//--> //--> //--> //-->
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:"Journal of economics and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Katsiampa, Paraskevi"
~person:"Li, Yan"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
11
Volatilität
11
ARCH model
7
ARCH-Modell
7
Aktienmarkt
4
Stock market
4
Bitcoin
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Persistence
3
Prognoseverfahren
3
Time series analysis
3
Virtual currency
3
Virtuelle Währung
3
Zeitreihenanalyse
3
Börsenkurs
2
EU countries
2
EU-Staaten
2
Electronic money
2
Elektronisches Geld
2
Estimation
2
Ether
2
Financial crisis
2
Finanzkrise
2
Fractional integration
2
Long memory
2
Schätzung
2
Share price
2
VIX
2
Aktienindex
1
Ankündigungseffekt
1
Announcement effect
1
BEKK-MGARCH
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
COVID-19
1
China
1
China gold futures
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Caporale, Guglielmo Maria
Katsiampa, Paraskevi
Li, Yan
Gupta, Rangan
13
Bouri, Elie
11
Lucey, Brian M.
10
Corbet, Shaen
9
Roubaud, David
9
Tiwari, Aviral Kumar
9
Ji, Qiang
7
Sensoy, Ahmet
7
Wei, Yu
7
Lyócsa, Štefan
6
Molnár, Peter
6
Zaremba, Adam
6
Gil-Alaña, Luis A.
5
Gillas, Konstantinos Gkillas
5
Luo, Xingguo
5
Ma, Feng
5
Pierdzioch, Christian
5
Wu, Xinyu
5
Das, Debojyoti
4
Goodell, John W.
4
Gozgor, Giray
4
Guesmi, Khaled
4
Lau, Chi Keung
4
Lu, Xinjie
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Sun, Xiaolei
4
Xie, Haibin
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Zhu, Huiming
4
Aharon, David Y.
3
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
Brzeszczyński, Janusz
3
Chen, Jun-Home
3
Chi, Xie
3
more ...
less ...
Published in...
All
Finance research letters
Journal of economics and finance
CESifo working papers
38
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
DIW Discussion Papers
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
4
Journal of international money and finance
3
Applied financial economics letters
2
ECB Working Paper
2
Economics letters
2
Energies
2
Energy economics
2
International journal of finance & economics : IJFE
2
Journal of applied economics
2
Journal of economics and finance : JEF
2
Review of international economics
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 modelling
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility transmission and financial crises
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Journal of economics and finance
30
(
2006
)
3
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives
Akyildirim, Erdinc
;
Corbet, Shaen
;
Katsiampa, Paraskevi
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012436502
Saved in:
10
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->