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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"NBER working paper series"
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Search: subject_exact:"Volatility"
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Volatility
940
Volatilität
940
Theorie
329
Theory
329
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228
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228
Estimation
223
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223
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174
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Bollerslev, Tim
32
Todorov, Viktor
19
Aizenman, Joshua
17
Andersen, Torben G.
16
Diebold, Francis X.
16
Aït-Sahalia, Yacine
15
Tauchen, George Eugene
15
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13
Bekaert, Geert
11
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9
Engle, Robert F.
8
Ito, Takatoshi
8
Meddahi, Nour
8
Mykland, Per A.
8
Schwert, G. William
8
Xiu, Dacheng
8
Campbell, John Y.
7
Davis, Steven J.
7
Edwards, Sebastian
7
Ghysels, Eric
7
Li, Jia
7
Patton, Andrew J.
7
Ait-Sahalia, Yacine
6
Asai, Manabu
6
Bansal, Ravi
6
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6
Gallant, A. Ronald
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6
Lettau, Martin
6
Li, Yingying
6
Ma, Feng
6
Shephard, Neil G.
6
Wei, Shang-Jin
6
Bloom, Nicholas
5
Caballero, Ricardo J.
5
Calvet, Laurent E.
5
Engel, Charles
5
Fernández-Villaverde, Jesús
5
Frankel, Jeffrey A.
5
Gallo, Giampiero M.
5
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National Bureau of Economic Research
482
Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
International journal of finance & economics : IJFE
NBER working paper series
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598
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514
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467
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416
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398
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344
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324
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246
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240
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235
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198
Journal of risk and financial management : JRFM
197
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184
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172
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165
International Journal of Energy Economics and Policy : IJEEP
157
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152
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150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of forecasting
140
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131
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ECONIS (ZBW)
940
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91
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
Saved in:
92
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
93
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
Saved in:
94
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
95
Essays in modelling financial market dynamics : an overview
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3803-3804
Persistent link: https://www.econbiz.de/10013461274
Saved in:
96
The Janus view : do market participants looking into the past impact foreign exchange volatility?
Trivedi, Smita Roy
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3990-4001
Persistent link: https://www.econbiz.de/10013461303
Saved in:
97
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
98
Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4412-4430
Persistent link: https://www.econbiz.de/10013461338
Saved in:
99
The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Gong, Xu
;
Wang, Mingchao
;
Shao, Liuguo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4487-4514
Persistent link: https://www.econbiz.de/10013461342
Saved in:
100
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
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