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~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
~subject:"Theorie"
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Share price
Theorie
Volatility
151
Volatilität
151
Theory
92
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47
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47
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44
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Westerhoff, Frank H.
6
Schmitt, Noemi
3
Dieci, Roberto
2
Verschoor, Willem F. C.
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Weinbaum, David
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Yeh, Chia-hsuan
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Journal of economic dynamics & control
Finance research letters
491
NBER working paper series
383
Working paper / National Bureau of Economic Research, Inc.
351
International review of financial analysis
326
NBER Working Paper
307
International review of economics & finance : IREF
273
Journal of banking & finance
268
Applied economics
257
Applied economics letters
256
Economic modelling
241
Pacific-Basin finance journal
223
Energy economics
221
The North American journal of economics and finance : a journal of financial economics studies
221
Journal of empirical finance
203
Research in international business and finance
203
Journal of international financial markets, institutions & money
194
Journal of econometrics
179
Journal of financial economics
159
Journal of risk and financial management : JRFM
158
Applied financial economics
157
Economics letters
150
The European journal of finance
150
Discussion paper / Centre for Economic Policy Research
148
Working paper
140
International journal of economics and financial issues : IJEFI
131
Journal of international money and finance
129
International journal of economics and finance
128
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
118
The journal of futures markets
110
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
109
International journal of finance & economics : IJFE
107
Discussion paper / Tinbergen Institute
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
The journal of finance : the journal of the American Finance Association
106
The review of financial studies
103
Cogent economics & finance
101
Review of quantitative finance and accounting
101
CESifo working papers
99
International journal of forecasting
98
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ECONIS (ZBW)
108
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1
Forecasting
volatility
and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas
;
Kaizoji, Taisei
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1808-1843
Persistent link: https://www.econbiz.de/10003487855
Saved in:
2
The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio
;
Westerhoff, Frank H.
;
Gardini, Laura
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
Saved in:
3
What does financial
volatility
tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
4
Structural stochastic
volatility
in asset pricing dynamics : estimation and model contest
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1193-1211
Persistent link: https://www.econbiz.de/10009655726
Saved in:
5
Shifts in
volatility
driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
6
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
7
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
8
Momentum and the cross-section of stock
volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
9
Gamma positioning and market quality
Buis, Boyd
;
Pieterse-Bloem, Mary
;
Verschoor, Willem F. C.
; …
- In:
Journal of economic dynamics & control
164
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015051098
Saved in:
10
Competition among high-frequency traders and market quality
Breckenfelder, Johannes
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015051273
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