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An empirical study of realized...
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USA
Schätzung
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9,768
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8,508
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8,064
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8,042
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Caporale, Guglielmo Maria
150
Gupta, Rangan
146
Gil-Alaña, Luis A.
121
Heckman, James J.
71
McAleer, Michael
69
Diebold, Francis X.
61
Campbell, John Y.
59
Miller, Stephen M.
58
Bahmani-Oskooee, Mohsen
55
Koopman, Siem Jan
54
Hamermesh, Daniel S.
53
Timmermann, Allan
49
Wohar, Mark E.
49
Hautsch, Nikolaus
46
Balcilar, Mehmet
45
Engle, Robert F.
45
Watson, Mark W.
45
Bollerslev, Tim
44
Stulz, René M.
44
Gil-Alana, Luis A.
43
Stock, James H.
43
Karanassou, Marika
42
Lanne, Markku
42
Belke, Ansgar
41
Pesaran, M. Hashem
39
Bloom, Nicholas
37
Ludvigson, Sydney C.
37
Marcellino, Massimiliano
37
Blundell, Richard W.
36
Glaeser, Edward L.
36
Pierdzioch, Christian
36
Haltiwanger, John C.
35
Schorfheide, Frank
35
Cheung, Yin-Wong
34
Christiano, Lawrence J.
34
Pástor, Ľuboš
34
Basu, Susanto
33
Eickmeier, Sandra
33
Kilian, Lutz
33
Bekaert, Geert
32
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
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Federal Reserve Bank of San Francisco
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Rodney L. White Center for Financial Research
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European University Institute / Department of Economics
9
Boston College / Department of Economics
8
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8
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Rutgers University / Department of Economics
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7
Springer Fachmedien Wiesbaden
7
Center for Economic Research <Tilburg>
6
Center for the Study of Industrial Organisation
6
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Verlag Dr. Kovač
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Ekonomiska forskningsinstitutet <Stockholm>
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Harvard Institute of Economic Research
5
John F. Kennedy School of Government
5
State University of New York at Albany / Department of Economics
5
University of Exeter / Department of Economics
5
Universität Mannheim
5
Birkbeck College / Department of Economics
4
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Working paper / National Bureau of Economic Research, Inc.
1,850
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482
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425
The journal of finance : the journal of the American Finance Association
424
The review of financial studies
346
Applied economics
321
The journal of futures markets
237
The review of economics and statistics
233
Finance and economics discussion series
227
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Journal of applied econometrics
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The journal of real estate finance and economics
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Journal of monetary economics
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Journal of international money and finance
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Journal of political economy
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Review of quantitative finance and accounting
97
International review of economics & finance : IREF
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International review of financial analysis
92
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ECONIS (ZBW)
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EconStor
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RePEc
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USB Cologne (EcoSocSci)
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OLC EcoSci
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Showing
1
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10
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25,788
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date (newest first)
date (oldest first)
1
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
2
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
3
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
4
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
5
Does high-frequency crude oil futures data contain useful information for predicting
volatility
in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
6
Trading and non-trading period realized market
volatility
: does it matter for forecasting the
volatility
of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
7
Long memory or regime switching in
volatility
? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
8
Intra-day realized
volatility
for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
9
Breaks and outliers when modelling the
volatility
of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
10
Regime-dependent effects of macroeconomic uncertainty on realized
volatility
in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
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