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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial economics"
~subject:"Stock market"
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Volatilität
Stock market
Estimation
1,995
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1,995
Theorie
399
Theory
399
USA
297
United States
297
Capital income
227
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Bollerslev, Tim
5
Yoon, Seong-min
5
Ma, Feng
4
Todorov, Viktor
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Christoffersen, Peter F.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Hammoudeh, Shawkat
3
Li, Bin
3
Tiwari, Aviral Kumar
3
Umar, Zaghum
3
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3
Zaremba, Adam
3
Zhang, Yaojie
3
Aloui, Chaker
2
Bahmani-Oskooee, Mohsen
2
Fusari, Nicola
2
Hassan, M. Kabir
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Ito, Mikio
2
Jacobs, Kris
2
Jammazi, Rania
2
Jareño, Francisco
2
Jawadi, Fredj
2
Jena, Sangram Keshari
2
Kaniel, Ron
2
Kelly, Bryan T.
2
Kim, Jong-Min
2
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2
Long, Huaigang
2
Ma, Jun
2
Moskowitz, Tobias J.
2
Nguyen, Duc Khuong
2
Noda, Akihiko
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Ren, Ying-hua
2
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Applied economics
Journal of financial economics
Finance research letters
170
International review of economics & finance : IREF
170
Economic modelling
169
International review of financial analysis
159
Energy economics
147
Applied economics letters
131
The North American journal of economics and finance : a journal of financial economics studies
129
Applied financial economics
123
Working paper / National Bureau of Economic Research, Inc.
116
Journal of banking & finance
112
NBER working paper series
111
Research in international business and finance
111
Journal of empirical finance
108
Journal of econometrics
107
Journal of international financial markets, institutions & money
106
NBER Working Paper
102
Journal of international money and finance
88
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83
The European journal of finance
75
CESifo working papers
72
Journal of risk and financial management : JRFM
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
67
Discussion paper / Centre for Economic Policy Research
65
The journal of futures markets
63
International journal of finance & economics : IJFE
62
Pacific-Basin finance journal
62
International journal of economics and finance
61
Discussion paper / Tinbergen Institute
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Cogent economics & finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of forecasting
49
International journal of economics and financial issues : IJEFI
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Emerging markets, finance and trade : EMFT
42
Review of quantitative finance and accounting
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ECONIS (ZBW)
233
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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
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
9
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
10
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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