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~isPartOf:"Applied economics"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Estimation
1,750
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1,490
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1,490
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1,173
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1,173
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669
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Ma, Feng
7
Zhang, Yaojie
6
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
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3
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2
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2
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Energy economics
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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
368
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Journal of econometrics
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Research in international business and finance
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Applied financial economics
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Journal of empirical finance
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Applied economics letters
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Economics letters
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International journal of theoretical and applied finance
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171
International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Journal of economic dynamics & control
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International journal of forecasting
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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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
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Global finance journal
107
International journal of economics and financial issues : IJEFI
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Journal of financial and quantitative analysis : JFQA
104
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ECONIS (ZBW)
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31
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
32
Network evolution underneath the volatility spillover in traditional and clean energy markets
Chen, Jin
;
Chen, Yue
;
Gu, Qinen
;
Zhou, Wei
- In:
Applied economics
55
(
2023
)
58
,
pp. 6905-6921
Persistent link: https://www.econbiz.de/10014393160
Saved in:
33
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
34
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
35
Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models
Ma, Yuanyuan
;
Liu, Chenglong
;
Zhang, Jie Tian
;
Liu, Yanze
- In:
Applied economics
55
(
2023
)
43
,
pp. 5013-5032
Persistent link: https://www.econbiz.de/10014334940
Saved in:
36
Risk spillovers between global corporations and Latin American sovereigns : global factors matter
Gómez González, José Eduardo
;
Uribe, Jorge
; …
- In:
Applied economics
55
(
2023
)
13
,
pp. 1477-1496
Persistent link: https://www.econbiz.de/10013554932
Saved in:
37
Spillover effects among crude oil, carbon, and stock markets : evidence from nonparametric causality-in-quantiles tests
Ren, Xiaohang
;
Dou, Yue
;
Dong, Kangyin
;
Yan, Cheng
- In:
Applied economics
55
(
2023
)
38
,
pp. 4486-4509
Persistent link: https://www.econbiz.de/10014301253
Saved in:
38
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
39
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
40
Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty
Liu, Zhenhua
;
Zhu, Tingting
;
Duan, Zhaoping
;
Xuan, Shanqi
; …
- In:
Applied economics
55
(
2023
)
9
,
pp. 963-989
Persistent link: https://www.econbiz.de/10013498965
Saved in:
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