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isPartOf:"Journal of econometrics"
~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"NBER working paper series"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Volatility
236
Volatilität
236
Estimation
99
Schätzung
99
Time series analysis
85
Zeitreihenanalyse
85
Estimation theory
76
Schätztheorie
76
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Todorov, Viktor
10
Aït-Sahalia, Yacine
8
Andersen, Torben
7
Bollerslev, Tim
6
Kim, Donggyu
6
Li, Jia
6
Ma, Feng
6
McAleer, Michael
6
Tauchen, George Eugene
6
Xiu, Dacheng
6
Asai, Manabu
5
Li, Yingying
5
Liang, Chao
5
Patton, Andrew J.
5
Cavaliere, Giuseppe
4
Hallin, Marc
4
Li, Xiafei
4
Mykland, Per A.
4
Wei, Yu
4
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Christensen, Kim
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Kong, Xin-Bing
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Marcellino, Massimiliano
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Rahbek, Anders
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Salisu, Afees A.
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Taylor, Robert
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3
Yang, Xiye
3
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3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
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Journal of econometrics
International journal of finance & economics : IJFE
NBER working paper series
Finance research letters
476
Energy economics
466
International review of financial analysis
287
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
249
Applied economics
237
Economic modelling
218
Research in international business and finance
202
Quantitative finance
166
Journal of banking & finance
150
Economics letters
136
Applied economics letters
124
Journal of international financial markets, institutions & money
123
Journal of empirical finance
121
Pacific-Basin finance journal
113
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Journal of international money and finance
98
International journal of forecasting
97
Journal of financial economics
93
Emerging markets, finance and trade : EMFT
91
The journal of futures markets
88
Computational economics
83
Journal of economic dynamics & control
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
International journal of theoretical and applied finance
67
The European journal of finance
64
Journal of financial econometrics
63
Journal of forecasting
61
International journal of financial engineering
57
Journal of financial markets
57
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Global finance journal
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
European journal of operational research : EJOR
47
Journal of mathematical finance
47
Review of quantitative finance and accounting
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ECONIS (ZBW)
237
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1
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
2
Exchange rate and volatility : a bibliometric review
Flores-Sosa, Martha
;
Avilés-Ochoa, Ezequiel
;
Merigo, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1419-1442
Persistent link: https://www.econbiz.de/10012815082
Saved in:
3
Crude oil market and Nigerian stocks : an asymmetric information spillover approach
Okorie, David Iheke
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4002-4017
Persistent link: https://www.econbiz.de/10013461304
Saved in:
4
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
5
Implications of the overconfidence bias in presence of private information : evidence from MENA stock markets
Boussaidi, Ramzi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3660-3678
Persistent link: https://www.econbiz.de/10013330733
Saved in:
6
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
7
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
8
Volatility spillovers during normal and high volatility states and their driving factors : a cross-country and cross-asset analysis
Iqbal, Najaf
;
Bouri, Elie
;
Liu, Guangrui
;
Kumar, Ashish
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 975-995
Persistent link: https://www.econbiz.de/10014470054
Saved in:
9
The effect of the US dollar exchange rate on oil prices : an oil financialization perspective
Wang, Panpan
;
Liu, Xiaoxing
;
Ho, Tsungwu
;
Li, Yishi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10014532662
Saved in:
10
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
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