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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial markets"
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation"
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Volatilität
Wechselkurs
Estimation
549
Schätzung
548
Capital income
157
Kapitaleinkommen
157
Theorie
139
Theory
139
Börsenkurs
137
Share price
137
Volatility
136
Stock market
108
Aktienmarkt
107
Welt
77
World
77
Forecasting model
73
Prognoseverfahren
73
Exchange rate
59
ARCH model
51
ARCH-Modell
51
USA
50
United States
50
Risikoprämie
49
Risk premium
49
Cointegration
48
Kointegration
48
Risiko
45
Risk
45
Portfolio selection
44
Portfolio-Management
44
Time series analysis
43
Zeitreihenanalyse
43
CAPM
41
Panel
40
Panel study
40
Oil price
36
Ölpreis
36
Anlageverhalten
35
Behavioural finance
35
Economic growth
34
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134
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3
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Article
174
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Article in journal
Aufsatz in Zeitschrift
174
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English
174
Author
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Xuan Vinh Vo
5
Balcilar, Mehmet
3
Brooks, Robert
3
Gupta, Rangan
3
Yin, Libo
3
Ahmad, Ahmad Hassan
2
Beckmann, Joscha
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Shyh-Wei
2
Do, Hung Xuan
2
Feng, Jiabao
2
Giannellis, Nikolaos
2
Hammoudeh, Shawkat
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Sang Hoon
2
Kumar, Dilip
2
Lee, Suzanne S.
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Wang, Yudong
2
Xie, Zixiong
2
Xu, Weiju
2
Abakah, Emmanuel Joel Aikins
1
Aboura, Sofiane
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Alsubaiei, Bader Jawid
1
Andersen, Torben
1
Andraz, Jorge M.
1
Apostolakis, George N.
1
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International review of economics & finance : IREF
Journal of financial markets
Applied economics
169
Energy economics
154
Economic modelling
145
Journal of international money and finance
144
Finance research letters
127
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of econometrics
105
Applied economics letters
101
Applied financial economics
98
Journal of banking & finance
91
Journal of empirical finance
88
Journal of international financial markets, institutions & money
88
Research in international business and finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
International journal of finance & economics : IJFE
72
Economics letters
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The journal of futures markets
64
Journal of risk and financial management : JRFM
61
International journal of economics and financial issues : IJEFI
60
The European journal of finance
55
International journal of forecasting
52
International journal of economics and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International Journal of Energy Economics and Policy : IJEEP
46
The empirical economics letters : a monthly international journal of economics
44
Journal of financial economics
41
Cogent economics & finance
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Journal of economic dynamics & control
38
Quantitative finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Journal of international economics
35
Pacific-Basin finance journal
35
Journal of forecasting
33
Journal of macroeconomics
33
Open economies review
33
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ECONIS (ZBW)
174
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
5
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
6
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
Saved in:
7
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
8
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
9
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
Saved in:
10
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
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