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Volatility
Schätzung
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17,488
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McAleer, Michael
116
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87
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54
Pierdzioch, Christian
52
Bollerslev, Tim
46
Chang, Chia-Lin
43
Todorov, Viktor
36
Bahmani-Oskooee, Mohsen
35
Bouri, Elie
35
Hautsch, Nikolaus
33
Härdle, Wolfgang
33
Belke, Ansgar
31
Asai, Manabu
29
Gil-Alaña, Luis A.
27
Hammoudeh, Shawkat
27
Caporin, Massimiliano
26
Ma, Feng
26
Mensi, Walid
26
Engle, Robert F.
25
Herwartz, Helmut
25
Kang, Sang Hoon
25
Wohar, Mark E.
25
Buch, Claudia M.
24
Koopman, Siem Jan
24
Xuan Vinh Vo
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
22
Tiwari, Aviral Kumar
22
Diebold, Francis X.
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Allen, David E.
20
Balcilar, Mehmet
20
Prokopczuk, Marcel
20
Chan, Joshua
19
Bali, Turan G.
18
Cheung, Yin-Wong
18
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18
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7
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3
Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
3
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2
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of St. Louis
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Institute of European Finance <Bangor, Gwynedd>
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Rodney L. White Center for Financial Research
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American Enterprise Institute for Public Policy Research
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Berliner Handels- und Frankfurter Bank
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Conference on Financial Stability <1993, Sydney>
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
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Energy economics
182
Finance research letters
152
Applied economics
135
International review of economics & finance : IREF
125
Economic modelling
123
International review of financial analysis
121
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of econometrics
109
Journal of banking & finance
96
Working paper / National Bureau of Economic Research, Inc.
92
The journal of futures markets
90
NBER working paper series
88
Working paper
85
Journal of empirical finance
83
Research in international business and finance
83
Applied economics letters
82
NBER Working Paper
80
Applied financial economics
78
Journal of international financial markets, institutions & money
77
Journal of international money and finance
73
Discussion paper / Tinbergen Institute
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
64
Journal of risk and financial management : JRFM
57
CESifo working papers
55
International journal of finance & economics : IJFE
54
Discussion paper / Centre for Economic Policy Research
52
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International journal of forecasting
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Quantitative finance
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of financial economics
41
Journal of economic dynamics & control
39
Pacific-Basin finance journal
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
International journal of economics and financial issues : IJEFI
33
International journal of economics and finance
32
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ECONIS (ZBW)
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EconStor
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RePEc
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date (oldest first)
1
Volatility and the
hedging
effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
2
The information content of implied volatility in the Hong Kong and
Singapore
covered warrants markets
Chen, Cheny
(
contributor
);
Liu, Ming-hua
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003794215
Saved in:
3
Asymmetric dynamics in stock market volatility
Karunanayake, Indika
;
Valadkhani, Abbas
- In:
Economic papers : a journal of applied economics and policy
30
(
2011
)
2
,
pp. 279-287
Persistent link: https://www.econbiz.de/10009158805
Saved in:
4
The impact of volatility shifts on market efficiency : the case of four emerging Southeast Asian stock markets
Tan, Hui Boon
;
Wong, Mei-Foong
;
Elshareif, Elgilani Eltahir
- In:
Global business & economics review
17
(
2015
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10011337092
Saved in:
5
Analysis of volatility and dependence between the tourist arrivals from China to Thailand and
Singapore
: a copula-based GARCH approach
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 283-294)
.
2013
Persistent link: https://www.econbiz.de/10009711141
Saved in:
6
Asymmetric dynamics in stock market correlations : evidence from Japan and
Singapore
Toyoshima, Yuki
- In:
Journal of Asian economics
24
(
2013
)
1
,
pp. 117-123
Persistent link: https://www.econbiz.de/10009715247
Saved in:
7
Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
Saved in:
8
Black and official exchange rate volatility and foreign exchange controls
Phylaktis, Kate
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10001219246
Saved in:
9
Robust beta
estimation
: some empirical evidence
Fong, Wai-mun
- In:
Review of financial economics : RFE
6
(
1997
)
2
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001234501
Saved in:
10
Empirical analysis of interdependency and volatility among Asian stock markets
Chiang, Thomas C.
;
Jiang, Christine X.
- In:
Review of Pacific Basin financial markets and policies
1
(
1998
)
4
,
pp. 437-459
Persistent link: https://www.econbiz.de/10001382106
Saved in:
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