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accessRights:"restricted"
subject:"Volatilität"
~subject:"Schock"
~subject:"Schätztheorie"
~subject:"Share price"
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Volatilität
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Estimation
22,236
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22,066
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4,485
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4,485
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2,685
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2,607
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1,171
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Gupta, Rangan
80
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29
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28
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27
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26
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24
Bouri, Elie
24
Pierdzioch, Christian
23
Marcellino, Massimiliano
22
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21
Forni, Mario
20
Gambetti, Luca
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Xuan Vinh Vo
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Salisu, Afees A.
17
Gil-Alaña, Luis A.
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Jawadi, Fredj
16
Lee, Chien-chiang
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McMillan, David G.
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Wang, Yudong
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Zhang, Yaojie
15
Demirer, Rıza
14
Kang, Sang Hoon
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Mensi, Walid
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Sala, Luca
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Wei, Yu
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Bollerslev, Tim
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Hammoudeh, Shawkat
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Li, Jia
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Nonejad, Nima
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Ji, Qiang
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Applied economics
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International review of economics & finance : IREF
144
The North American journal of economics and finance : a journal of financial economics studies
142
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International review of financial analysis
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105
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95
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92
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89
Journal of empirical finance
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
Journal of international financial markets, institutions & money
78
Journal of international money and finance
75
Journal of economic dynamics & control
65
Pacific-Basin finance journal
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
International journal of forecasting
56
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Journal of financial economics
53
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Empirical economics : a quarterly journal of the Institute for Advanced Studies
48
Review of quantitative finance and accounting
47
Emerging markets, finance and trade : EMFT
46
International journal of finance & economics : IJFE
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The European journal of finance
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International journal of economics and finance
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ECONIS (ZBW)
6,045
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1
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6,045
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1
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
2
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
3
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
4
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
5
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
6
Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Bulut, Emre
;
Marangoz, Cumali
;
Daştan, Muhammet
- In:
Eastern European economics : EEE
62
(
2024
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10014450713
Saved in:
7
Monetary policy surprises and corporate investment growth in China
Jiang, Lunan
;
Chen, Yinghui
;
Zhang, Lin
- In:
Economic modelling
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451187
Saved in:
8
Regional fiscal spillovers : the role of trade linkages
Bettarelli, Luca
;
Furceri, Davide
;
Pizzuto, Pietro
; …
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451424
Saved in:
9
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
10
Social capital and stock price crash risk : evidence from US terrorist attacks
Mun, Hyejin
;
Mun, Seongjae
;
Kim, Hyeong Joon
- In:
Corporate governance : an international review
32
(
2024
)
1
,
pp. 33-62
Persistent link: https://www.econbiz.de/10014470665
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