//--> //--> //--> //-->
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:"Wei, Yu"
~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
15
Welt
8
World
8
Aktienmarkt
7
Capital income
7
Kapitaleinkommen
7
Stock market
7
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Forecasting model
4
Oil price
4
Prognoseverfahren
4
Ölpreis
4
China
3
Coronavirus
3
Epidemic
3
Epidemie
3
Estimation
3
Forecast
3
Gold
3
Long memory
3
Prognose
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Ankündigungseffekt
2
Announcement effect
2
Cointegration
2
Erdöl
2
Exchange rate
2
Financial crisis
2
Finanzkrise
2
Fractional integration
2
Infectious disease
2
Infectious disease pandemic
2
Infektionskrankheit
2
Kointegration
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Caporale, Guglielmo Maria
Wei, Yu
Bouri, Elie
22
Ma, Feng
15
Corbet, Shaen
14
Roubaud, David
14
Gupta, Rangan
13
Sensoy, Ahmet
12
Ji, Qiang
11
Lucey, Brian M.
11
Lau, Chi Keung
10
Xiong, Xiong
10
Yarovaya, Larisa
9
Guesmi, Khaled
8
Li, Yan
8
Molnár, Peter
8
Tiwari, Aviral Kumar
8
Brzeszczyński, Janusz
7
Lu, Xinjie
7
Zaremba, Adam
7
Gillas, Konstantinos Gkillas
6
Goodell, John W.
6
Liang, Chao
6
Lyócsa, Štefan
6
Shahzad, Syed Jawad Hussain
6
Shen, Dehua
6
Sun, Xiaolei
6
Zhu, Huiming
6
Das, Debojyoti
5
Degiannakis, Stavros
5
Floros, Christos
5
Gozgor, Giray
5
Hu, Yang
5
Luo, Xingguo
5
Wang, Gang-Jin
5
Wang, Jiqian
5
Wang, Jun
5
Wu, Xinyu
5
Xuan Vinh Vo
5
Zhang, Wei
5
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
Energy economics
10
CESifo Working Paper
8
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Research in international business and finance
3
Applied economics
2
Applied economics letters
2
Economic modelling
2
International review of economics & finance : IREF
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Review of international economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics letters
1
Brunel Economics and Finance Working Paper
1
China economic review : an international journal
1
Computational economics
1
Discussion paper / Centre for Economic Forecasting
1
ECB Working Paper
1
Eastern economic journal
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
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 banking & finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
3
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:
4
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:
5
Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Wei, Yu
;
Qin, Songkun
;
Li, Xiafei
;
Zhu, Sha
;
Wei, Guiwu
- In:
Finance research letters
30
(
2019
),
pp. 23-29
Persistent link: https://www.econbiz.de/10012420181
Saved in:
6
Does the financial crisis change the economic risk perception of crude oil traders? : a MIDAS quantile regression approach
Lei, Likun
;
Shang, Yue
;
Chen, Yongfei
;
Wei, Yu
- In:
Finance research letters
30
(
2019
),
pp. 341-351
Persistent link: https://www.econbiz.de/10012420880
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->