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~subject:"Volatility"
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Volatility
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217
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191
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140
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103
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86
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80
Chang, Chia-Lin
78
Pierdzioch, Christian
73
Spagnolo, Nicola
69
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65
Diebold, Francis X.
65
Engle, Robert F.
61
Koopman, Siem Jan
58
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52
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52
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51
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50
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50
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49
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48
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45
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45
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43
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42
Xuan Vinh Vo
40
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40
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39
Bauwens, Luc
39
Herwartz, Helmut
39
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39
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38
Dijk, Dick van
37
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37
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Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
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University of Canterbury / Dept. of Economics and Finance
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Rodney L. White Center for Financial Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Business Information Centre <Toronto>
2
C.E.P.R. Discussion Papers
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
2
Erasmus Research Institute of Management
2
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Energy economics
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International review of financial analysis
296
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259
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255
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245
International review of economics & finance : IREF
244
The North American journal of economics and finance : a journal of financial economics studies
242
Journal of banking & finance
218
Research in international business and finance
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Journal of empirical finance
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NBER working paper series
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Applied financial economics
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Applied economics letters
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Journal of international financial markets, institutions & money
177
The journal of futures markets
164
NBER Working Paper
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Economics letters
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154
Discussion paper / Tinbergen Institute
141
Journal of risk and financial management : JRFM
141
Journal of international money and finance
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International journal of forecasting
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
125
Journal of financial economics
122
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
117
International Journal of Energy Economics and Policy : IJEEP
115
The European journal of finance
112
Journal of forecasting
106
Discussion paper / Centre for Economic Policy Research
97
CESifo working papers
96
International journal of finance & economics : IJFE
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
87
Quantitative finance
83
Finance India : the quarterly journal of Indian Institute of Finance
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
21,976
RePEc
124
EconStor
44
Other ZBW resources
15
BASE
5
ArchiDok
2
Showing
1
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22,166
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date (oldest first)
1
Modeling stock market return volatility :
GARCH
evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
2
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
3
Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation
Amanjot Singh
;
Kaur, Parneet
- In:
Journal of academic research in economics
6
(
2014
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
Saved in:
4
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
5
The sources of stock market volatility in Pakistan
Ihsan, Hajra
;
Ahmed, Eatzaz
- In:
Journal of world economic review
15
(
2020
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10012670422
Saved in:
6
How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu
;
Essaddam, Naceur
;
Kumar, Vinod
;
Saadi, …
- In:
Research in international business and finance
39
(
2017
),
pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
Saved in:
7
An automatic bias correction procedure for volatility
estimation
using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
8
Forecasting volatility of stock indices with ARCH model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
Saved in:
9
Assessment of volatility using exponential generalized autoregressive conditional heteroscedastic model in BSE stock market
Kundu, Amit
- In:
The Indian journal of economics
97
(
2017
)
387
,
pp. 589-605
Persistent link: https://www.econbiz.de/10011991586
Saved in:
10
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from
India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
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