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subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"Kointegration"
~subject:"Stock index"
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Volatilität
Kointegration
Stock index
Estimation
495
Schätzung
495
Volatility
156
USA
127
United States
127
Börsenkurs
123
Share price
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Capital income
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Kapitaleinkommen
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Anlageverhalten
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Behavioural finance
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Beckmann, Joscha
3
Belke, Ansgar
3
Wohar, Mark E.
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Agarwalla, Sobhesh Kumar
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Al-Yahyaee, Khamis Hamed
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Ho, Kin-Yip
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Ji, Qiang
2
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McAleer, Michael
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Salisu, Afees A.
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Shi, Yanlin
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Tan, Chunzhi
2
Wang, George H. K.
2
Xu, Ke
2
Xuan Vinh Vo
2
Zaatour, Riadh
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Applied economics
249
Economic modelling
220
Energy economics
195
Applied economics letters
172
International review of economics & finance : IREF
153
Finance research letters
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of econometrics
121
International review of financial analysis
119
CESifo working papers
117
International Journal of Energy Economics and Policy : IJEEP
115
Applied financial economics
112
International journal of economics and financial issues : IJEFI
110
Research in international business and finance
101
Journal of banking & finance
98
Working paper
97
International journal of economics and finance
96
Journal of empirical finance
93
The empirical economics letters : a monthly international journal of economics
93
Journal of international financial markets, institutions & money
89
Journal of international money and finance
89
Working paper / National Bureau of Economic Research, Inc.
85
NBER working paper series
84
Economics letters
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
NBER Working Paper
76
Cogent economics & finance
75
Journal of risk and financial management : JRFM
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
International journal of finance & economics : IJFE
69
Discussion paper / Tinbergen Institute
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Theoretical and applied economics : GAER review
59
The European journal of finance
56
Discussion paper / Centre for Economic Policy Research
55
International journal of forecasting
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
Econometric reviews
44
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ECONIS (ZBW)
200
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
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:
7
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:
8
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
9
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:
10
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
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