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~subject:"Stochastischer Prozess"
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The Impact of Stock Market Lib...
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Risk
Stochastischer Prozess
Volatility
21,237
Volatilität
21,200
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16,563
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16,520
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11,107
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11,106
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8,059
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2,174
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2,174
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2,160
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2,160
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2,090
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1,990
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1,990
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1,921
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1,915
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Gupta, Rangan
54
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27
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22
Asai, Manabu
21
Escobar, Marcos
21
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17
Tauchen, George Eugene
17
Cui, Zhenyu
16
Chiang, Thomas C.
15
Demirer, Rıza
14
Ma, Feng
14
Wang, Xingchun
14
Chan, Joshua
13
Takahashi, Akihiko
13
Carr, Peter
12
Fabozzi, Frank J.
12
Fouque, Jean-Pierre
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Lin, Shih-kuei
12
Salisu, Afees A.
12
Wohar, Mark E.
12
Balcilar, Mehmet
11
Bali, Turan G.
11
Bollerslev, Tim
11
Bouri, Elie
11
Kim, Jeong-Hoon
11
Zhang, Jin E.
11
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10
Li, Yong
10
Tiwari, Aviral Kumar
10
Yin, Libo
10
Yu, Jun
10
Alòs, Elisa
9
Andersen, Torben
9
Forde, Martin
9
Gozgor, Giray
9
Mumtaz, Haroon
9
Nguyen, Duy
9
Sircar, Kaushik Ronnie
9
Su, Zhi
9
Uddin, Mohammed Gazi Salah
9
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Finance research letters
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International journal of theoretical and applied finance
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Journal of econometrics
109
Energy economics
108
Quantitative finance
98
The North American journal of economics and finance : a journal of financial economics studies
77
International review of financial analysis
76
Journal of banking & finance
73
Applied mathematical finance
68
Applied economics
64
Economic modelling
64
International review of economics & finance : IREF
64
Journal of empirical finance
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of economic dynamics & control
57
Computational economics
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The journal of computational finance
50
Economics letters
49
Finance and stochastics
49
Journal of financial economics
47
Econometric reviews
45
Journal of mathematical finance
45
Journal of risk and financial management : JRFM
42
Risks : open access journal
42
Applied economics letters
41
European journal of operational research : EJOR
40
Pacific-Basin finance journal
38
Research in international business and finance
38
The journal of futures markets
38
International journal of financial engineering
37
Insurance / Mathematics & economics
36
Annals of finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
The European journal of finance
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Journal of international financial markets, institutions & money
29
Review of derivatives research
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
3,974
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1
The risk-return trade-off in a liberalized emerging stock market : evidence from Vietnam
Fang, Kuangnan
;
Wu, Ji
;
Nguyen, Cuong
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 746-763
Persistent link: https://www.econbiz.de/10011764554
Saved in:
2
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
3
A study of changes in risk appetite in the stock market and the housing market before and after the global financial crisis in 2008 using the vKOSPI
Yang, Jin Yong
;
Lee, Sang-heon
- In:
Modern economy
4
(
2013
)
11
,
pp. 712-722
Persistent link: https://www.econbiz.de/10010258008
Saved in:
4
Impact of exchange rate on uncertainty in stock market : evidence from Markov regime-switching GARCH family models
Zolfaghari, Mehdi
;
Hoseinzade, Saeid
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-49
model the IIR
volatility
. We find evidence of regime-switching behaviour in Iran's stock market. After removing the …
Persistent link: https://www.econbiz.de/10013179535
Saved in:
5
How do economic policy uncertainties affect stock market
volatility
? : evidence from G7 countries
Ma, Yaming
;
Wang, Ziwei
;
He, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2303-2325
Persistent link: https://www.econbiz.de/10013184883
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6
On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis
Adebayo, Tomiwa Sunday
;
Akadiri, Seyi
;
Rjoub, Husam
- In:
Annals of financial economics
17
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013189195
Saved in:
7
Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015
Iqbal, Kazi
;
Shahana, Siban
- In:
The Bangladesh development studies : the journal of the …
42
(
2019
)
4
,
pp. 83-109
Persistent link: https://www.econbiz.de/10012665548
Saved in:
8
Stochastic
volatility
in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
9
Oil sector spillover effects to the Kuwait stock market in the context of uncertainty
Abdulrazzaq, Yousef M.
;
Morales, Lucía
;
Coughlan, Joseph
- In:
Economics, management and financial markets
14
(
2019
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10012137556
Saved in:
10
Relationship between India VIX and other VIX
Ramasubramanian, H.
;
Sophia, Sharon
- In:
International economics & finance journal : (IEFJ)
14
(
2019
)
2
,
pp. 101-109
Persistent link: https://www.econbiz.de/10012428924
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