//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Caporale, Guglielmo Maria"
~person:"Katsiampa, Paraskevi"
~person:"Li, Yan"
~person:"Lyócsa, Štefan"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
18
Volatilität
18
ARCH model
9
ARCH-Modell
9
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Capital income
6
Kapitaleinkommen
6
Aktienmarkt
5
Stock market
5
Estimation
4
Exchange rate
4
Schätzung
4
Volatility forecasting
4
Wechselkurs
4
Bitcoin
3
Forecast
3
HAR
3
Prognose
3
Time series analysis
3
USA
3
United States
3
Virtual currency
3
Virtuelle Währung
3
Zeitreihenanalyse
3
Attention
2
COVID-19
2
China
2
Coronavirus
2
EU countries
2
EU-Staaten
2
Electronic money
2
Elektronisches Geld
2
Ether
2
Exchange rates
2
Fractional integration
2
Long memory
2
Oil price
2
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Caporale, Guglielmo Maria
Katsiampa, Paraskevi
Li, Yan
Lyócsa, Štefan
Tiwari, Aviral Kumar
30
Bouri, Elie
26
Ma, Feng
25
Gupta, Rangan
24
Hammoudeh, Shawkat
23
Ji, Qiang
22
Lucey, Brian M.
19
Roubaud, David
17
Wei, Yu
17
Shahzad, Syed Jawad Hussain
14
Uddin, Mohammed Gazi Salah
14
Wang, Yudong
14
Kang, Sang Hoon
13
Corbet, Shaen
12
Naeem, Muhammad Abubakr
12
Yoon, Seong-min
12
Chevallier, Julien
11
Mensi, Walid
11
Wen, Fenghua
11
Demirer, Rıza
10
Sensoy, Ahmet
10
Serletis, Apostolos
10
Shahbaz, Muhammad
10
Zhang, Dayong
10
Lin, Boqiang
9
Molnár, Peter
9
Sitara Karim
9
Wohar, Mark E.
9
Batten, Jonathan A.
8
Do, Hung Xuan
8
Goodell, John W.
8
Gozgor, Giray
8
Lau, Chi Keung
8
Liang, Chao
8
Lu, Xinjie
8
Nguyen, Duc Khuong
8
Oxley, Les
8
Pierdzioch, Christian
8
Todorova, Neda
8
more ...
less ...
Published in...
All
Energy economics
Finance research letters
CESifo working papers
39
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
Journal of international financial markets, institutions & money
7
DIW Discussion Papers
5
Research in international business and finance
5
Economic modelling
3
Economics letters
3
Finance a úvěr
3
Journal of international money and finance
3
Applied financial economics letters
2
ECB Working Paper
2
Energies
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Open economies review
2
Review of international economics
2
The European journal of finance
2
Applied economics
1
Applied economics letters
1
Brunel Economics and Finance Working Paper
1
China economic review : an international journal
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 systems
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance and banking developments
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting of clean energy market volatility : the role of oil and the technology sector
Lyócsa, Štefan
;
Todorova, Neda
- In:
Energy economics
132
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015047103
Saved in:
2
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
3
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
4
What drives volatility of the US oil and gas firms?
Lyócsa, Štefan
;
Todorova, Neda
- In:
Energy economics
100
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012990237
Saved in:
5
Stock market oscillations during the corona crash : the role of fear and uncertainty
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
36
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012484193
Saved in:
6
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:
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
Volatility spillover effects in leading cryptocurrencies : a BEKK-MGARCH analysis
Katsiampa, Paraskevi
;
Corbet, Shaen
;
Lucey, Brian M.
- In:
Finance research letters
29
(
2019
),
pp. 68-74
Persistent link: https://www.econbiz.de/10012417734
Saved in:
9
Volatility co-movement between Bitcoin and Ether
Katsiampa, Paraskevi
- In:
Finance research letters
30
(
2019
),
pp. 221-227
Persistent link: https://www.econbiz.de/10012420499
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->