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type_genre:"Article in journal"
subject:"Volatilität"
~person:"Clements, Adam"
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Volatilität
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Clements, Adam
Gupta, Rangan
59
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33
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25
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24
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23
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
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1
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
2
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
3
Firm-specific information and systemic risk
Clements, Adam
;
Liao, Yin
- In:
Economic modelling
90
(
2020
),
pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
Saved in:
4
Which oil shocks really matter in equity markets?
Clements, Adam
;
Shield, Cody
;
Thiele, Stephen
- In:
Energy economics
81
(
2019
),
pp. 134-141
Persistent link: https://www.econbiz.de/10012172674
Saved in:
5
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
6
Common trends in global volatility
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of international money and finance
67
(
2016
),
pp. 194-214
Persistent link: https://www.econbiz.de/10011711615
Saved in:
7
Volatility transmission in global financial markets
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of empirical finance
32
(
2015
),
pp. 3-18
Persistent link: https://www.econbiz.de/10011556742
Saved in:
8
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
Saved in:
9
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
10
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
Saved in:
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