//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~isPartOf:"Pacific-Basin finance journal"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
261
Volatilität
261
Börsenkurs
84
Capital income
84
Kapitaleinkommen
84
Share price
84
Aktienmarkt
68
Stock market
68
Theorie
67
Theory
67
Estimation
64
Schätzung
64
ARCH model
50
ARCH-Modell
50
China
50
Stochastic process
50
Stochastischer Prozess
50
Forecasting model
39
Prognoseverfahren
39
Time series analysis
38
Zeitreihenanalyse
38
USA
31
United States
31
Estimation theory
26
Schätztheorie
26
Anlageverhalten
24
Behavioural finance
24
Welt
23
World
23
Risiko
22
Risk
22
Spillover effect
20
Spillover-Effekt
20
Portfolio selection
19
Portfolio-Management
19
Multivariate Analyse
18
Multivariate analysis
18
Exchange rate
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
more ...
less ...
Online availability
All
Undetermined
166
Free
3
Type of publication
All
Article
272
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
274
Aufsatz in Zeitschrift
274
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
274
Author
All
McAleer, Michael
13
Asai, Manabu
6
Maasoumi, Esfandiar
6
Cavaliere, Giuseppe
4
Frino, Alex
4
Taylor, Robert
4
Wei, K. C. John
4
An, Yunbi
3
Hammoudeh, Shawkat
3
Kalev, Petko S.
3
Kam Fong Chan
3
Koopman, Siem Jan
3
Liu, Qingfu
3
Pan, Zheyao
3
Shi, Yongdong
3
Teräsvirta, Timo
3
Aloui, Chaker
2
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Chan, Kam C.
2
Chan, Yue-cheong
2
Docherty, Paul
2
Ftiti, Zied
2
Gouriéroux, Christian
2
Gubareva, Mariya
2
Horowitz, Joel
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Jiang, Fuwei
2
Lee, Chien-chiang
2
Lee, Hsiu-chuan
2
Lee, Kuan-hui
2
Li, Yanshuang
2
Liao, Yin
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Nartea, Gilbert V.
2
Neumann, George R.
2
more ...
less ...
Published in...
All
Econometric reviews
Pacific-Basin finance journal
NBER working paper series
693
Energy economics
646
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
633
NBER Working Paper
595
Discussion paper series / IZA
591
Applied economics
442
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
388
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
293
Research in international business and finance
290
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
245
Discussion paper / Tinbergen Institute
241
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
194
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
IMF working papers
173
Journal of economic dynamics & control
171
International Journal of Energy Economics and Policy : IJEEP
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
The European journal of finance
161
Labour economics : official journal of the European Association of Labour Economists
157
International journal of finance & economics : IJFE
156
Discussion papers / CEPR
153
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
274
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can mutual fund investors benefit from
volatility
managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market
volatility
with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
5
Dual-class share structure and firm risks
Kim, Soohyung
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463327
Saved in:
6
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
7
Asymmetry in option implied
volatility
and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
8
From fundamental signals to stock
volatility
: a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
9
Extrapolation and option-implied kurtosis in
volatility
forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
Saved in:
10
Volatility
spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu
;
Liu, Xin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->