//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Wechselkurs"
~subject:"Zeitreihenanalyse"
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_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Zeitreihenanalyse
Volatility
445
Volatilität
443
Estimation
158
Schätzung
158
ARCH model
153
ARCH-Modell
153
Theorie
121
Theory
121
Börsenkurs
111
Share price
111
Capital income
97
Kapitaleinkommen
97
Time series analysis
91
Aktienmarkt
82
Stock market
82
Forecasting model
75
Prognoseverfahren
75
Welt
65
World
65
Exchange rate
54
Oil price
49
Ölpreis
49
Spillover effect
47
Spillover-Effekt
47
Stochastic process
43
Stochastischer Prozess
43
Risiko
42
Risk
42
Financial crisis
37
Finanzkrise
37
China
36
USA
36
United States
36
Correlation
34
Estimation theory
34
Korrelation
34
Schätztheorie
34
Commodity derivative
33
more ...
less ...
Online availability
All
Undetermined
99
Free
2
Type of publication
All
Article
137
Type of publication (narrower categories)
All
Article in journal
137
Aufsatz in Zeitschrift
137
Language
All
English
137
Author
All
Baruník, Jozef
3
Alanya-Beltran, Willy
2
Blazsek, Szabolcs
2
Gupta, Rangan
2
Han, Liyan
2
Huang, Zhuo
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Li, Handong
2
Li, Yong
2
Liu, Li
2
Maheswaran, S.
2
Nonejad, Nima
2
Su, Jen-je
2
Todorova, Neda
2
Wang, Tianyi
2
Ye, Xunyu
2
Yin, Libo
2
Abbara, Omar
1
Achim, Alin
1
Aftab, Muhammad
1
Agiomirgianakis, George M.
1
Alemany, Nuria
1
Alexeev, Vitali
1
Ameur, Hachmi Ben
1
Aragó, Vicent
1
Asteriou, Dimitrios
1
Audrino, Francesco
1
Avdoulas, Christos
1
Babikir, Ali
1
Bahmani-Oskooee, Mohsen
1
Bao Hoang Nguyen
1
Baur, Dirk G.
1
Becker, Ralf
1
Beer, Jesse de
1
Bejaoui, Azza
1
Bekiros, Stelios
1
Benedictow, Andreas
1
Benhmad, François
1
Bethel, Brandon J.
1
more ...
less ...
Published in...
All
Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
110
Energy economics
97
Discussion paper / Tinbergen Institute
91
Journal of international money and finance
89
Applied economics
87
Finance research letters
76
The North American journal of economics and finance : a journal of financial economics studies
71
International journal of forecasting
70
NBER working paper series
69
Journal of empirical finance
67
International review of economics & finance : IREF
66
NBER Working Paper
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Economics letters
61
Journal of international financial markets, institutions & money
60
Working paper / National Bureau of Economic Research, Inc.
54
Working paper
53
International journal of finance & economics : IJFE
51
Research in international business and finance
51
CESifo working papers
50
Applied economics letters
49
International review of financial analysis
49
Journal of banking & finance
47
Journal of forecasting
45
Applied financial economics
43
International Journal of Energy Economics and Policy : IJEEP
43
International journal of economics and financial issues : IJEFI
41
Econometric reviews
39
Journal of risk and financial management : JRFM
39
Discussion paper / Centre for Economic Policy Research
35
Computational economics
34
IMF working papers
31
Quantitative finance
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of financial econometrics
28
CREATES research paper
26
International journal of economics and finance
25
The European journal of finance
25
more ...
less ...
Source
All
ECONIS (ZBW)
137
Showing
1
-
10
of
137
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
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:
5
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
6
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
7
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
8
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
9
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
10
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
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...
//-->