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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Theorie
1,999
Theory
1,999
Estimation
1,274
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1,273
United States
665
USA
664
Volatilität
604
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583
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583
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578
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578
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562
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McMillan, David G.
9
Todorova, Neda
7
Ma, Feng
6
Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
4
Degiannakis, Stavros
4
Gupta, Rangan
4
Kumar, Dilip
4
Li, Bin
4
Zhang, Yaojie
4
Asai, Manabu
3
Balcilar, Mehmet
3
Chevallier, Julien
3
Cross, Jamie
3
Hamori, Shigeyuki
3
Henry, Ólan Thomas John
3
Huang, Zhuo
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Peel, David
3
Petitjean, Mikael
3
Reboredo, Juan Carlos
3
Sadorsky, Perry A.
3
Su, Jen-je
3
Wang, Tianyi
3
Zhang, Wei
3
Abid, Ilyes
2
Adrangi, Bahram
2
Ahmed, Abdullahi Dahir
2
Anderson, Randy I.
2
Antonakakis, Nikolaos
2
Ap Gwilym, Owain
2
Apergēs, Nikolaos
2
Badinger, Harald
2
Baruník, Jozef
2
Batten, Jonathan A.
2
Beckmann, Joscha
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Applied financial economics
Economic modelling
Energy economics
642
Finance research letters
611
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Research in international business and finance
285
Journal of empirical finance
264
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
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
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
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
119
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
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
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Journal of financial and quantitative analysis : JFQA
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
606
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606
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Heterogeneity effect of positive and negative jumps on the realized volatility : evidence from China
Song, Yuping
;
Huang, Jiefei
;
Zhang, Qichao
;
Xu, Yang
- In:
Economic modelling
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014549152
Saved in:
3
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
4
Oil price fluctuations and their impact on oil-exporting emerging economies
Agboola, Emmanuel
;
Chowdhury, Rosen Azad
;
Yang, Bo
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547984
Saved in:
5
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
6
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
7
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
8
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
9
Do general equilibrium effects matter for labor market dynamics?
Kudoh, Noritaka
;
Miyamoto, Hiroaki
- In:
Economic modelling
119
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014248460
Saved in:
10
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
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