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ECONIS (ZBW)
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1
Risk contagion in financial markets : a systematic review using bibliometric methods
Su, Fei
;
Zhai, Lili
;
Zhou, Yunyan
;
Zhuang, Zixi
;
Wang, …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 163-199
Persistent link: https://www.econbiz.de/10014540251
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2
Price discovery and volatility spillovers in commodity market : a review of empirical literature
Seth, Neha
;
Sidhu, Arpit
- In:
International Journal of Financial Markets and …
7
(
2020
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10012510294
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3
A bibliometric review of volatility spillovers in financial markets : knowledge bases and research fronts
Chen, Jun
;
Yang, Lingling
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
5
,
pp. 1358-1379
Persistent link: https://www.econbiz.de/10012514878
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4
Mapping the landscape of energy markets research : a bibliometric analysis and predictive assessment using machine learning
Silva, Thiago Christiano
;
Braz, Tercio
;
Tabak, Benjamin …
- In:
Energy economics
136
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015046958
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5
Volatility in panel data of household expenditure
Abe, Naohito
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003645169
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6
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
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7
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze
;
Linton, Oliver
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003783783
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8
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
9
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
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10
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
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