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~subject:"Volatilität"
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Spillover dynamics for systemi...
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Volatilität
Theorie
622,121
Theory
607,035
EU-Staaten
186,523
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181,288
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130,332
Estimation
124,174
USA
70,771
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58,612
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47,621
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28,474
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27,937
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24,005
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23,936
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23,640
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23,389
Börsenkurs
23,054
Impact assessment
22,771
Risiko
22,670
Share price
22,652
Risk
22,404
Prognoseverfahren
21,695
Volatility
21,585
Forecasting model
21,214
Schätztheorie
19,153
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18,722
Großbritannien
18,470
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18,169
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8,391
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McAleer, Michael
223
Gupta, Rangan
146
Caporale, Guglielmo Maria
128
Bollerslev, Tim
110
Diebold, Francis X.
96
Pierdzioch, Christian
77
Andersen, Torben
76
Chang, Chia-Lin
75
Koopman, Siem Jan
72
Bouri, Elie
66
Spagnolo, Nicola
66
Lux, Thomas
61
Hautsch, Nikolaus
59
Härdle, Wolfgang
57
Caporin, Massimiliano
56
Aizenman, Joshua
54
Bekaert, Geert
54
Asai, Manabu
53
Engle, Robert F.
53
Todorov, Viktor
53
Tiwari, Aviral Kumar
49
Hammoudeh, Shawkat
48
Kang, Sang Hoon
47
Herwartz, Helmut
45
Belke, Ansgar
44
Gil-Alaña, Luis A.
44
Mensi, Walid
44
Bauwens, Luc
43
Kočenda, Evžen
43
Wohar, Mark E.
43
Caballero, Ricardo J.
42
Hafner, Christian M.
42
Chiarella, Carl
40
Buch, Claudia M.
38
Christiansen, Charlotte
38
Christoffersen, Peter F.
38
Kumar, Dilip
38
Ma, Feng
38
McMillan, David G.
38
Allen, David E.
37
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National Bureau of Economic Research
277
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Centre for Analytical Finance <Århus>
11
European University Institute / Department of Economics
10
Ekonomiska forskningsinstitutet <Stockholm>
8
Institut für Weltwirtschaft
8
Svenska Handelshögskolan <Helsinki>
8
University of Canterbury / Dept. of Economics and Finance
8
Rodney L. White Center for Financial Research
7
Centre for Growth and Business Cycle Research <Manchester>
6
International Monetary Fund
6
Internationaler Währungsfonds / Research Department
6
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institute of Finance and Accounting <London>
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Instituto Valenciano de Investigaciones Económicas
5
World Bank
5
Chambre de commerce et d'industrie de Paris
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of New York
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Massachusetts Institute of Technology / Department of Economics
3
School of Accounting, Economics and Finance <Geelong>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
William Davidson Institute <Ann Arbor, Mich.>
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Center for Economic Research <Tilburg>
2
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Energy economics
348
Finance research letters
303
NBER working paper series
268
Working paper / National Bureau of Economic Research, Inc.
260
International review of financial analysis
256
Economic modelling
240
NBER Working Paper
237
Journal of econometrics
236
Applied economics
227
International review of economics & finance : IREF
221
The North American journal of economics and finance : a journal of financial economics studies
213
Journal of banking & finance
205
Journal of empirical finance
163
Economics letters
156
Discussion paper / Tinbergen Institute
154
Research in international business and finance
154
Working paper
152
Journal of international money and finance
151
Journal of international financial markets, institutions & money
150
Applied economics letters
146
Discussion paper / Centre for Economic Policy Research
132
Journal of risk and financial management : JRFM
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Applied financial economics
123
International journal of forecasting
116
The journal of futures markets
116
The European journal of finance
109
Journal of financial economics
108
CESifo working papers
105
International journal of theoretical and applied finance
102
Journal of economic dynamics & control
101
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
98
International journal of finance & economics : IJFE
93
Journal of forecasting
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Quantitative finance
81
Journal of financial econometrics : official journal of the Society for Financial Econometrics
80
Pacific-Basin finance journal
79
Econometric reviews
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
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ECONIS (ZBW)
21,551
EconStor
450
USB Cologne (EcoSocSci)
29
USB Cologne (business full texts)
7
ArchiDok
3
OLC EcoSci
3
RePEc
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1
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
2
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
3
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration
Boghicevici, Claudia
;
Stamule, Simona
;
Lolea, Iulian Cornel
- In:
Romanian journal of economic forecasting
24
(
2021
)
4
,
pp. 155-170
Persistent link: https://www.econbiz.de/10013407269
Saved in:
5
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
6
Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing
;
Ouyang, Hongbing
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
Saved in:
7
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
8
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
9
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
10
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
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