuen
3
Wooldridge, Jeffrey M.
3
Yin, Libo
3
Ardia, David
2
Balaban, Ercan
2
Blackburn, Keith
2
Corbet, Shaen
2
Dimitrakopoulos, Stefanos
2
Dong, Yingjie
2
Elder, John
2
Gençay, Ramazan
2
Gurmu, Shiferaw
2
Han, Liyan
2
Hoogerheide, Lennart F.
2
Kapetanios, George
2
Kirby, Chris
2
Koutmos, Dimitrios
2
Lee, Jim
2
Lucey, Brian M.
2
Offick, Sven
2
Peat, Maurice
2
Prokhorov, Artem
2
Qiu, Yue
2
Renò, Roberto
2
Sola, Martin
2
Solakoğlu, Mehmet Nihat
2
Spagnolo, Fabio
2
Suardi, Sandy
2
Takezawa, Nobuya
2
Todorova, Neda
2
Tunç, Cengiz
2
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2
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Economics letters
MPRA Paper
1,397
Finance research letters
711
Energy economics
683
Working Paper
667
NBER working paper series
657
Working paper / National Bureau of Economic Research, Inc.
611
ECB Working Paper
604
NBER Working Paper
543
International review of financial analysis
466
Journal of banking & finance
459
Applied economics
454
CESifo Working Paper
430
Discussion paper / Tinbergen Institute
430
Journal of econometrics
426
The journal of futures markets
413
International review of economics & finance : IREF
411
CESifo working papers
410
IMF Working Papers
410
Working paper
407
Economic modelling
389
Tinbergen Institute Discussion Paper
369
The North American journal of economics and finance : a journal of financial economics studies
350
Discussion paper / Centre for Economic Policy Research
334
Journal of empirical finance
331
CESifo Working Paper Series
327
Research in international business and finance
323
Applied economics letters
314
IZA Discussion Papers
295
Applied financial economics
289
International journal of theoretical and applied finance
279
Journal of international financial markets, institutions & money
278
The review of financial studies
275
Tinbergen Institute Discussion Papers
261
Journal of international money and finance
259
Journal of risk and financial management : JRFM
259
Working paper series / European Central Bank
257
CEPR Discussion Papers
247
Journal of financial economics
238
SFB 649 Discussion Paper
220
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ECONIS (ZBW)
349
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1
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
2
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
3
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
4
Oil price shocks and stock return
volatility
: new evidence based on
volatility
impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
5
The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
- In:
Economics letters
145
(
2016
),
pp. 176-181
Persistent link: https://www.econbiz.de/10011618391
Saved in:
6
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
7
Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming
;
Zhang, Bing
;
Gao, Ruzhao
- In:
Economics letters
132
(
2015
),
pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
Saved in:
8
Disagreement,
correlation
and asset prices
He, Xue-zhong
;
Shi, Lei
- In:
Economics letters
116
(
2012
)
3
,
pp. 512-515
Persistent link: https://www.econbiz.de/10009674250
Saved in:
9
The comovement in inventories and in sales : higher and higher
Herrera, Ana María
;
Murtazashvili, Irina
;
Pesavento, Elena
- In:
Economics letters
99
(
2008
)
1
,
pp. 155-158
Persistent link: https://www.econbiz.de/10003723286
Saved in:
10
Multiscale behaviour of
volatility
autocorrelations in a financial market
Pasquini, Michele
;
Serva, Maurizio
- In:
Economics letters
65
(
1999
)
3
,
pp. 275-279
Persistent link: https://www.econbiz.de/10001422779
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