//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
729
Volatilität
641
Theorie
187
Theory
187
Estimation
178
Schätzung
178
Forecasting model
176
Prognoseverfahren
176
ARCH model
169
ARCH-Modell
168
Börsenkurs
158
Share price
158
Capital income
152
Kapitaleinkommen
152
USA
120
United States
120
volatility
115
Stock market
109
Aktienmarkt
107
Time series analysis
94
Zeitreihenanalyse
94
Welt
80
World
80
Exchange rate
79
Wechselkurs
76
Risk
49
Risiko
46
Spillover effect
46
Spillover-Effekt
46
GARCH
43
Oil price
43
Ölpreis
42
Stochastic process
41
Stochastischer Prozess
41
Portfolio selection
38
Portfolio-Management
38
Option pricing theory
34
Optionspreistheorie
34
Risikoprämie
33
Risk premium
33
more ...
less ...
Online availability
All
Undetermined
366
Free
177
Type of publication
All
Article
642
Book / Working Paper
171
Type of publication (narrower categories)
All
Article in journal
642
Aufsatz in Zeitschrift
642
Language
All
English
642
Undetermined
171
Author
All
Ma, Feng
10
Zhang, Yaojie
9
Caiado, Jorge
6
Gupta, Rangan
6
Onour, Ibrahim
6
Crato, Nuno
5
Masih, Mansur
5
Sinha, Pankaj
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Wang, Yudong
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Clements, Adam
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Lanne, Markku
4
McAleer, Michael
4
Sosvilla-Rivero, Simón
4
Wahab, M. I. M.
4
Camilleri, Silvio John
3
Dima, Bogdan
3
Dumitriu, Ramona
3
Gallo, Giampiero M.
3
García, Philip
3
Gerlach, Richard
3
Ghiba, Nicolae
3
González-Rivera, Gloria
3
Hammoudeh, Shawkat
3
He, Mengxi
3
Hernandez, Jose Arreola
3
Liang, Chao
3
Lucas, André
3
Mapa, Dennis S.
3
Nguyen, Duc Khuong
3
Roubaud, David
3
Schwartz, Eduardo S.
3
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
Published in...
All
MPRA Paper
Applied economics
International journal of forecasting
The review of financial studies
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Journal of banking & finance
375
The journal of futures markets
344
Economic modelling
338
International review of economics & finance : IREF
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
137
Journal of forecasting
131
more ...
less ...
Source
All
ECONIS (ZBW)
642
RePEc
171
Showing
1
-
10
of
813
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
2
Does natural gas volatility affect Bitcoin volatility? : evidence from the HAR-RV model
Omura, Akihiro
;
Cheung, Adrian Wai Kong
;
Su, Jen-je
- In:
Applied economics
56
(
2024
)
4
,
pp. 414-425
Persistent link: https://www.econbiz.de/10014440071
Saved in:
3
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Saved in:
4
Responsiveness of farm investment to price changes : evidence from the French crop sector
Femenia, Fabienne
;
Latruffe, Laure
;
Chavas, Jean-Paul
- In:
Applied economics
53
(
2021
)
34
,
pp. 3972-3983
Persistent link: https://www.econbiz.de/10012589550
Saved in:
5
When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
6
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
7
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
8
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
9
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
10
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->