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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Volatilität"
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Brooks, Robert
1
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1
Chao, Youcong
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International review of economics & finance : IREF
Journal of econometrics
15
Energy economics
12
Finance research letters
11
Applied economics
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of forecasting
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Research in international business and finance
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International journal of forecasting
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The journal of futures markets
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
CESifo working papers
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International journal of economics and finance
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International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research paper series / Swiss Finance Institute
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finmap working paper
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International journal of financial engineering
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ECONIS (ZBW)
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1
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
2
The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns : a quantile regression approach
Das, Debojyoti
;
Kannadhasan, M.
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 563-581
Persistent link: https://www.econbiz.de/10012487016
Saved in:
3
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul
;
Seung Mo Cho
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
Saved in:
4
Expected returns and idiosyncratic risk : industry-level evidence from Russia
Kinnunen, Jyri
;
Martikainen, Minna
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2528-2544
Persistent link: https://www.econbiz.de/10011826117
Saved in:
5
Do financial stress and policy uncertainty have an impact on the energy and metals markets? : a quantile regression approach
Reboredo, Juan Carlos
;
Uddin, Mohammed Gazi Salah
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 284-298
Persistent link: https://www.econbiz.de/10011625701
Saved in:
6
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
7
Volatility forecasting of exchange rate by quantile regression
Huang, Alex
;
Peng, Sheng-pen
;
Li, Fangjhy
;
Ke, Ching-jie
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 591-606
Persistent link: https://www.econbiz.de/10009303959
Saved in:
8
The relation between relative order imbalance and intraday futures returns : an application of the quantile regression model of Taiwan
Chang, Chiao-yi
;
Shie, Fu-shuen
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
3
,
pp. 69-87
Persistent link: https://www.econbiz.de/10009313728
Saved in:
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