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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
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Volatility
Theorie
8,010
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Estimation theory
2,772
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2,772
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2,542
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2,532
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1,609
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Gupta, Rangan
13
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11
Aït-Sahalia, Yacine
11
Ma, Feng
10
McAleer, Michael
10
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9
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8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Shin, Dong-wan
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Demirer, Rıza
6
Ghysels, Eric
6
Grobys, Klaus
6
Kim, Donggyu
6
Renò, Roberto
6
Shephard, Neil G.
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Gallant, A. Ronald
5
Gouriéroux, Christian
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Hallin, Marc
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Liang, Chao
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Renault, Eric
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Barigozzi, Matteo
4
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Caporale, Guglielmo Maria
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Conference on Realized Volatility <2006, Montréal>
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Applied economics letters
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International journal of finance & economics : IJFE
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Finance research letters
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International review of financial analysis
398
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Pacific-Basin finance journal
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International journal of forecasting
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ECONIS (ZBW)
961
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1
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
Saved in:
4
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
5
The effect of the US dollar exchange rate on oil prices : an oil financialization perspective
Wang, Panpan
;
Liu, Xiaoxing
;
Ho, Tsungwu
;
Li, Yishi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10014532662
Saved in:
6
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
7
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
8
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
9
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
10
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
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