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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of international money and finance"
~subject:"Share price"
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Volatilität
Share price
Estimation
2,194
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2,193
Theorie
465
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465
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325
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325
Welt
284
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284
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193
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Article in journal
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Umar, Zaghum
6
Ma, Feng
4
Yoon, Seong-min
4
Zhu, Huiming
4
Caporale, Guglielmo Maria
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Long, Huaigang
3
Ma, Jun
3
Yang, Chunpeng
3
Zaremba, Adam
3
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3
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2
Allen, David E.
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
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2
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2
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2
Hossain, Akhand Akhtar
2
Kim, Jong-Min
2
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2
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2
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2
McAleer, Michael
2
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2
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2
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2
Soave, Gian Paulo
2
Sornette, Didier
2
Spagnolo, Nicola
2
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2
Vu, Nam T.
2
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Applied economics
Journal of international money and finance
Finance research letters
189
International review of economics & finance : IREF
170
Economic modelling
163
Energy economics
159
International review of financial analysis
159
Applied economics letters
155
Journal of banking & finance
151
The North American journal of economics and finance : a journal of financial economics studies
144
Applied financial economics
131
Journal of empirical finance
130
Journal of econometrics
119
Journal of international financial markets, institutions & money
112
Research in international business and finance
107
Journal of financial economics
85
Journal of risk and financial management : JRFM
84
The journal of futures markets
82
Economics letters
79
The European journal of finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Pacific-Basin finance journal
71
International journal of finance & economics : IJFE
69
International journal of economics and finance
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Review of quantitative finance and accounting
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
International journal of economics and financial issues : IJEFI
57
Cogent economics & finance
56
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Journal of financial markets
48
Quantitative finance
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
The journal of finance : the journal of the American Finance Association
46
The empirical economics letters : a monthly international journal of economics
43
International Journal of Energy Economics and Policy : IJEEP
41
Journal of forecasting
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ECONIS (ZBW)
271
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271
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1
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
2
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
8
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
Saved in:
9
Local labor market and the cross section of stock returns
Ge, Yao
;
Qiao, Zheng
;
Zheng, Hao
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478202
Saved in:
10
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
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