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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatilität"
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Volatilität
Estimation
2,003
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2,003
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1,755
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1,337
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Hammoudeh, Shawkat
8
Ma, Feng
8
Jawadi, Fredj
6
Narayan, Paresh Kumar
6
Nguyen, Duc Khuong
6
Sosvilla-Rivero, Simón
6
Zhang, Yaojie
6
Bouri, Elie
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Kim, Jong-Min
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Uribe, Jorge
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4
Xuan Vinh Vo
4
Aloui, Chaker
3
Apergēs, Nikolaos
3
Balcilar, Mehmet
3
Corbet, Shaen
3
Dempsey, Michael
3
Du, Ding
3
Fernandez-Perez, Adrian
3
Fung, Hung-gay
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3
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3
Hu, Ou
3
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3
Kumar, Satish
3
Li, Matthew C.
3
Li, Yan
3
Lucey, Brian M.
3
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3
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Applied economics
Journal of international financial markets, institutions & money
Energy economics
642
Finance research letters
611
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
283
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Working paper
258
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
195
Quantitative finance
194
Journal of financial economics
184
CESifo working papers
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
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ECONIS (ZBW)
620
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620
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1
Asian stock market volatility and economic policy uncertainty : the role of world and regional leaders
Keddad, Benjamin
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494752
Saved in:
2
Clustering asset markets based on volatility connectedness to political news
Abdollahi, Hooman
;
Junttila, Juha
;
Lehkonen, Heikki
- In:
Journal of international financial markets, …
93
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014584009
Saved in:
3
Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Applied economics
56
(
2024
)
37
,
pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
Saved in:
4
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:
5
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
6
Do natural disasters affect stock price crash risk? : evidence from emerging markets
Zhao, Rui
;
Zhang, Dayong
;
Guo, Mengmeng
- In:
Journal of international financial markets, …
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014583903
Saved in:
7
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:
8
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:
9
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:
10
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
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