//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"Caporale, Guglielmo Maria"
~person:"Li, Yan"
~subject:"Macro news"
~subject:"Volatility"
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
Macro news
Volatility
Volatilität
13
ARCH model
8
ARCH-Modell
8
Aktienmarkt
8
Capital income
8
Kapitaleinkommen
8
Stock market
8
Forecasting model
7
Prognoseverfahren
7
Börsenkurs
6
Share price
6
Forecast
4
Prognose
4
Time series analysis
4
Zeitreihenanalyse
4
China
3
Estimation
3
Long memory
3
Schätzung
3
Ankündigungseffekt
2
Announcement effect
2
Chinese stock market
2
EU countries
2
EU-Staaten
2
Exchange rate
2
Fractional integration
2
GARCH model
2
Out-of-sample forecasting
2
Persistence
2
Realized volatility
2
Return forecasting
2
Theorie
2
Theory
2
VIX
2
Volatility forecasting
2
Wechselkurs
2
Aktienindex
1
Anlageverhalten
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Caporale, Guglielmo Maria
Li, Yan
Bouri, Elie
20
Roubaud, David
14
Ma, Feng
12
Corbet, Shaen
11
Sensoy, Ahmet
11
Lau, Chi Keung
10
Ji, Qiang
9
Lucey, Brian M.
9
Wei, Yu
9
Yarovaya, Larisa
9
Guesmi, Khaled
8
Gupta, Rangan
8
Molnár, Peter
8
Tiwari, Aviral Kumar
8
Xiong, Xiong
8
Lu, Xinjie
7
Brzeszczyński, Janusz
6
Liang, Chao
6
Lyócsa, Štefan
6
Shahzad, Syed Jawad Hussain
6
Sun, Xiaolei
6
Das, Debojyoti
5
Floros, Christos
5
Gillas, Konstantinos Gkillas
5
Gozgor, Giray
5
Shen, Dehua
5
Wang, Gang-Jin
5
Wang, Jiqian
5
Wu, Xinyu
5
Xuan Vinh Vo
5
Zaremba, Adam
5
Zhang, Wei
5
Zhu, Huiming
5
Akyildirim, Erdinc
4
An, Haizhong
4
Batten, Jonathan A.
4
Ben Omrane, Walid
4
Brooks, Robert
4
more ...
less ...
Published in...
All
Finance research letters
International review of financial analysis
CESifo working papers
37
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
CESifo Working Paper Series
11
DIW Berlin Discussion Paper
10
CESifo Working Paper
8
Journal of international financial markets, institutions & money
4
Journal of international money and finance
3
Research in international business and finance
3
Applied financial economics letters
2
International journal of finance & economics : IJFE
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Review of international economics
2
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
ECB Working Paper
1
Eastern economic journal
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance and banking developments
1
Financial markets and portfolio management
1
IMF working paper
1
IMF working papers
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economic integration
1
Journal of forecasting
1
Journal of international development : the journal of the Development Studies Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
2
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:
3
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:
4
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
5
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:
6
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
7
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:
8
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
9
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->