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isPartOf:"Journal of econometrics"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Volatilität
1,410
Volatility
1,409
Theorie
425
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425
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365
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365
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322
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257
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Bollerslev, Tim
29
Andersen, Torben
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Aït-Sahalia, Yacine
19
Todorov, Viktor
19
Aizenman, Joshua
16
Tauchen, George Eugene
16
Diebold, Francis X.
14
Bekaert, Geert
12
McAleer, Michael
12
Gupta, Rangan
9
Meddahi, Nour
9
Engle, Robert F.
8
Ghysels, Eric
8
Mykland, Per A.
8
Patton, Andrew J.
8
Schwert, George William
8
Xiu, Dacheng
8
Edwards, Sebastian
7
Li, Jia
7
Ma, Feng
7
Bansal, Ravi
6
Caballero, Ricardo J.
6
Calvet, Laurent E.
6
Campbell, John Y.
6
Cavaliere, Giuseppe
6
Davis, Steven J.
6
Fernández-Villaverde, Jesús
6
Gallant, A. Ronald
6
Itō, Takatoshi
6
Kim, Donggyu
6
Li, Yingying
6
Renò, Roberto
6
Rose, Andrew
6
Rubio-Ramírez, Juan Francisco
6
Shephard, Neil G.
6
Zhang, Yaojie
6
Ang, Andrew
5
Asai, Manabu
5
Bloom, Nicholas
5
Chang, Chia-Lin
5
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Conference on Realized Volatility <2006, Montréal>
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324
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261
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236
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222
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198
Journal of risk and financial management : JRFM
197
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185
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184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
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171
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170
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165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
153
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150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
International journal of forecasting
140
Journal of forecasting
131
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ECONIS (ZBW)
1,411
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1
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
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2
Does natural gas volatility affect Bitcoin volatility? : evidence from the HAR-RV model
Omura, Akihiro
;
Cheung, Adrian Wai Kong
;
Su, Jen-je
- In:
Applied economics
56
(
2024
)
4
,
pp. 414-425
Persistent link: https://www.econbiz.de/10014440071
Saved in:
3
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Saved in:
4
Responsiveness of farm investment to price changes : evidence from the French crop sector
Femenia, Fabienne
;
Latruffe, Laure
;
Chavas, Jean-Paul
- In:
Applied economics
53
(
2021
)
34
,
pp. 3972-3983
Persistent link: https://www.econbiz.de/10012589550
Saved in:
5
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
6
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
7
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
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8
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
9
Institutional investor attention and stock market volatility and liquidity : international evidence
El Ouadghiri, Imane
;
Erragragui, Elias
;
Jaballah, Jamil
; …
- In:
Applied economics
54
(
2022
)
42
,
pp. 4839-4854
Persistent link: https://www.econbiz.de/10013411048
Saved in:
10
Effects of Covid-19 on the BIST 100 network structure
Şükrüoğlu, Deniz
- In:
Applied economics
54
(
2022
)
52
,
pp. 5991-6007
Persistent link: https://www.econbiz.de/10013411335
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