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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"NBER working paper series"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Volatility
456
Volatilität
456
Theorie
156
Theory
156
Estimation
146
Schätzung
146
Estimation theory
120
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120
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
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11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Ma, Feng
6
Shephard, Neil G.
6
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
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Li, Yingying
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Taylor, Robert
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4
Boswijk, Herman Peter
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Francq, Christian
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Gallo, Giampiero M.
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Jasiak, Joann
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Li, Xiafei
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Wei, Yu
4
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4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
International journal of finance & economics : IJFE
NBER working paper series
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
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255
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221
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Journal of financial economics
184
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
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International journal of forecasting
140
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116
Applied mathematical finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
112
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
456
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1
Commodity price uncertainty as a leading indicator of economic activity
Triantafyllou, Athanasios
;
Bakas, Dimitrios
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4194-4219
Persistent link: https://www.econbiz.de/10014429302
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
4
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
5
The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach
Das, Debojyoti
;
Dutta, Anupam
;
Jana, Rabin K.
;
Ghosh, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4299-4323
Persistent link: https://www.econbiz.de/10014429325
Saved in:
6
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
7
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
8
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
9
Exchange rate and volatility : a bibliometric review
Flores-Sosa, Martha
;
Avilés-Ochoa, Ezequiel
;
Merigo, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1419-1442
Persistent link: https://www.econbiz.de/10012815082
Saved in:
10
Crude oil market and Nigerian stocks : an asymmetric information spillover approach
Okorie, David Iheke
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4002-4017
Persistent link: https://www.econbiz.de/10013461304
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