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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Li, Jia"
~person:"Salisu, Afees A."
~subject:"Zeitreihenanalyse"
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Volatilität
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50
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23
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23
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Li, Jia
Salisu, Afees A.
Gil-Alaña, Luis A.
84
Gupta, Rangan
79
Bahmani-Oskooee, Mohsen
47
Caporale, Guglielmo Maria
47
Tiwari, Aviral Kumar
34
Wohar, Mark E.
26
Ma, Feng
25
Chang, Tsangyao
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Balcilar, Mehmet
23
Bollerslev, Tim
23
Bouri, Elie
23
McAleer, Michael
23
Moosa, Imad A.
21
Xuan Vinh Vo
21
Kumar, Dilip
20
McMillan, David G.
20
Narayan, Paresh Kumar
20
Brooks, Robert
16
Kang, Sang Hoon
16
Koopman, Siem Jan
16
Lee, Chien-chiang
16
Mensi, Walid
16
Rashid, Abdul
16
Asai, Manabu
15
Tauchen, George Eugene
15
Wang, Yudong
15
Nonejad, Nima
14
Wei, Yu
14
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13
Apergēs, Nikolaos
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
Hegerty, Scott W.
13
Miller, Stephen M.
13
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13
Shi, Yanlin
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Journal of econometrics
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2
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ECONIS (ZBW)
27
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1
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
4
Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks
Sani, Zainab
;
Salisu, Afees A.
;
Onyia, Eucharia
;
Anih, …
- In:
Economics and Business Letters : EBL
9
(
2020
)
2
,
pp. 73-83
Persistent link: https://www.econbiz.de/10012216768
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
7
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
8
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
9
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
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