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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Volatilität"
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Zeitreihenanalyse
Volatilität
Estimation
1,095
Schätzung
1,095
Theorie
275
Theory
275
Volatility
258
Oil price
230
Ölpreis
230
Welt
199
World
199
Börsenkurs
188
Share price
188
Capital income
157
Kapitaleinkommen
157
Deutschland
140
Germany
140
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132
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114
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114
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99
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93
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84
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84
Economic growth
80
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79
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76
China
75
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74
Risk
67
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66
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64
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256
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3
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307
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10
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10
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10
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3
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2
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English
307
German
10
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Ma, Feng
7
Wang, Yudong
7
Bouri, Elie
6
Balcilar, Mehmet
4
Gupta, Rangan
4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Xuan Vinh Vo
4
Yin, Libo
4
Yoon, Seong-min
4
Brooks, Robert
3
Caporin, Massimiliano
3
Das, Debojyoti
3
Feng, Jiabao
3
Gil-Alaña, Luis A.
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Liu, Li
3
Lu, Xinjie
3
Malik, Farooq
3
Mensi, Walid
3
Narayan, Paresh Kumar
3
Todorova, Neda
3
Wang, Shouyang
3
Wohar, Mark E.
3
Xiao, Jihong
3
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3
Apergēs, Nikolaos
2
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2
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2
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2
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2
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2
Chevallier, Julien
2
Chuliá, Helena
2
Dai, Zhifeng
2
Do, Hung Xuan
2
Dutta, Anupam
2
Ewing, Bradley T.
2
Giannellis, Nikolaos
2
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Gabler Edition Wissenschaft
Energy economics
International review of economics & finance : IREF
Applied economics
208
Economic modelling
191
Journal of econometrics
165
Applied economics letters
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
CESifo working papers
113
Working paper
113
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
Discussion paper / Centre for Economic Policy Research
65
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
50
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
45
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ECONIS (ZBW)
317
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
5
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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8
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
9
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
10
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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