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~subject:"Volatilität"
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Volatilität
China
222
Theorie
170
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170
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68
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68
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60
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60
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English
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Li, Yan
8
Li, Youwei
8
Li, Yuying
6
Liang, Chao
6
Coleman, Thomas F.
3
Liu, Chun
3
Luu Duc Toan Huynh
3
Maheu, John M.
3
Fan, Minyou
2
Gao, Yang
2
He, Xue-zhong
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2
Li, Yishi
2
Li, Yong
2
Liu, Jiadong
2
Liu, Jing
2
Ma, Feng
2
Wang, Panpan
2
Wang, Yaojun
2
Xu, Dinghai
2
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1
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1
Coleman, T. F.
1
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1
Dumitrescu Peculea, Adelina
1
Gao, Ya
1
Gu, Yu
1
Guo, Jiaqi
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Hamill, Philip
1
Han, Xing
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He, Changhong
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1
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1
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Ho, Tsungwu
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Huang, Bai
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1
Karlsson, Hyunjoo Kim
1
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1
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International review of financial analysis
5
The journal of computational finance
3
Applied economics
2
Computational economics
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
China finance review international
1
Economic modelling
1
Energy economics
1
Finance research letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of financial studies
1
Waterloo economic series : working paper
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ECONIS (ZBW)
41
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Dependence and risk spillover effect of China's exchange market
Liu, Chao
;
Zhang, Ruixue
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
1
,
pp. 214-243
Persistent link: https://www.econbiz.de/10012802066
Saved in:
2
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
3
Intraday dynamics of volatility and duration : evidence from Chinese stocks
Liu, Chun
;
Maheu, John M.
- In:
Pacific-Basin finance journal
20
(
2012
)
3
,
pp. 329-348
Persistent link: https://www.econbiz.de/10009532264
Saved in:
4
Are there structural breaks in realized volatility?
Liu, Chun
;
Maheu, John M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 326-360
Persistent link: https://www.econbiz.de/10003748061
Saved in:
5
Early-warning signals of risk contagion among global stock markets : evidence from community-level
Liu, Chengcheng
;
Song, Peng
;
Huang, Bai
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10012803538
Saved in:
6
Robustly hedging variable annuities with guarantees under jump and volatility risks
Coleman, T. F.
;
Kim, Y.
;
Li, Yuying
;
Patron, M.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10003483852
Saved in:
7
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
-
2010
Persistent link: https://www.econbiz.de/10003975439
Saved in:
8
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
9
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
10
Do benchmark African equity indices exhibit the stylized facts?
Li, Youwei
;
Hamill, Philip
;
Opong, Kwaku K.
- In:
Global finance journal
21
(
2010
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10008990274
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