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~isPartOf:"International review of economics & finance : IREF"
~subject:"Estimation"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Estimation
Prognoseverfahren
Volatility
338
Volatilität
338
Börsenkurs
112
Share price
112
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110
Capital income
104
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104
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Ma, Feng
7
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4
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3
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1
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International review of economics & finance : IREF
Energy economics
223
Finance research letters
182
Applied economics
156
Economic modelling
154
International review of financial analysis
146
Journal of econometrics
128
The North American journal of economics and finance : a journal of financial economics studies
128
International journal of forecasting
122
Journal of forecasting
120
Journal of empirical finance
115
Journal of banking & finance
108
Applied economics letters
96
Applied financial economics
96
Working paper / National Bureau of Economic Research, Inc.
90
Working paper
89
NBER working paper series
86
Journal of international financial markets, institutions & money
83
Research in international business and finance
83
The journal of futures markets
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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78
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77
Discussion paper / Tinbergen Institute
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Economics letters
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67
The European journal of finance
64
International journal of finance & economics : IJFE
58
CESifo working papers
56
Quantitative finance
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Discussion paper / Centre for Economic Policy Research
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Journal of financial econometrics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Pacific-Basin finance journal
45
Journal of financial economics
44
International Journal of Energy Economics and Policy : IJEEP
42
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
10
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
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