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~subject:"Volatilität"
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Volatilität
China
392
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English
50
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Li, Yan
8
Li, Youwei
8
Li, Yuying
6
Liang, Chao
6
Wu, Guojun
4
Coleman, Thomas F.
3
Luu Duc Toan Huynh
3
Zhang, Jun
3
Bekaert, Geert
2
Fan, Minyou
2
Gao, Yang
2
Guo, Na
2
He, Xue-zhong
2
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2
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2
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2
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2
Ma, Feng
2
Song, Frank M.
2
Wang, Yaojun
2
Xu, Dinghai
2
Zhang, Jianing
2
Zhang, Junxi
2
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1
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Dumitrescu Peculea, Adelina
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International review of financial analysis
7
Applied economics
3
The journal of computational finance
3
The review of financial studies
3
Computational economics
2
Finance research letters
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
China finance review international
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Frontiers of economics in China : selected publications from Chinese universities
1
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1
International Journal of Portfolio Analysis and Management
1
International review of economics & finance : IREF
1
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1
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1
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1
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1
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1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of real estate finance and economics
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Waterloo economic series : working paper
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ECONIS (ZBW)
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1
Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming
;
Huang, Rui
;
Wang, Ningli
;
Hau, Liya
- In:
Applied economics
52
(
2020
)
21
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
Saved in:
2
Asymmetric volatility and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
-
1997
Persistent link: https://www.econbiz.de/10000627885
Saved in:
3
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
4
Asymmetric volatility and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
- In:
The review of financial studies
13
(
2000
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001475039
Saved in:
5
The determinants of asymmetric volatility
Wu, Guojun
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 837-859
Persistent link: https://www.econbiz.de/10001602980
Saved in:
6
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
Saved in:
7
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
8
Reconstructing the unknown local volatility function
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 77-102
Persistent link: https://www.econbiz.de/10001638601
Saved in:
9
Long memory, heterogeneity and trend chasing
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721654
Saved in:
10
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
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