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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Arbeitsmarkt"
~subject:"Prognoseverfahren"
~subject:"Spillover effect"
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Search: subject:"volatility"
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Arbeitsmarkt
Prognoseverfahren
Spillover effect
Volatility
324
Volatilität
324
Börsenkurs
115
Share price
115
ARCH model
101
ARCH-Modell
101
Stock market
99
Aktienmarkt
98
Estimation
97
Schätzung
97
Capital income
95
Kapitaleinkommen
95
Spillover-Effekt
74
Welt
57
World
57
Forecasting model
54
Exchange rate
48
Wechselkurs
48
Risk
46
Theorie
45
Theory
45
Risiko
43
USA
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United States
42
China
40
Option pricing theory
38
Optionspreistheorie
38
Oil price
32
Ölpreis
32
Risikomaß
31
Risk measure
31
Time series analysis
31
Zeitreihenanalyse
31
Portfolio selection
30
Portfolio-Management
30
Financial crisis
26
Finanzkrise
26
Stochastic process
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Gupta, Rangan
7
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Dai, Zhifeng
4
Wohar, Mark E.
4
Chang, Chia-Lin
3
Gao, Yang
3
McAleer, Michael
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Wu, Xinyu
3
Zhang, Yaojie
3
Zhuang, Xintian
3
Jiang, Yonghong
2
Kok Haur Ng
2
Li, Weiping
2
Li, Yangyang
2
Li, Yanshuang
2
Liu, Li
2
Nonejad, Nima
2
Su, Xianfang
2
Tiwari, Aviral Kumar
2
Wang, Jian
2
Wang, Yaojun
2
Wei, Yu
2
Xuan Vinh Vo
2
Zhang, Weiping
2
Zhao, Chengjie
2
Abuzayed, Bana
1
Al Refai, Hisham M.
1
Al-Fayoumi, Nedal
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Maadid, Alanoud
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Allen, David E.
1
Aloui, Chaker
1
Anjum, Hassan
1
Ao, Zhiming
1
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
211
Finance research letters
143
International review of financial analysis
134
International journal of forecasting
121
Journal of forecasting
115
Economic modelling
107
International review of economics & finance : IREF
103
Applied economics
99
Discussion paper series / IZA
98
Research in international business and finance
71
Journal of banking & finance
69
Working paper
65
Journal of empirical finance
60
Applied economics letters
59
Journal of international financial markets, institutions & money
59
Journal of risk and financial management : JRFM
58
NBER working paper series
55
Journal of econometrics
53
Discussion paper / Tinbergen Institute
52
CESifo working papers
49
NBER Working Paper
48
IZA Discussion Paper
47
The journal of futures markets
43
Applied financial economics
41
International journal of finance & economics : IJFE
41
Working paper / National Bureau of Economic Research, Inc.
41
Pacific-Basin finance journal
40
Economics letters
38
Emerging markets, finance and trade : EMFT
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Discussion paper / Centre for Economic Policy Research
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Department of Economics working paper series
34
Econometric Institute research papers
34
Labour economics : official journal of the European Association of Labour Economists
33
Journal of international money and finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
The European journal of finance
31
Quantitative finance
30
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ECONIS (ZBW)
122
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1
Multiperiod portfolio allocation : a study of
volatility
clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
2
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
3
Forecasting the realized
volatility
of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Volatility
forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
7
Cross-market information transmission and stock market
volatility
prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
8
Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
Yousaf, Imran
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014486267
Saved in:
9
Forecasting stock return
volatility
in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
10
How does inter-industry spillover improve the performance of
volatility
forecasting?
Liu, Bin
;
Xiao, Wen
;
Zhu, Xingting
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309851
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