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~language:"eng"
~person:"Andersen, Torben"
~person:"Corbet, Shaen"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Volatilität
76
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41
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41
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40
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40
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Andersen, Torben
Corbet, Shaen
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
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63
Tiwari, Aviral Kumar
58
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53
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51
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49
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48
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Xuan Vinh Vo
45
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44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
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Demirer, Rıza
38
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37
Salisu, Afees A.
36
Balcilar, Mehmet
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Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
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33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
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Journal of econometrics
11
Finance research letters
7
The journal of finance : the journal of the American Finance Association
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International review of financial analysis
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
77
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1
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang
;
Lang, Chunlin
;
Corbet, Shaen
;
Wang, Junchuan
- In:
Research in international business and finance
68
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
Saved in:
2
Is gold always a safe haven?
Ryan, Michael
;
Corbet, Shaen
;
Oxley, Les
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531763
Saved in:
3
Isolating defensive corporate ESG effects : evidence from purely domestic anti-COVID-19 measures
Goodell, John W.
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
Journal of financial stability
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014533560
Saved in:
4
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19
Kyriazēs, Nikos K.
;
Papadamou, Stephanos
;
Tzeremes, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 307-317
Persistent link: https://www.econbiz.de/10014429852
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
6
Volatility connectedness between global COVOL and major international volatility indices
Xu, Danyang
;
Hu, Yang
;
Corbet, Shaen
;
Goodell, John W.
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473691
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
The effects of negative reputational contagion on international airlines : the case of the Boeing 737-MAX disasters
Collings, David G.
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013366324
Saved in:
9
The growth of oil futures in China : evidence of market maturity through global crises
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
;
Oxley, Les
- In:
Energy economics
114
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013477423
Saved in:
10
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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