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~isPartOf:"International review of financial analysis"
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Volatility
419
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419
Börsenkurs
148
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148
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138
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138
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Bouri, Elie
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9
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Lau, Chi Keung
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5
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Xuan Vinh Vo
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4
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4
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3
Fang, Victor
3
Filis, George
3
Gao, Xiangyun
3
Hammoudeh, Shawkat
3
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3
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International review of financial analysis
Journal of econometrics
1,934
Economics letters
1,295
Energy economics
1,060
NBER working paper series
1,058
NBER Working Paper
966
Working paper / National Bureau of Economic Research, Inc.
936
Econometric theory
755
Finance research letters
744
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
743
Applied economics
649
Journal of banking & finance
637
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540
Discussion paper / Tinbergen Institute
537
Economic modelling
537
Econometric reviews
528
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517
International review of economics & finance : IREF
468
Discussion paper / Centre for Economic Policy Research
451
The journal of futures markets
437
The North American journal of economics and finance : a journal of financial economics studies
384
Journal of empirical finance
377
CEMMAP working papers / Centre for Microdata Methods and Practice
376
Journal of international money and finance
370
International journal of theoretical and applied finance
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
CESifo working papers
351
Applied financial economics
348
Journal of the American Statistical Association : JASA
332
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
328
European journal of operational research : EJOR
328
Journal of applied econometrics
323
International journal of forecasting
318
Journal of financial economics
309
Journal of international financial markets, institutions & money
305
The econometrics journal
304
Journal of economic dynamics & control
302
Discussion paper
293
Research in international business and finance
288
Journal of forecasting
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ECONIS (ZBW)
503
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1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
2
Risk transmission from the energy markets to the carbon market : evidence from the recursive window approach
Sanggetha Vellachami
;
Hasanov, Akram Shavkatovich
; …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014464820
Saved in:
3
Time-varying linkages between energy and stock markets : dynamic spillovers and driving factors
Feng, Huiqun
;
Zhang, Jun
;
Guo, Na
- In:
International review of financial analysis
89
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014464821
Saved in:
4
Volatility
prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
5
Volatility
forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
6
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
7
The effects of quantitative easing on the
volatility
of the gilt-edged market
Steeley, James M.
;
Matyushkin, Alexander
- In:
International review of financial analysis
37
(
2015
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
Saved in:
8
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
9
Scaling the
volatility
of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.
;
Ellis, Craig
;
Hogan, Warren Pat
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 331-344
Persistent link: https://www.econbiz.de/10001715983
Saved in:
10
Modeling
volatility
and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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