//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Structural changes in volatili...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Volatility
40,900
Volatilität
40,632
Spanien
39,732
Aktienmarkt
29,989
Spain
29,921
Stock market
29,882
Börsenkurs
20,687
Share price
20,464
Theorie
15,169
Theory
14,845
Schätzung
14,475
Estimation
14,124
Kapitaleinkommen
13,591
Capital income
13,558
United States
8,219
Welt
7,694
World
7,575
ARCH-Modell
6,979
ARCH model
6,898
Prognoseverfahren
5,459
Forecasting model
5,383
Wechselkurs
5,189
Exchange rate
5,095
Zeitreihenanalyse
5,025
Time series analysis
4,910
Portfolio-Management
4,505
Portfolio selection
4,488
Deutschland
4,440
Anlageverhalten
4,251
Behavioural finance
4,205
Stochastischer Prozess
4,061
EU-Staaten
4,026
Germany
4,020
Stochastic process
3,988
Optionspreistheorie
3,978
EU countries
3,948
Finanzmarkt
3,939
Option pricing theory
3,915
Financial market
3,867
more ...
less ...
Online availability
All
Free
2,308
Undetermined
1,295
Type of publication
All
Article
4,920
Book / Working Paper
3,590
Journal
5
Type of publication (narrower categories)
All
Article in journal
4,606
Aufsatz in Zeitschrift
4,606
Working Paper
2,205
Graue Literatur
2,192
Non-commercial literature
2,192
Arbeitspapier
1,982
Aufsatz im Buch
281
Book section
281
Hochschulschrift
231
Thesis
199
Collection of articles of several authors
114
Sammelwerk
114
Collection of articles written by one author
99
Sammlung
99
Aufsatzsammlung
56
Amtsdruckschrift
37
Government document
37
Konferenzschrift
30
Conference paper
27
Konferenzbeitrag
27
Bibliografie enthalten
25
Bibliography included
25
Conference proceedings
21
Handbook
14
Handbuch
14
Case study
12
Fallstudie
12
Ratgeber
12
Guidebook
9
Forschungsbericht
8
Glossar enthalten
8
Glossary included
8
Statistik
8
Systematic review
8
Übersichtsarbeit
8
Article
7
Statistics
7
Bibliografie
6
Dissertation u.a. Prüfungsschriften
6
Lehrbuch
6
more ...
less ...
Language
All
English
8,152
German
208
Spanish
70
French
41
Undetermined
27
Italian
19
Polish
6
Portuguese
2
Danish
1
Russian
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
74
Gupta, Rangan
65
Gil-Alaña, Luis A.
51
McAleer, Michael
50
Hautsch, Nikolaus
45
Campbell, John Y.
36
Bahmani-Oskooee, Mohsen
35
Bollerslev, Tim
34
Balcilar, Mehmet
31
Andersen, Torben
28
Diebold, Francis X.
28
Wohar, Mark E.
28
Stulz, René M.
27
Miller, Stephen M.
25
Pierdzioch, Christian
25
Guo, Hui
24
Subrahmanyam, Avanidhar
24
Schwartz, Robert A.
23
Timmermann, Allan
23
Hammoudeh, Shawkat
22
Bali, Turan G.
21
Chordia, Tarun
21
Karolyi, G. Andrew
21
Sarkar, Asani
21
Davis, Steven J.
20
Gil-Alana, Luis A.
20
Engle, Robert F.
19
Ludvigson, Sydney C.
19
Belke, Ansgar
18
Chang, Chia-Lin
18
Moffitt, Robert A.
18
Siklos, Pierre L.
18
Castelnuovo, Efrem
17
Fleming, Michael J.
17
Asai, Manabu
16
Bekaert, Geert
16
Bohl, Martin T.
16
Bouri, Elie
16
Hegerty, Scott W.
16
Lettau, Martin
16
more ...
less ...
