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subject:"United States"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Volatilität"
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United States
Volatilität
Estimation
66
Schätzung
66
Theorie
27
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27
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21
Volatility
20
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19
Zeitreihenanalyse
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38
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Article in journal
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English
38
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Brooks, Robert
Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Caporale, Guglielmo Maria
37
Wohar, Mark E.
37
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28
Balcilar, Mehmet
26
Ma, Feng
26
McAleer, Michael
25
Pierdzioch, Christian
25
Todorov, Viktor
25
Bouri, Elie
24
Apergēs, Nikolaos
23
Xuan Vinh Vo
23
Tiwari, Aviral Kumar
21
Kumar, Dilip
20
Hsing, Yu
18
Kang, Sang Hoon
17
McMillan, David G.
16
Mensi, Walid
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Asai, Manabu
15
Belke, Ansgar
15
Hegerty, Scott W.
15
Payne, James E.
15
Rashid, Abdul
15
Yoon, Seong-min
15
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14
Hammoudeh, Shawkat
14
Heckman, James J.
14
Jawadi, Fredj
14
Lee, Chien-chiang
14
Li, Jia
14
Sarno, Lucio
14
Wang, Yudong
14
Wei, Yu
14
Caporin, Massimiliano
13
Chiang, Thomas C.
13
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Journal of empirical finance
4
International review of economics & finance : IREF
3
International review of financial analysis
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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Oxford bulletin of economics and statistics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
38
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1
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
2
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
3
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
4
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
5
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
6
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
7
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
8
An option valuation framework based on arithmetic Brownian motion : justification and implementation issues
Brooks, Robert
;
Brooks, Joshua A.
- In:
The journal of financial research
40
(
2017
)
3
,
pp. 401-427
Persistent link: https://www.econbiz.de/10011723125
Saved in:
9
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
10
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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