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Volatility-price relationships...
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ARCH model
Volatility
40,903
Volatilität
39,812
Theorie
11,364
Theory
11,276
Börsenkurs
9,336
Share price
9,312
Schätzung
8,688
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8,652
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7,067
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7,067
ARCH-Modell
6,380
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5,838
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5,825
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5,491
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5,471
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5,267
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5,091
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4,971
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4,893
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4,569
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4,547
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3,957
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3,872
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3,860
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3,847
Stochastic process
3,838
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3,594
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3,247
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3,233
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2,684
volatility
2,646
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2,605
Elektrizitätswirtschaft
2,507
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2,463
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2,391
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2,385
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McAleer, Michael
125
Gupta, Rangan
68
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65
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64
Bouri, Elie
42
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Bauwens, Luc
32
Kumar, Dilip
32
Engle, Robert F.
28
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
24
Hafner, Christian M.
23
Liang, Chao
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Herwartz, Helmut
22
Kang, Sang Hoon
22
Wei, Yu
22
Hammoudeh, Shawkat
21
Wu, Xinyu
21
Conrad, Christian
20
Salisu, Afees A.
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Floros, Christos
18
Huang, Zhuo
18
Ji, Qiang
18
Koopman, Siem Jan
18
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18
Andersen, Torben
17
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4
University of Canterbury / Dept. of Economics and Finance
4
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3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
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1
Econometric Society
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
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1
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1
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1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
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Energy economics
228
Finance research letters
155
International review of financial analysis
110
Economic modelling
108
Applied economics
107
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Research in international business and finance
96
Journal of empirical finance
93
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
58
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
53
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
42
The journal of futures markets
42
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Working paper
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
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Source
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ECONIS (ZBW)
6,364
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,370
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price reversals after extreme price
shocks
: impact of earnings information with time series evidence from emerging
market
Saji, T. G.
- In:
Journal of accounting, auditing & finance : JAAF
39
(
2024
)
2
,
pp. 414-433
Persistent link: https://www.econbiz.de/10014584608
Saved in:
2
Volatility
transmission and
volatility
impulse response functions in crude oil markets
Jin, Xiaoye
;
Lin, Sharon X. W.
;
Tamvakis, Michael
- In:
Energy economics
34
(
2012
)
6
,
pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
Saved in:
3
Volatility
spillovers across major equity markets of Americas
Adrangi, Bahram
;
Chatrath, Arjun
;
Raffiee, Kambiz
- In:
International journal of business
19
(
2014
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10010402088
Saved in:
4
Volatility
and shock interactions and risk management implications : evidence from the U.S. and frontier markets
Ngene, Geoffrey
;
Post, Jordin A.
;
Mungai, Ann Nduati
- In:
Emerging markets review
37
(
2018
),
pp. 181-198
Persistent link: https://www.econbiz.de/10012115004
Saved in:
5
How do great
shocks
influence the correlation between oil and international stock markets?
Zhang, Bing
- In:
Applied economics
49
(
2017
)
15
,
pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
Saved in:
6
Category specific
volatility
check on derivatives introduction : Indian context
Kaṇṇan̲, Ki.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10013349000
Saved in:
7
Oil price
shocks
and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
8
Volatility
transmission and
volatility
impulse response functions in European
electricity
forward markets
LePen, Yannick
;
Sévi, Benoît
- In:
Energy economics
32
(
2010
)
4
,
pp. 758-770
Persistent link: https://www.econbiz.de/10008779965
Saved in:
9
Multivariate
volatility
modeling of
electricity
futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
-
2011
Persistent link: https://www.econbiz.de/10009161059
Saved in:
10
Analyzing the impact of futures trading on spot price
volatility
: evidence from the spot
electricity
market
in France and Germany
Kalantzis, Fotis G.
;
Milonas, Nikolaos T.
- In:
Energy economics
36
(
2013
),
pp. 454-463
Persistent link: https://www.econbiz.de/10009724667
Saved in:
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