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subject:"Volatilität"
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Volatilität
Estimation
570
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171
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171
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150
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Caporale, Guglielmo Maria
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Journal of international money and finance
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Energy economics
124
International review of economics & finance : IREF
87
Applied economics
81
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
79
International review of financial analysis
75
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71
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57
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48
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47
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45
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44
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39
International journal of forecasting
36
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34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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33
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29
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25
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ECONIS (ZBW)
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1
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
2
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:
3
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
4
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
Saved in:
5
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
6
The asymmetric effect of geopolitical risk on China's crude oil prices : new evidence from a QARDL approach
Ren, Xiaohang
;
An, Yaning
;
Jin, Chenglu
- In:
Finance research letters
53
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472429
Saved in:
7
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
8
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
9
Fresh evidence on the oil-stock interactions under heterogeneous market conditions
Chowdhury, Kushal Banik
;
Garg, Bhavesh
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472686
Saved in:
10
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
11
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
12
Does solar activity affect the price of crude oil? : a causality and volatility analysis
Daglis, Theodoros
;
Yfanti, Stavroula
;
Xidonas, Panos
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014472998
Saved in:
13
Uncertainties under monetary tightening and easing shocks and different market states
Blampied, Nicolás
;
Mahadeo, Scott Mark Romeo
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014472999
Saved in:
14
Forecasting stock volatility during the stock market crash period : the role of Hawkes process
Fan, Lina
;
Yang, Hao
;
Zhai, Jia
;
Zhang, Xiaotao
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473015
Saved in:
15
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
16
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
17
The characteristics analysis of credit reallocation in China's corporate sector : from the volatility, spatiality, cyclicality and efficiency approach
Li, Xing
;
Ge, Xiangyu
;
Chen, Zhi
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473339
Saved in:
18
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
19
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
20
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
21
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
22
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk
;
Batten, Jonathan A.
;
Gozgor, Giray
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Saved in:
23
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
24
Is the Kimchi premium a speculative bubble?
Ok, Hyunmin
;
Kim, Jinyong
;
Kim, Yongsik
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513401
Saved in:
25
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
26
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
27
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
28
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
29
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
30
Time-varying and asymmetric impact of exchange rate on oil prices in India : evidence from a multiple threshold nonlinear ARDL model
Jalal, Rubia
;
Gopinathan, R.
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014245337
Saved in:
31
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
32
A new angle on excess consumption volatility in emerging countries : does house price matter?
Shin, Wonmun
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013435212
Saved in:
33
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
34
The origin of the law of one price deviations : insights from the good-level real exchange rate volatility
Nakamura, Fumitaka
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013438376
Saved in:
35
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi
;
Xie, Wenhao
- In:
Finance research letters
49
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
Saved in:
36
LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki
;
Iima, Hitoshi
;
Kitamura, Yoshihiro
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455587
Saved in:
37
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
38
Time-varying pricing of risk in sovereign bond futures returns
Malinská, Barbora
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
Saved in:
39
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
40
Heterogeneous stock traders, endogenous bubbles, and economic fluctuations
He, Yiyao
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10013457686
Saved in:
41
The relationship between trading volume, volatility and returns of Non-Fungible Tokens : evidence from a quantile approach
Yousaf, Imran
;
Yarovaya, Larisa
- In:
Finance research letters
50
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014234114
Saved in:
42
Regime-switching angular correlation diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
43
Decomposing the idiosyncratic volatility anomaly among euro area stocks
Annaert, Jan
;
De Ceuster, Marc J.
;
Van Doninck, Freek
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553642
Saved in:
44
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
45
Does behavioral-motivated volatility effect explain the beta anomaly? : evidence from China
Zhao, Lu
;
Lin, Lei
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341295
Saved in:
46
Extreme risk spillover between crude oil price and financial factors
Zhao, Wan-Li
;
Fan, Ying
;
Ji, Qiang
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341434
Saved in:
47
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
48
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Saved in:
49
Investor sentiment and mean-variance relation : evidence from emerging futures markets
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013341767
Saved in:
50
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
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