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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Wechselkurs"
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Volatility
Forecasting model
Wechselkurs
Estimation
664
Schätzung
663
Volatilität
170
Theorie
157
Theory
157
Börsenkurs
141
Share price
141
Capital income
136
Kapitaleinkommen
136
USA
125
United States
125
Welt
98
World
98
Stock market
97
Aktienmarkt
96
Prognoseverfahren
76
ARCH model
67
ARCH-Modell
67
Exchange rate
57
Cointegration
53
Kointegration
53
Commodity derivative
46
Rohstoffderivat
46
Portfolio selection
45
Portfolio-Management
45
Risiko
45
Risk
45
Time series analysis
45
Zeitreihenanalyse
45
Hedging
43
Oil price
41
Risikoprämie
41
Risk premium
41
Ölpreis
41
Index futures
40
Index-Futures
40
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40
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2
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English
249
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Xuan Vinh Vo
5
Balcilar, Mehmet
4
Brooks, Robert
3
Gupta, Rangan
3
Wang, Yudong
3
Yin, Libo
3
Agarwalla, Sobhesh Kumar
2
Ahmad, Ahmad Hassan
2
Beckmann, Joscha
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Shyh-Wei
2
Das, Debojyoti
2
Dhaene, Geert
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Feng, Jiabao
2
Fonseca, José da
2
Giannellis, Nikolaos
2
Hammoudeh, Shawkat
2
Han, Liyan
2
He, Zhifang
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Jangkoo
2
Kang, Sang Hoon
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Lee, Doowon
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Lim, Kian-Guan
2
Ma, Feng
2
Malik, Farooq
2
McAleer, Michael
2
McMillan, David G.
2
Mensi, Walid
2
Onochie, Joseph I.
2
Ryu, Doojin
2
Salisu, Afees A.
2
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International review of economics & finance : IREF
The journal of futures markets
Applied economics
221
Economic modelling
185
Finance research letters
185
Energy economics
178
Journal of international money and finance
157
International journal of forecasting
156
International review of financial analysis
153
Working paper / National Bureau of Economic Research, Inc.
153
NBER working paper series
147
Journal of econometrics
144
Journal of banking & finance
142
The North American journal of economics and finance : a journal of financial economics studies
141
Applied economics letters
140
NBER Working Paper
137
Journal of empirical finance
133
Working paper
127
Discussion paper / Centre for Economic Policy Research
119
CESifo working papers
117
Journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Applied financial economics
111
Journal of international financial markets, institutions & money
105
Economics letters
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Research in international business and finance
91
Discussion paper / Tinbergen Institute
86
Journal of financial economics
83
International journal of finance & economics : IJFE
81
The European journal of finance
75
Journal of risk and financial management : JRFM
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and financial issues : IJEFI
62
Discussion papers / CEPR
59
International journal of economics and finance
56
Pacific-Basin finance journal
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of applied econometrics
53
Discussion paper
52
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ECONIS (ZBW)
249
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
10
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
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