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~language:"eng"
~language:"est"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Gupta, Rangan
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94
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73
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46
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Lucey, Brian M.
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39
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Todorov, Viktor
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Zhang, Jin E.
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Apergēs, Nikolaos
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Brussels European and Global Economic Laboratory
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Conference on Realized Volatility <2006, Montréal>
1
European Economic Association
1
HFDF <2, 1998, Zürich>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
National Bureau of Economic Research
1
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Energy economics
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International review of financial analysis
419
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368
The journal of futures markets
360
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Journal of econometrics
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Research in international business and finance
283
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Applied economics letters
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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Journal of financial economics
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The European journal of finance
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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International journal of forecasting
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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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)
20,995
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41
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41
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
42
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
43
Asymmetric volatility spillovers between Bitcoin, oil and precious metals
BenMabrouk, Houda
;
Ben Khalifa, Imen
- In:
International journal of economics and business …
28
(
2024
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10015063318
Saved in:
44
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:
45
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
46
Avoiding jumps in the rotation matrix of time-varying factor models
Cheung, Ying Lun
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015062392
Saved in:
47
Banking FinTech and stock market volatility? : the BIZUM case
Arenas, Laura
;
Vizuete-Luciano, Emili
;
Gil Lafuente, …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015061616
Saved in:
48
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
49
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
50
Being famous matters : evidence from cash flow volatility
Ahmed, Mohamed Shaker
;
Elnahass, Marwa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543486
Saved in:
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