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type_genre:"Article in journal"
type_genre:"Ranking"
~accessRights:"restricted"
~isPartOf:"Journal of economics and finance"
~subject:"Time series analysis"
~subject:"Volatility"
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Time series analysis
Volatility
Estimation
35
Schätzung
35
Volatilität
14
Börsenkurs
12
Share price
12
Capital income
11
Kapitaleinkommen
11
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Gupta, Rangan
2
Anjum, Hassan
1
Antonakakis, Nikolaos
1
Auer, Benjamin R.
1
Bahmani-Oskooee, Mohsen
1
Balcilar, Mehmet
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Balparda, Borja
1
Budd, Bruce Q.
1
Caporale, Guglielmo Maria
1
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1
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1
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1
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1
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1
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1
Kuttu, Saint
1
Mateev, Miroslav
1
Murphy, Finbarr
1
Niroomand, Farhang
1
O'Brien, Fergal
1
Perez Liston, Daniel
1
Saha, Sujata
1
Sehgal, Sanjay
1
Shaw, Frances
1
Siakoulis, Vasileios G.
1
Tiwari, Aviral Kumar
1
Venetis, Ioannis A.
1
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Journal of economics and finance
Energy economics
150
Economic modelling
128
Finance research letters
127
Applied economics
124
Journal of econometrics
111
International review of economics & finance : IREF
105
The North American journal of economics and finance : a journal of financial economics studies
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
International review of financial analysis
79
Economics letters
78
Applied economics letters
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Research in international business and finance
68
International journal of forecasting
67
Journal of banking & finance
55
Journal of international financial markets, institutions & money
55
Journal of empirical finance
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Journal of international money and finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of economic dynamics & control
37
Journal of financial econometrics
35
International journal of finance & economics : IJFE
33
Econometric reviews
32
Pacific-Basin finance journal
32
Quantitative finance
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Emerging markets, finance and trade : EMFT
27
Journal of financial economics
27
Journal of macroeconomics
27
Macroeconomic dynamics
26
Computational economics
25
The European journal of finance
25
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24
Journal of financial markets
22
International journal of economics and finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of quantitative economics
19
Global finance journal
18
International journal of emerging markets
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ECONIS (ZBW)
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1
An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
Saved in:
2
Cross-market information spillover and the performance of technical trading in the foreign exchange market
Chang, Yung-ho
- In:
Journal of economics and finance
43
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012171037
Saved in:
3
Volatility relation between credit default swap and stock market : new empirical tests
Mateev, Miroslav
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 681-712
Persistent link: https://www.econbiz.de/10012385165
Saved in:
4
Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
5
Are standard asset pricing factors long-range dependent?
Auer, Benjamin R.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
Saved in:
6
On the relation between exchange rates and stock prices : a non-linear ARDL approach and asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 112-137
Persistent link: https://www.econbiz.de/10011978144
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7
The transmission of international stock market volatilities
Budd, Bruce Q.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011978148
Saved in:
8
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
9
The impact of interest rate volatility on financial market inclusion : evidence from emerging markets
Hajilee, Massomeh
;
Niroomand, Farhang
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 352-368
Persistent link: https://www.econbiz.de/10012031012
Saved in:
10
Asymmetric mean reversion and volatility in African real exchange rates
Kuttu, Saint
- In:
Journal of economics and finance
42
(
2018
)
3
,
pp. 575-590
Persistent link: https://www.econbiz.de/10012031091
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