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subject:"United Kingdom"
~accessRights:"restricted"
~subject:"Volatilität"
~type:"article"
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United Kingdom
Volatilität
Estimation
18,544
Schätzung
18,376
Theorie
3,593
Theory
3,593
Volatility
2,540
Capital income
2,509
Kapitaleinkommen
2,508
Börsenkurs
2,230
Share price
2,230
Welt
2,048
World
2,048
Panel
1,735
Panel study
1,728
Forecasting model
1,668
Prognoseverfahren
1,668
Stock market
1,552
Aktienmarkt
1,548
Economic growth
1,500
Wirtschaftswachstum
1,495
Time series analysis
1,400
Zeitreihenanalyse
1,398
Cointegration
1,377
Kointegration
1,371
USA
1,273
United States
1,273
Estimation theory
1,170
Schätztheorie
1,170
ARCH model
1,061
ARCH-Modell
1,061
Impact assessment
1,016
Wirkungsanalyse
1,016
Monetary policy
1,007
Geldpolitik
1,006
VAR model
1,001
VAR-Modell
997
Deutschland
958
Germany
958
Risk
951
Risiko
934
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598
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Book / Working Paper
288
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Article in journal
2,797
Aufsatz in Zeitschrift
2,797
Aufsatz im Buch
34
Book section
34
Conference paper
16
Konferenzbeitrag
16
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2,835
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Gupta, Rangan
59
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Balcilar, Mehmet
20
Wohar, Mark E.
18
Pierdzioch, Christian
17
Gil-Alaña, Luis A.
16
Todorov, Viktor
16
Xuan Vinh Vo
16
Kang, Sang Hoon
14
Mensi, Walid
14
Bollerslev, Tim
13
Li, Jia
13
Tiwari, Aviral Kumar
13
Wei, Yu
13
Wu, Xinyu
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Yoon, Seong-min
11
Caporale, Guglielmo Maria
10
Demirer, Rıza
10
Jawadi, Fredj
10
Zhang, Yaojie
10
Apergēs, Nikolaos
9
Brooks, Robert
9
Chevallier, Julien
9
Hammoudeh, Shawkat
9
McAleer, Michael
9
Clements, Adam
8
Ji, Qiang
8
Lau, Chi Keung
8
Sehgal, Sanjay
8
Shi, Yanlin
8
Tauchen, George Eugene
8
Yin, Libo
8
Chan, Joshua
7
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Energy economics
127
Finance research letters
119
Applied economics
96
International review of economics & finance : IREF
93
Economic modelling
88
The North American journal of economics and finance : a journal of financial economics studies
83
International review of financial analysis
78
Journal of econometrics
72
Research in international business and finance
60
Journal of banking & finance
53
Economics letters
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of international financial markets, institutions & money
48
Journal of empirical finance
47
Journal of international money and finance
45
Applied economics letters
43
International journal of forecasting
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
International journal of finance & economics : IJFE
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of financial econometrics
30
The European journal of finance
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Pacific-Basin finance journal
28
Quantitative finance
28
Journal of financial economics
27
Emerging markets, finance and trade : EMFT
24
Journal of economic dynamics & control
24
Journal of financial markets
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Macroeconomic dynamics
18
Review of quantitative finance and accounting
18
Global finance journal
17
International journal of economics and finance
17
Econometric reviews
16
International journal of emerging markets
16
The journal of futures markets
16
Journal of economics and finance
14
Journal of macroeconomics
14
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ECONIS (ZBW)
2,835
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1
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:
2
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:
3
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:
4
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:
5
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
6
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:
7
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
8
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
9
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
10
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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