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~accessRights:"restricted"
~person:"Allen, David E."
~person:"Engle, Robert F."
~person:"Herwartz, Helmut"
~person:"Spagnolo, Nicola"
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Volatility
33
Volatilität
33
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19
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11
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11
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Allen, David E.
Engle, Robert F.
Herwartz, Helmut
Spagnolo, Nicola
Gupta, Rangan
141
Ma, Feng
91
Bouri, Elie
86
McAleer, Michael
62
Tiwari, Aviral Kumar
61
Hammoudeh, Shawkat
50
Mensi, Walid
45
Bahmani-Oskooee, Mohsen
44
Wang, Yudong
42
Zhang, Yaojie
42
Kang, Sang Hoon
41
Wei, Yu
41
Wohar, Mark E.
41
Ji, Qiang
38
Liang, Chao
37
Pierdzioch, Christian
37
Lucey, Brian M.
36
Xuan Vinh Vo
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Balcilar, Mehmet
35
Demirer, Rıza
34
Kumar, Dilip
34
Roubaud, David
34
Corbet, Shaen
33
Salisu, Afees A.
30
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28
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28
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27
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27
Yin, Libo
27
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26
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26
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26
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25
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24
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24
Bollerslev, Tim
23
Filis, George
23
Gillas, Konstantinos Gkillas
23
Zhu, Huiming
23
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Journal of international financial markets, institutions & money
3
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Mathematics and Computers in Simulation (MATCOM)
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1
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1
The European journal of finance
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ECONIS (ZBW)
34
RePEc
9
Other ZBW resources
1
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1
Asymmetric
volatility
impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
2
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
3
Aggregate insider trading and stock market
volatility
in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
4
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic
volatility
model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
5
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
6
Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut
;
Roestel, Jan
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
Saved in:
7
Price of a surprise : the effects of election outcomes on stock market returns and
volatility
Arin, Kerim Peren
;
El-Massah, Suzanna
;
Kaplan, Samuel
; …
- In:
Review of economics
73
(
2022
)
3
,
pp. 211-221
Persistent link: https://www.econbiz.de/10013553757
Saved in:
8
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
9
News and idiosyncratic
volatility
: the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
10
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
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