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~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Article in journal"
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United Kingdom
Volatility
Theorie
269
Theory
269
Estimation
212
Schätzung
212
Time series analysis
195
Zeitreihenanalyse
195
USA
154
United States
154
Welt
145
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145
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94
Cointegration
94
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94
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84
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84
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80
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77
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72
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72
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70
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fractional integration
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
174
Bouri, Elie
94
Ma, Feng
92
Machin, Stephen
89
Bahmani-Oskooee, Mohsen
84
McAleer, Michael
76
McMillan, David G.
70
Wright, Mike
67
Blundell, Richard W.
66
Tiwari, Aviral Kumar
66
Hammoudeh, Shawkat
64
Wohar, Mark E.
63
Caporale, Guglielmo Maria
62
Taylor, Mark P.
59
Crafts, Nicholas
57
Bollerslev, Tim
55
Kang, Sang Hoon
54
Mills, Terence C.
52
Mensi, Walid
51
Harris, Richard I. D.
50
Bryson, Alex
49
Disney, Richard
47
Minford, Patrick
47
Pierdzioch, Christian
46
Wang, Yudong
46
Xuan Vinh Vo
46
Apergēs, Nikolaos
44
Jenkins, Stephen
44
Kumar, Dilip
44
Lucey, Brian M.
44
Zhang, Yaojie
44
Corbet, Shaen
43
Dolton, Peter J.
42
Green, Francis
42
MacDonald, Ronald
42
Propper, Carol
42
Speight, Alan E. H.
42
Brown, Sarah
41
Peel, David
41
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Applied economics
8
Energy economics
6
International review of financial analysis
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Applied economics letters
4
Computational economics
4
Finance research letters
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Tourism economics : the business and finance of tourism and recreation
4
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Journal of economics and finance
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Research in international business and finance
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Economia internazionale
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Economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Journal of international money and finance
2
Pacific-Basin finance journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
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Annals of economics and finance
1
Annals of operations research
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Applied econometrics and international development
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Applied financial economics letters
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Atlantic economic journal : AEJ
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Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics bulletin : EB
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
European review of economics and finance
1
Global finance journal
1
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ECONIS (ZBW)
123
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
3
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
4
The impact of central bank digital currency variation on firm's implied volatility
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Hsieh, Hsin-Yi
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279249
Saved in:
5
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
6
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
7
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
8
The relationship between cash flow uncertainty and extreme risk : international evidence
Wang, Chih-Wei
;
Lee, Chien-chiang
;
Wu, Lin-Tan
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014463679
Saved in:
9
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
Saved in:
10
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
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