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Volatility
Schätzung
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Innovation
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McAleer, Michael
100
Gupta, Rangan
85
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54
Pierdzioch, Christian
52
Bollerslev, Tim
45
Chang, Chia-Lin
39
Todorov, Viktor
36
Bahmani-Oskooee, Mohsen
33
Hautsch, Nikolaus
32
Belke, Ansgar
31
Asai, Manabu
29
Bouri, Elie
29
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Herwartz, Helmut
26
Ma, Feng
26
Caporin, Massimiliano
25
Wohar, Mark E.
25
Buch, Claudia M.
24
Koopman, Siem Jan
24
Engle, Robert F.
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Hafner, Christian M.
20
Chan, Joshua
19
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Kang, Sang Hoon
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
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Tiwari, Aviral Kumar
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Aghion, Philippe
17
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Federal Reserve Bank of Cleveland
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Internationaler Währungsfonds / Research Department
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Energy economics
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Finance research letters
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Applied economics
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International review of economics & finance : IREF
120
Economic modelling
116
International review of financial analysis
108
Journal of econometrics
106
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of banking & finance
86
Applied financial economics
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Working paper / National Bureau of Economic Research, Inc.
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Journal of empirical finance
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81
Applied economics letters
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NBER working paper series
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NBER Working Paper
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Research in international business and finance
73
The journal of futures markets
72
Journal of international money and finance
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Journal of international financial markets, institutions & money
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
50
International journal of finance & economics : IJFE
48
International journal of forecasting
47
The European journal of finance
47
Pacific-Basin finance journal
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial economics
38
International journal of economics and finance
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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EconStor
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RePEc
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1
Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.
;
Alhadab, Mohammad
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 355-371
Persistent link: https://www.econbiz.de/10012431325
Saved in:
2
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
3
R&D investments and high-tech firms' stock return volatility
Gharbi, Sami
;
Sahut, Jean-Michel
;
Teulon, Frédéric
- In:
Technological forecasting & social change : an …
88
(
2014
),
pp. 306-312
Persistent link: https://www.econbiz.de/10010483200
Saved in:
4
Daily tourist arrivals, exchange rates and volatility for Korea and
Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
5
Daily tourist arrivals, exchange rates and volatility for Korea and
Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
6
Trading asymmetric trend and volatility by leverage trend GARCH in
Taiwan
stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
Saved in:
7
The predictability of opening returns for the returns of the trading day : evidence from
Taiwan
futures market
Chen, Chun-nan
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 272-281
Persistent link: https://www.econbiz.de/10009693299
Saved in:
8
Do short selling restrictions destabilize stock markets? : lessons from
Taiwan
Bohl, Martin T.
;
Essid, Badye
;
Siklos, Pierre L.
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
Saved in:
9
Dynamic interactions among macroeconomic variables and stock indexes in
Taiwan
, Hong Kong, and China
Lai, Syouching
;
Cheng, Teng Yuan
;
Li, Hung-Chih
;
Chien, …
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 213-235
Persistent link: https://www.econbiz.de/10010258905
Saved in:
10
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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