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subject:"Volatility"
~language:"eng"
~subject:"Aktienmarkt"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
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Estimation
117,447
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25,677
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Caporale, Guglielmo Maria
226
Gil-Alaña, Luis A.
207
Gupta, Rangan
141
McAleer, Michael
102
Pierdzioch, Christian
86
Bollerslev, Tim
61
Pesaran, M. Hashem
61
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56
Koopman, Siem Jan
55
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54
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53
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50
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49
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48
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46
Engle, Robert F.
45
Härdle, Wolfgang
45
Todorov, Viktor
44
Belke, Ansgar
43
Bohl, Martin T.
41
Döpke, Jörg
40
Herwartz, Helmut
38
Allen, David E.
37
Caporin, Massimiliano
36
Kapetanios, George
36
Bouri, Elie
35
Miller, Stephen M.
33
Balcilar, Mehmet
32
Cheung, Yin-Wong
32
Chang, Chia-Lin
31
Lettau, Martin
31
Marcellino, Massimiliano
31
Bali, Turan G.
30
Ma, Feng
30
Mumtaz, Haroon
30
Timmermann, Allan
30
Asai, Manabu
29
Diebold, Francis X.
29
Gil-Alana, Luis A.
29
Chan, Joshua
28
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National Bureau of Economic Research
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Federal Reserve System / Division of Research and Statistics
7
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International Monetary Fund
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Federal Reserve Bank of Cleveland
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Kansantaloustieteen Laitos <Tampere>
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Rodney L. White Center for Financial Research
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European University Institute / Department of Law
2
Goethe-Universität Frankfurt am Main
2
Großbritannien / Parliament / House of Commons / Home Affairs Committee
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Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
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Applied economics
284
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251
Applied economics letters
238
Finance research letters
218
International review of economics & finance : IREF
215
International review of financial analysis
195
Working paper / National Bureau of Economic Research, Inc.
193
Energy economics
188
NBER working paper series
187
Applied financial economics
180
Journal of econometrics
180
Journal of banking & finance
172
NBER Working Paper
171
The North American journal of economics and finance : a journal of financial economics studies
163
Journal of empirical finance
153
CESifo working papers
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economics letters
135
Journal of international financial markets, institutions & money
135
Research in international business and finance
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
Working paper
129
Journal of international money and finance
118
Discussion paper / Centre for Economic Policy Research
113
Discussion paper / Tinbergen Institute
105
International journal of forecasting
103
Journal of financial economics
102
Journal of risk and financial management : JRFM
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
The European journal of finance
95
International journal of finance & economics : IJFE
91
Pacific-Basin finance journal
90
The journal of futures markets
87
International journal of economics and finance
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
Journal of forecasting
80
International journal of economics and financial issues : IJEFI
73
Cogent economics & finance
72
Review of quantitative finance and accounting
70
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
18,673
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1
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1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
4
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
5
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
8
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
9
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
10
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
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