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Herding behaviour and volatili...
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Estimation
Volatility
40,927
Volatilität
39,840
Theorie
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Theory
10,042
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9,479
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9,446
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volatility
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2,363
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Gupta, Rangan
84
McAleer, Michael
84
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
51
Bollerslev, Tim
44
Todorov, Viktor
35
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Bouri, Elie
29
Asai, Manabu
28
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
26
Caporin, Massimiliano
25
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Koopman, Siem Jan
24
Wohar, Mark E.
24
Buch, Claudia M.
23
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22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
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Balcilar, Mehmet
20
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18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
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18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
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17
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17
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17
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Kansantaloustieteen Laitos <Tampere>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
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Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
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Bonn Graduate School of Economics
1
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
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Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Georgetown University / Economics Department
1
Goethe-Universität Frankfurt am Main
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut für Wirtschaftspolitik <Köln>
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Energy economics
153
Finance research letters
134
Applied economics
126
Economic modelling
117
International review of economics & finance : IREF
117
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
99
Journal of banking & finance
85
Journal of empirical finance
83
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
79
Working paper
78
NBER working paper series
77
Applied financial economics
75
Research in international business and finance
73
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
61
Economics letters
59
Discussion paper / Tinbergen Institute
58
CESifo working papers
55
Journal of risk and financial management : JRFM
55
International journal of finance & economics : IJFE
50
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
Pacific-Basin finance journal
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
International journal of economics and finance
33
Journal of financial econometrics
33
International journal of economics and financial issues : IJEFI
32
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ECONIS (ZBW)
8,434
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RePEc
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1
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1
An empirical analysis of herding behaviour : evidence from developed and frontier financial markets
Hakmaoui, Abdelati
;
El Jebari, Ouael
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 374-403
Persistent link: https://www.econbiz.de/10014439720
Saved in:
2
On the time varying nature of herding behaviour: evidence from major European indices
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 298-309
Persistent link: https://www.econbiz.de/10011498524
Saved in:
3
Dynamic herding behaviour in the US stock market
Yasir, Muhammad
;
Özlem Önder, A.
- In:
Prague economic papers : a bimonthly journal of …
30
(
2021
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012813764
Saved in:
4
Herding behaviour theory and oil price dispersion : a sectoral analysis of the Gulf Cooperation Council stock market
Medhioub, Imed
;
Chaffai, Mustapha
- In:
The journal of asset management : a major new, …
22
(
2021
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10012487593
Saved in:
5
Time-varying herding spillover for emerging countries : evidence from BRIC countries and Turkey
Yasir, Muhammad
;
Özlem Önder, A.
- In:
Review of behavioral finance : RBF
15
(
2023
)
5
,
pp. 709-728
Persistent link: https://www.econbiz.de/10014340965
Saved in:
6
Sectoral herding behaviour in the Indian financial market
Madaan, Veena
;
Shrivastava, Monica
- In:
Global business & economics review
26
(
2022
)
2
,
pp. 185-213
Persistent link: https://www.econbiz.de/10012887569
Saved in:
7
Herding behaviour and investor's sentiment : evidence from the Chinese Stock Market
Khalil, Nait Bouzid
;
Sara, Rabiai
;
Soraya, Inariten
; …
- In:
International journal of behavioural accounting and finance
7
(
2023
)
1
,
pp. 55-85
Persistent link: https://www.econbiz.de/10014306750
Saved in:
8
Estimating and forecasting
volatility
of financial markets using asymmetric GARCH models : an application on Turkish financial markets
Gökbulut, Rasim lker
;
Pekkaya, Mehmet
- In:
International journal of economics and finance
6
(
2014
)
4
,
pp. 23-35
Persistent link: https://www.econbiz.de/10010347758
Saved in:
9
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
10
Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon
-
2020
Persistent link: https://www.econbiz.de/10012415028
Saved in:
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