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Volatility
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Estimation
123,617
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Gupta, Rangan
121
McAleer, Michael
86
Pierdzioch, Christian
74
Caporale, Guglielmo Maria
71
Zaremba, Adam
71
Bollerslev, Tim
53
McMillan, David G.
52
Wohar, Mark E.
42
Gil-Alaña, Luis A.
40
Bali, Turan G.
39
Engle, Robert F.
38
Todorov, Viktor
38
Belke, Ansgar
37
Bahmani-Oskooee, Mohsen
36
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35
Biewen, Martin
34
Timmermann, Allan
33
Bouri, Elie
32
Ma, Feng
32
Bohl, Martin T.
31
Döpke, Jörg
31
Hautsch, Nikolaus
31
Härdle, Wolfgang
31
Narayan, Paresh Kumar
31
Jenkins, Stephen
30
Merz, Joachim
30
Asai, Manabu
29
Balcilar, Mehmet
29
Cakici, Nusret
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Herwartz, Helmut
28
Mumtaz, Haroon
28
Tiwari, Aviral Kumar
28
Diebold, Francis X.
27
Zhou, Guofu
27
Xuan Vinh Vo
26
Andersen, Torben
25
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25
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25
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25
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25
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8
Institut für Weltwirtschaft
7
Federal Reserve Bank of St. Louis
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Deutsches Institut für Wirtschaftsforschung
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Springer Fachmedien Wiesbaden
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
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International Monetary Fund
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William Davidson Institute <Ann Arbor, Mich.>
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Federal Reserve Bank of Cleveland
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Internationaler Währungsfonds / Research Department
2
Nationalekonomiska Institutionen <Göteborg>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Applied economics
218
Finance research letters
214
Working paper / National Bureau of Economic Research, Inc.
195
NBER working paper series
187
International review of economics & finance : IREF
185
Economic modelling
183
International review of financial analysis
182
Journal of banking & finance
181
Applied economics letters
174
NBER Working Paper
161
Journal of empirical finance
160
Energy economics
158
The North American journal of economics and finance : a journal of financial economics studies
147
Discussion paper series / IZA
146
Applied financial economics
140
Journal of financial economics
140
Journal of econometrics
124
CESifo working papers
123
Working paper
122
Journal of international financial markets, institutions & money
116
Economics letters
115
Journal of international money and finance
110
Research in international business and finance
109
Discussion paper / Centre for Economic Policy Research
98
The European journal of finance
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Pacific-Basin finance journal
83
Journal of risk and financial management : JRFM
78
Discussion paper / Tinbergen Institute
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
International journal of finance & economics : IJFE
73
Review of quantitative finance and accounting
73
The journal of futures markets
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
International journal of economics and finance
66
Cogent economics & finance
62
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Discussion papers / CEPR
60
Discussion paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
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Source
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ECONIS (ZBW)
16,721
BASE
1
RePEc
1
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1
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10
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16,723
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date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Investor sentiment and the risk-return relation : a two-in-one approach
Duxbury, Darren
;
Wang, Wenzhao
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 496-543
Persistent link: https://www.econbiz.de/10014470513
Saved in:
5
Postmaterialist values contribute to and alleviate global well-being disparities : evidence from Gallup World Poll data
Yoo, Sunbin
;
Kumagai, Junya
;
Coulibaly, Thierry
; …
-
2024
Persistent link: https://www.econbiz.de/10014474258
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
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
8
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:
9
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:
10
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
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