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~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Estimation
2,186
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1,813
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1,552
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McMillan, David G.
10
Ma, Feng
7
Sosvilla-Rivero, Simón
6
Zhang, Yaojie
6
Gupta, Rangan
5
Speight, Alan E. H.
5
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4
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4
Jawadi, Fredj
4
Kim, Jong-Min
4
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3
Asai, Manabu
3
Bollen, Bernard
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Fabozzi, Frank J.
3
García, Philip
3
Hammoudeh, Shawkat
3
Hegerty, Scott W.
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3
Huang, Alex
3
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Li, Matthew C.
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McAleer, Michael
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Nartea, Gilbert V.
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3
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3
Xuan Vinh Vo
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Adrangi, Bahram
2
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2
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Applied economics
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Finance research letters
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International review of financial analysis
398
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
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339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
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236
Journal of international money and finance
222
Journal of risk and financial management : JRFM
197
Quantitative finance
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Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
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151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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International journal of forecasting
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International journal of finance & economics : IJFE
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The review of financial studies
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Applied mathematical finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
106
Global finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
641
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641
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1
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
2
The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Shaik, Muneer
;
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics
56
(
2024
)
8
,
pp. 880-900
Persistent link: https://www.econbiz.de/10014446216
Saved in:
3
Exploration of industrial risk contagion characteristics and mechanism under geopolitical events : evidence from China
Li, Yong
;
Niu, Tong
;
Wang, Xingyi
- In:
Applied economics
56
(
2024
)
30
,
pp. 3582-3599
Persistent link: https://www.econbiz.de/10014528599
Saved in:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
6
Impact of policy uncertainty on gold price in India : evidence from multi commodity exchange (MCX) India and World Gold Council prices
Shaikh, Imlak
;
Vallabh, Priyanka
- In:
Applied economics
56
(
2024
)
32
,
pp. 3837-3855
Persistent link: https://www.econbiz.de/10014529076
Saved in:
7
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
8
Oil price changes and aggregate economic fluctuations : new evidence from the Republic of Korea
Park, Joshua K.
;
Meng, Xiangcai
- In:
Applied economics
56
(
2024
)
5
,
pp. 501-519
Persistent link: https://www.econbiz.de/10014440086
Saved in:
9
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Saved in:
10
Time-varying effects of structural fossil energy price shocks and economic policy uncertainty on new energy stock market : new evidence from China
Cao, Qiang
;
Nie, Jing
;
Yu, Wenmei
- In:
Applied economics
56
(
2024
)
27
,
pp. 3232-3246
Persistent link: https://www.econbiz.de/10014528081
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