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~subject:"Volatilität"
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Monitoring the intraday volati...
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Volatilität
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McAleer, Michael
299
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232
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178
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145
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113
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110
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109
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98
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98
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97
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67
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Asai, Manabu
64
Kočenda, Evžen
62
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Gil-Alaña, Luis A.
55
Christoffersen, Peter F.
53
Clements, Adam
52
Fernández-Villaverde, Jesús
52
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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National Centre of Competence in Research - Financial Valuation and Risk Management
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Federal Reserve System / Board of Governors
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364
The journal of futures markets
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Journal of econometrics
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Applied financial economics
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Journal of empirical finance
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Applied economics letters
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Research in international business and finance
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Journal of international financial markets, institutions & money
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Discussion paper / Tinbergen Institute
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Quantitative finance
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Journal of financial economics
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Pacific-Basin finance journal
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CESifo working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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IMF working papers
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Journal of economic dynamics & control
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International journal of finance & economics : IJFE
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International journal of forecasting
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131
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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1
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10
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date (oldest first)
1
Long memory and periodicity in intraday
volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
Saved in:
2
Forecasting intraday
volatility
and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
3
Intraday
volatility
and scaling in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
4
Intraday
volatility
and volume in China's stock index and index futures markets
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
Saved in:
5
Intraday periodicity adjustments of transaction duration and their effects on high-frequency
volatility
estimation
Tse, Yiu Kuen
;
Dong, Yingjie
- In:
Journal of empirical finance
28
(
2014
),
pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
Saved in:
6
Persistence of announcement effects on the intraday
volatility
of stock returns : evidence from individual data
Uctum, Remzi
;
Renou-Maissant, Patricia
;
Prat, Georges
; …
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011959408
Saved in:
7
Intraday price and
volatility
spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
8
Hedging dynamics and intraday
volatility
in equity market : an analysis of Covid-19 pandemic and global financial crisis
Misra, Nachiketa
;
Lakshmi, P
;
Thenmozhi, M.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
2
,
pp. 819-834
Persistent link: https://www.econbiz.de/10013477319
Saved in:
9
COVID-induced sentiment and the intraday
volatility
spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
10
Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency
volatility
and connectedness behind the collapse
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490072
Saved in:
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