//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~person:"Liao, Yin"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
3
Volatilität
3
High-frequency data
2
Aktienmarkt
1
Analysis of variance
1
Börsenkurs
1
Capital income
1
China
1
Cojumps
1
Correlation
1
Covariance
1
Emerging economies
1
Emerging market fear
1
Estimation
1
Extreme risk connectedness
1
Financial crisis
1
Financial institutions
1
Financial sector
1
Finanzkrise
1
Finanzsektor
1
First-high-low-last price
1
Forecasting model
1
Globalisierung
1
Globalization
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitaleinkommen
1
Korrelation
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Realized co-range
1
Realized covariance
1
Realized jumps
1
Schwellenländer
1
Schätzung
1
Share price
1
Statistical test
1
Statistischer Test
1
Stock market
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Liao, Yin
Skiadopoulos, George
6
Frino, Alex
5
Kalev, Petko S.
5
Taylor, Stephen
5
Wei, K. C. John
5
Chang, Eric Chieh
4
Clements, Adam
4
Faff, Robert W.
4
Hammoudeh, Shawkat
4
Jiang, George J.
4
Prokopczuk, Marcel
4
Zhou, Hao
4
Alexander, Carol
3
An, Yunbi
3
Branger, Nicole
3
Chan, Yue-cheong
3
Choudhry, Taufiq
3
Christiansen, Charlotte
3
Doran, James S.
3
Driessen, Joost
3
Jiang, Christine X.
3
Kam Fong Chan
3
Konstantinidi, Eirini
3
Lee, Bong-soo
3
Li, Junye
3
Liu, Qingfu
3
Nartea, Gilbert V.
3
Pan, Zheyao
3
Peterson, David R.
3
Shackleton, Mark B.
3
Shi, Yongdong
3
Tse, Yiuman
3
Wese Simen, Chardin
3
Aitken, Michael J.
2
Aloui, Chaker
2
Anderson, Hamish D.
2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Baig, Ahmed S.
2
more ...
less ...
Published in...
All
Journal of banking & finance
Pacific-Basin finance journal
NCER working paper series
6
Energy economics
2
International journal of forecasting
2
Journal of empirical finance
2
CAMA working paper series
1
Centre for Applied Macroeconomic Analysis Working Paper
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extreme risk connectedness among global major financial institutions : links to globalization and emerging market fear
Liao, Yin
;
Pan, Zheyao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013552682
Saved in:
2
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
3
The benefit of modeling jumps in realized volatility for risk prediction : evidence from Chinese mainland stocks
Liao, Yin
- In:
Pacific-Basin finance journal
23
(
2013
),
pp. 25-48
Persistent link: https://www.econbiz.de/10009737829
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->