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subject:"Prognoseverfahren"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Spillover effect"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Spillover effect
Volatility
171
Volatilität
171
Börsenkurs
71
Share price
71
Aktienmarkt
66
Stock market
66
Capital income
63
Kapitaleinkommen
63
China
46
Estimation
34
Schätzung
34
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28
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24
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Behavioural finance
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Welt
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Risk
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Spillover-Effekt
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United States
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Theorie
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Australien
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Jiang, Fuwei
2
Lee, Hsiu-chuan
2
Shi, Yongdong
2
Wang, Tianyang
2
Ajlouni, Ahmed AL
1
Aloui, Chaker
1
Amar, Amine Ben
1
An, Yunbi
1
Balli, Faruk
1
Beljid, Makram
1
Boulter, Terry
1
Brooks, Robert
1
Chai, Daniel J. P.
1
Chaibi, Anis
1
Chan, Kam C.
1
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1
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1
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1
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1
Cheng, Tingting
1
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1
Cohen, Michael
1
Dash, Saumya Ranjan
1
Dean, Warren G.
1
Diao, Xundi
1
Faff, Robert W.
1
Fei, Tianlun
1
Ftiti, Zied
1
Fung, Hung-gay
1
Hadhri, Sinda
1
Hammoudeh, Shawkat
1
Hkiri, Besma
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Ho, Tu
1
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1
Jiang, Yuexiang
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Jin, Xuejun
1
Kam Fong Chan
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Kang, Sang Hoon
1
Korsakul, Nattawadee
1
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Pacific-Basin finance journal
Energy economics
231
Finance research letters
181
International review of financial analysis
144
International journal of forecasting
124
The North American journal of economics and finance : a journal of financial economics studies
122
International review of economics & finance : IREF
119
Journal of forecasting
114
Economic modelling
104
Applied economics
90
Research in international business and finance
79
Journal of banking & finance
68
Journal of empirical finance
59
Journal of international financial markets, institutions & money
59
Journal of risk and financial management : JRFM
58
Applied economics letters
51
Journal of econometrics
51
International journal of finance & economics : IJFE
47
Discussion paper / Tinbergen Institute
46
The journal of futures markets
45
Working paper
45
Applied financial economics
41
Department of Economics working paper series
41
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
35
The European journal of finance
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric Institute research papers
33
Economics letters
33
Financial innovation : FIN
33
Journal of international money and finance
33
Quantitative finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International Journal of Energy Economics and Policy : IJEEP
25
CESifo working papers
24
Computational economics
24
Journal of financial econometrics
24
Risks : open access journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of financial economics
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1
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
2
Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu
;
Liu, Xin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
Saved in:
5
COVID-19 vaccinations and risk spillovers : evidence from Asia-Pacific stock markets
Li, Yanshuang
;
Shi, Yujie
;
Shi, Yongdong
;
Yi, Shangkun
; …
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463146
Saved in:
6
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
7
Market intraday momentum : APAC evidence
Limkriangkrai, Manapon
;
Chai, Daniel J. P.
;
Zheng, Gaoping
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463346
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
Saved in:
10
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Cheng, Tingting
;
Liu, Junli
;
Yao, Wenying
;
Zhao, Albert Bo
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014513730
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