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~language:"eng"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Volatilität
Theory
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USA
180,572
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180,106
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99,015
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84,433
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McAleer, Michael
243
Gupta, Rangan
209
Caporale, Guglielmo Maria
133
Bollerslev, Tim
98
Bouri, Elie
95
Chang, Chia-Lin
90
Andersen, Torben
88
Ma, Feng
88
Pierdzioch, Christian
74
Spagnolo, Nicola
74
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
72
Diebold, Francis X.
61
Härdle, Wolfgang
60
Tiwari, Aviral Kumar
59
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Asai, Manabu
53
Kang, Sang Hoon
53
Clements, Adam
51
Todorov, Viktor
51
Wohar, Mark E.
51
McMillan, David G.
50
Mensi, Walid
49
Aizenman, Joshua
48
Caporin, Massimiliano
48
Dijk, Dick van
46
Salisu, Afees A.
46
Xuan Vinh Vo
45
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Wang, Yudong
44
Demirer, Rıza
43
Chiarella, Carl
42
Christoffersen, Peter F.
42
Engle, Robert F.
42
Kočenda, Evžen
42
Christiansen, Charlotte
41
Hafner, Christian M.
41
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
National Bureau of Economic Research
17
Centre for Analytical Finance <Århus>
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Internationaler Währungsfonds / Research Department
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Institut für Weltwirtschaft
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Massachusetts Institute of Technology / Department of Economics
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The Wharton Financial Institutions Center
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Econometrisch Instituut <Rotterdam>
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Instituto Valenciano de Investigaciones Económicas
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Inter-American Development Bank / Office of the Chief Economist
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Nuffield College
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4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
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Brown University / Department of Economics
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Centre for International Economic Studies
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
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Energy economics
598
Finance research letters
513
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
344
International review of economics & finance : IREF
338
Economic modelling
336
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
235
Working paper
234
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
195
Journal of financial economics
184
Quantitative finance
183
CESifo working papers
170
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
IMF working papers
147
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
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ECONIS (ZBW)
27,257
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1
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
3
American financial hegemony, global capital cycles, and the macroeconomic growth environment
Ba, Heather
;
Winecoff, William Kindred
- In:
Economics & politics
36
(
2024
)
1
,
pp. 334-372
Persistent link: https://www.econbiz.de/10014473020
Saved in:
4
The amplifying role of geopolitical risks, economic policy uncertainty, and climate risks on energy-stock market volatility spillover across economic cycles
Hu, Zinan
;
Borjigin, Sumuya
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-40
Persistent link: https://www.econbiz.de/10014492091
Saved in:
5
Analysis of output and output volatility connectedness of Nigeria, USA, China and India : new empirical insights from the global financial crisis versus 2016 Nigerian recession
Anthony-Orji, Onyinye I.
;
Nwodo, Ikenna Paulinus
;
Orji, …
- In:
Journal of financial economic policy
16
(
2024
)
1
,
pp. 34-59
Persistent link: https://www.econbiz.de/10014470893
Saved in:
6
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
7
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
8
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
9
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
10
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
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