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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
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Volatilität
Estimation
1,143
Schätzung
1,141
Theorie
252
Theory
252
Volatility
218
Capital income
211
Kapitaleinkommen
211
Börsenkurs
188
Share price
188
Aktienmarkt
173
Stock market
173
Welt
158
World
158
Forecasting model
126
Prognoseverfahren
126
Cointegration
121
Kointegration
120
Panel
120
Panel study
120
Time series analysis
119
Zeitreihenanalyse
119
Geldpolitik
100
Monetary policy
100
Economic growth
97
ARCH model
96
ARCH-Modell
96
Wirtschaftswachstum
96
EU countries
94
EU-Staaten
94
USA
90
United States
90
Schock
81
Shock
81
VAR model
79
VAR-Modell
79
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78
Konjunktur
78
Exchange rate
70
Risk
70
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Undetermined
154
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1
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Article
218
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Article in journal
Aufsatz in Zeitschrift
218
Language
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English
218
Author
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Degiannakis, Stavros
3
Kumar, Dilip
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Antonakakis, Nikolaos
2
Bohl, Martin T.
2
Bouri, Elie
2
Brooks, Chris
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Cross, Jamie
2
Fabozzi, Frank J.
2
Feng, Yun
2
Floros, Christos
2
Gatfaoui, Hayette
2
Gong, Xue
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
In, Francis Haeuck
2
Kiani, Khurshid M.
2
Li, Haiqi
2
Li, Yong
2
Liu, Jia
2
Liu, Li
2
Ma, Feng
2
Maheswaran, S.
2
Narayan, Paresh Kumar
2
Ngene, Geoffrey M.
2
Park, Sung Y.
2
Roubaud, David
2
Serdengeçti, Süleyman
2
Smales, Lee A.
2
Wang, Nianling
2
Wang, Tianyi
2
Wu, Eliza
2
Xuan Vinh Vo
2
Abad Díaz, David
1
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Economic modelling
International review of financial analysis
Energy economics
142
Applied economics
125
Finance research letters
118
International review of economics & finance : IREF
110
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
218
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11
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
12
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
13
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
14
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
15
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
16
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
17
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
18
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
19
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
20
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
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