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isPartOf:"MPRA Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Capital income"
~subject:"Risiko"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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Capital income
Risiko
Stock market
Volatility
412
Volatilität
324
Börsenkurs
115
Share price
115
ARCH model
102
ARCH-Modell
101
Aktienmarkt
98
Estimation
96
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volatility
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English
172
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Gupta, Rangan
9
Kang, Sang Hoon
6
Mensi, Walid
6
Xuan Vinh Vo
6
Dai, Zhifeng
4
Wohar, Mark E.
4
Zhuang, Xintian
4
Gao, Yang
3
Hammoudeh, Shawkat
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Jung, Hojin
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Kim, Jong-Min
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Li, Yanshuang
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Su, Xianfang
3
Ur Rehman, Mobeen
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Wang, Jian
3
Zhu, Huiming
3
Asai, Manabu
2
Balcilar, Mehmet
2
Bianconi, Marcelo
2
Caporin, Massimiliano
2
Chiang, Thomas C.
2
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2
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2
Ji, Qiang
2
Jiang, Yong
2
Jiang, Yonghong
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2
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Nonejad, Nima
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Qiao, Gaoxiu
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Ren, Ying-hua
2
Ryu, Doojin
2
Salisu, Afees A.
2
Sarwar, Ghulam
2
Sensoy, Ahmet
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
272
International review of financial analysis
210
Energy economics
202
International review of economics & finance : IREF
176
Journal of banking & finance
158
Applied economics
147
Economic modelling
140
Research in international business and finance
139
Journal of empirical finance
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NBER working paper series
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Applied economics letters
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82
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69
The European journal of finance
66
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
65
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62
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61
International journal of finance & economics : IJFE
60
International journal of forecasting
58
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55
CESifo working papers
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Cogent economics & finance
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49
The review of financial studies
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International Journal of Energy Economics and Policy : IJEEP
48
Investment management and financial innovations
47
The journal of futures markets
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International journal of economics and finance
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ECONIS (ZBW)
172
RePEc
2
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174
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1
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
2
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
3
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
4
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
5
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
6
Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014485226
Saved in:
7
COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Jin, Xiu
;
Liu, Yueli
;
Yu, Jinming
;
Huang, Weiqiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485324
Saved in:
8
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
9
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
10
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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