Institution
All
National Bureau of Economic Research
51
Federal Reserve Bank of St. Louis
20
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
14
Federal Reserve Bank of New York
11
Rodney L. White Center for Financial Research
10
New York Stock Exchange
9
Centre for Growth and Business Cycle Research <Manchester>
5
European University Institute / Department of Economics
5
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of San Francisco
5
Institut für Weltwirtschaft
4
OECD
4
The Wharton Financial Institutions Center
4
University of Canterbury / Dept. of Economics and Finance
4
University of Chicago / Center for Research in Security Prices
4
Brown University / Department of Economics
3
Centre for Analytical Finance <Århus>
3
Centre for Economic Policy Research
3
Harvard Institute of Economic Research
3
London School of Economics and Political Science
3
Massachusetts Institute of Technology / Department of Economics
3
Rutgers University / Department of Economics
3
USA / General Accounting Office
3
Österreichisches Institut für Wirtschaftsforschung
3
American Enterprise Institute for Public Policy Research
2
Banca nazionale del lavoro / Ufficio studi
2
Barnard College / Economics Department
2
Center for Economic Research <Tilburg>
2
EconWPA
2
Edward Elgar Publishing
2
Federal Reserve Bank of Chicago
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
FinanzBuch Verlag
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Internationale Vereinigung für Steuerrecht
2
Internationaler Währungsfonds / Research Department
2
Krannert Graduate School of Management
2
Organisation for Economic Co-operation and Development
2
Queen Mary College / Department of Economics
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
336
The journal of futures markets
144
The review of financial studies
140
The journal of finance : the journal of the American Finance Association
125
Applied financial economics
106
Discussion paper / Centre for Economic Policy Research
106
Journal of banking & finance
94
Journal of financial and quantitative analysis : JFQA
91
Applied economics
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Journal of financial economics
72
International review of financial analysis
71
Working paper
66
Energy economics
62
International review of economics & finance : IREF
62
Journal of empirical finance
61
The North American journal of economics and finance : a journal of financial economics studies
61
Finance research letters
58
Finance and economics discussion series
51
Journal of international financial markets, institutions & money
49
NBER working paper series
49
Applied economics letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Economic modelling
44
Economics letters
44
Journal of economics and finance
44
Journal of financial markets
41
CESifo working papers
40
Journal of international money and finance
40
Research in international business and finance
39
Review of quantitative finance and accounting
39
The journal of business : B
39
Global finance journal
38
Journal of economics & business
38
Journal of money, credit and banking : JMCB
38
Fisher College of Business working paper series
37
The review of economics and statistics
35
Staff reports / Federal Reserve Bank of New York
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
International finance discussion papers
29
more ...
less ...
Source
All
ECONIS (ZBW)
8,220
EconStor
237
USB Cologne (EcoSocSci)
30
RePEc
19
OLC EcoSci
4
ArchiDok
2
Other ZBW resources
2
USB Cologne (business full texts)
1
more ...
less ...
Showing
1
-
10
of
8,515
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
Gurgul, Henryk
;
Lach, Łukasz
;
Wójtowicz, Tomasz
- In:
Finance a úvěr
66
(
2016
)
5
,
pp. 405-425
Persistent link: https://www.econbiz.de/10011582475
Saved in:
2
An examination of the relationship between the disposition effect and stock return,
volatility
, and trading volume : the evidence in US stock markets
Afi, Hatem
- In:
International journal of managerial and financial accounting
9
(
2017
)
3
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011847010
Saved in:
3
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
Saved in:
4
Using volume to forecast stock market
volatility
around the time of the 1929 crash
Ewing, Bradley T.
;
Thompson, Mark A.
;
Yanochik, Mark A.
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1123-1128
Persistent link: https://www.econbiz.de/10003590546
Saved in:
5
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
-
2016
-
This draft: April 19, 2016
include the invariance-implied measure of effective price
volatility
…
Persistent link: https://www.econbiz.de/10011500337
Saved in:
6
Information leadership in the advanced Asia-Pacific stock markets : return,
volatility
and volume information spillovers from the US and Japan
Kim, Suk-Joong
- In:
Journal of the Japanese and international economies : …
19
(
2005
)
3
,
pp. 338-365
Persistent link: https://www.econbiz.de/10003176646
Saved in:
7
The dynamics of security trades, quote revisions, and market depths for actively traded stocks
Rahman, Shafiqur
;
Krishnamurti, Chandrasekhar
;
Lee, Alice C.
- In:
Review of quantitative finance and accounting
25
(
2005
)
2
,
pp. 91-124
Persistent link: https://www.econbiz.de/10003124755
Saved in:
8
An econometric investigation between
volatility
and trading volume of the Helsinki and New York stock exchanges : a firm level approach
Sorjonen, Juha
-
1999
Persistent link: https://www.econbiz.de/10001416552
Saved in:
9
Stock return dynamics, option volume, and the information content of implied
volatility
Mayhew, Stewart
;
Stivers, Christopher T.
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 615-646
Persistent link: https://www.econbiz.de/10001769715
Saved in:
10
The effect of option listing on bid-ask spreads, price
volatility
, and trading activity of the underlying OTC stocks
Wei, Peihwang
;
Poon, Percy Siuping
;
Zee, Susan Mu-lan
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10001590900
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->