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A note on the temporal variabi...
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Schätzung
Kanada
49,206
Volatility
41,125
Volatilität
40,856
Kapitaleinkommen
39,535
Capital income
39,435
Canada
36,420
Theorie
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Theory
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Börsenkurs
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USA
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Estimation
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United States
15,735
Aktienmarkt
12,082
Stock market
11,999
Bankrisiko
9,847
Bank risk
9,769
Welt
8,929
Portfolio-Management
8,850
Portfolio selection
8,811
World
8,806
Prognoseverfahren
7,664
Forecasting model
7,598
ARCH-Modell
7,073
ARCH model
6,996
CAPM
6,065
Risk
5,934
Risiko
5,822
Großbritannien
5,504
Wechselkurs
5,495
Exchange rate
5,366
United Kingdom
5,035
Anlageverhalten
4,945
Behavioural finance
4,924
Bank
4,833
Finanzkrise
4,631
Financial crisis
4,621
Zeitreihenanalyse
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6,050
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Gupta, Rangan
117
McAleer, Michael
88
Pierdzioch, Christian
85
Caporale, Guglielmo Maria
79
Zaremba, Adam
72
Bollerslev, Tim
54
McMillan, David G.
52
Wohar, Mark E.
46
Engle, Robert F.
44
Gil-Alaña, Luis A.
44
Buch, Claudia M.
43
Hautsch, Nikolaus
43
Balcilar, Mehmet
41
Belke, Ansgar
41
Todorov, Viktor
40
Bali, Turan G.
39
Döpke, Jörg
39
Bahmani-Oskooee, Mohsen
38
Pesaran, M. Hashem
35
Bouri, Elie
33
Ma, Feng
33
Timmermann, Allan
32
Bohl, Martin T.
31
Härdle, Wolfgang
31
Narayan, Paresh Kumar
31
Tiwari, Aviral Kumar
31
Asai, Manabu
30
Diebold, Francis X.
30
Cakici, Nusret
29
Herwartz, Helmut
29
Cheung, Yin-Wong
28
Caporin, Massimiliano
27
Wang, Yudong
27
Xuan Vinh Vo
27
Zhou, Guofu
27
Zhou, Hao
27
Andersen, Torben
25
Campbell, John Y.
25
Chang, Chia-Lin
25
Duclos, Jean-Yves
25
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National Bureau of Economic Research
202
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Forschungsinstitut zur Zukunft der Arbeit
9
Institut für Weltwirtschaft
9
Federal Reserve Bank of St. Louis
7
University of Canterbury / Dept. of Economics and Finance
6
Federal Reserve System / Division of Research and Statistics
5
Birkbeck College / Department of Economics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rodney L. White Center for Financial Research
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Australian National University / Faculty of Economics and Commerce
3
Bank of Canada
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
European University Institute / Department of Economics
3
Federal Reserve System / Board of Governors
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
McMaster University / Department of Economics
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of British Columbia / Department of Economics
3
University of Exeter / Department of Economics
3
Business Information Centre <Toronto>
2
Carleton University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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2
Federal Reserve Bank of Cleveland
2
Ifo Institut
2
Institute of European Finance <Bangor, Gwynedd>
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Internationaler Währungsfonds / Asia and Pacific Department
2
Nationalekonomiska Institutionen <Göteborg>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
USA / Bureau of Labor Statistics
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
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Finance research letters
245
Applied economics
234
Working paper / National Bureau of Economic Research, Inc.
209
International review of economics & finance : IREF
199
NBER working paper series
199
Journal of banking & finance
195
International review of financial analysis
192
NBER Working Paper
175
Energy economics
173
Economic modelling
171
Journal of empirical finance
160
The North American journal of economics and finance : a journal of financial economics studies
160
Applied economics letters
156
Applied financial economics
154
Journal of financial economics
145
Journal of econometrics
129
Journal of international money and finance
125
Journal of international financial markets, institutions & money
123
Research in international business and finance
121
Working paper
119
CESifo working papers
108
Discussion paper / Centre for Economic Policy Research
108
Economics letters
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
The European journal of finance
94
Pacific-Basin finance journal
91
Discussion paper series / IZA
85
International journal of finance & economics : IJFE
82
Review of quantitative finance and accounting
75
Journal of risk and financial management : JRFM
72
The journal of futures markets
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Discussion paper / Tinbergen Institute
68
International journal of economics and finance
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
International journal of forecasting
62
The Canadian journal of economics
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Research paper series / Swiss Finance Institute
57
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ECONIS (ZBW)
16,077
EconStor
299
USB Cologne (EcoSocSci)
4
OLC EcoSci
3
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1
Risks in banks and its impact on
volatility
of market returns : an empirical approach
Singh, Prakash
;
Kumar, Sukriti
- In:
International journal of Indian culture and business …
17
(
2018
)
2
,
pp. 125-138
Persistent link: https://www.econbiz.de/10011960165
Saved in:
2
Volatility
risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
3
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:
4
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
-
2020
Persistent link: https://www.econbiz.de/10012317084
Saved in:
5
Global and country-specific business cycle risk in time-vaying excess returns on asset markets
Nitschka, Thomas
-
2012
Persistent link: https://www.econbiz.de/10009674033
Saved in:
6
Modeling asset market
volatility
in a small market : accounting for non-synchronous trading effects
Lange, Stephen
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
Saved in:
7
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
8
Are idiosyncratic
volatility
and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
9
The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Alireza Zarei
;
Mohamed Ariff
;
Bhatti, Muhammad Ishaq
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10012207088
Saved in:
10
Structural breaks and
volatility
spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi
- In:
Journal of management research
11
(
2019
)
2
,
pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
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