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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Volatilität
Estimation
422
Schätzung
420
Capital income
158
Kapitaleinkommen
158
Volatility
137
Börsenkurs
132
Share price
132
Aktienmarkt
103
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103
Theorie
93
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93
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85
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Spillover-Effekt
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137
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Bouri, Elie
5
Gupta, Rangan
4
Roubaud, David
4
Nonejad, Nima
3
Boughrara, Adel
2
Degiannakis, Stavros
2
Demirer, Rıza
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Liu, Jia
2
Ma, Feng
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Shahzad, Syed Jawad Hussain
2
Sornette, Didier
2
Tissaoui, Kais
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Zheng, Yao
2
Abad Díaz, David
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Ahn, Kwangwon
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Al-Shboul, Mohammad
1
Alemany, N.
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Alhadab, Mohammad
1
Ali, Md Hakim
1
Ali, Syed Riaz Mahmood
1
Alsharari, Nizar Mohammad
1
Antonakakis, Nikolaos
1
Aragó Manzana, Vicent
1
Asadi, Mehrad
1
Asensio, Ivan Oscar
1
Audrino, Francesco
1
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International review of financial analysis
Quantitative finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
124
Finance research letters
116
International review of economics & finance : IREF
87
Applied economics
81
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
79
Journal of econometrics
71
Research in international business and finance
57
Journal of banking & finance
48
Journal of international financial markets, institutions & money
47
Journal of empirical finance
45
Economics letters
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Applied economics letters
39
Discussion paper / Centre for Economic Policy Research
39
Journal of international money and finance
37
International journal of forecasting
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Working paper / National Bureau of Economic Research, Inc.
33
Journal of financial econometrics
29
International journal of finance & economics : IJFE
28
Pacific-Basin finance journal
28
The European journal of finance
25
Emerging markets, finance and trade : EMFT
24
Journal of financial economics
23
Discussion papers / CEPR
22
Journal of economic dynamics & control
22
Journal of financial markets
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Global finance journal
17
Econometric reviews
16
International journal of emerging markets
16
Macroeconomic dynamics
16
Review of quantitative finance and accounting
16
International journal of economics and finance
15
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ECONIS (ZBW)
137
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1
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:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
6
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
7
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
8
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
9
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
10
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
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