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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Lee, Chien-chiang"
~type:"article"
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Volatilität
Estimation
116
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116
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45
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45
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45
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Bali, Turan G.
Bollerslev, Tim
Lee, Chien-chiang
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Pierdzioch, Christian
23
Bouri, Elie
21
Kumar, Dilip
20
Wohar, Mark E.
20
Xuan Vinh Vo
20
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19
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16
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16
Gil-Alaña, Luis A.
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
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13
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12
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12
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12
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12
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12
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12
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11
Floros, Christos
11
Hammoudeh, Shawkat
11
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11
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11
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Journal of econometrics
8
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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2
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1
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ECONIS (ZBW)
45
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
3
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
4
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
5
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
7
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
8
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
9
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
10
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
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