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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Kommentar"
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Volatility
Theorie
244
Theory
244
Estimation
121
Schätzung
121
Hedging
83
USA
80
United States
80
Börsenkurs
68
Share price
68
Volatilität
65
Time series analysis
63
Zeitreihenanalyse
63
Capital income
54
Kapitaleinkommen
54
Welt
51
World
51
Aktienmarkt
49
Stock market
49
Cointegration
47
Kointegration
47
China
46
Derivat
46
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46
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39
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32
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24
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24
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24
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24
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23
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65
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Kommentar
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95
Arbeitspapier
93
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92
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65
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1
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1
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English
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Caporale, Guglielmo Maria
Frey, Bruno S.
Lien, Da-hsiang Donald
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Pierdzioch, Christian
40
Zhang, Yaojie
40
Andersen, Torben
39
Corbet, Shaen
38
Demirer, Rıza
38
Wei, Yu
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
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
Serletis, Apostolos
30
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Finance research letters
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Review of international economics
2
The journal of futures markets
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
China economic review : an international journal
1
Computational economics
1
Eastern economic journal
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of economic integration
1
Journal of emerging markets
1
Journal of forecasting
1
Journal of international development : the journal of the Development Studies Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The European journal of finance
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ECONIS (ZBW)
65
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
3
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
4
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
5
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
6
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
7
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
8
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
9
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
10
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
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