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~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Thesis"
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42
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33
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32
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32
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31
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31
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31
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2
National Bureau of Economic Research
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
2
SUERF - The European Money and Finance Forum
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Asian Regional Exchange for New Alternatives
1
Bank für Internationalen Zahlungsausgleich
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Brussels European and Global Economic Laboratory
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Financial Stability <1993, Sydney>
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East Asia Seminar on Economics <20, 2008, Hongkong>
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W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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368
The journal of futures markets
360
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341
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324
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320
Research in international business and finance
285
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265
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264
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240
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197
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169
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158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Global finance journal
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International journal of economics and financial issues : IJEFI
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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41
Asymmetric volatility of the US dollar index in the stock and cryptocurrency market during the Russia-Ukraine war
Velip, Suraj
;
Jambotkar, Mrunali
- In:
International journal of banking, accounting and …
14
(
2024
)
1
,
pp. 97-112
Persistent link: https://www.econbiz.de/10015057210
Saved in:
42
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:
43
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:
44
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:
45
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:
46
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:
47
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
48
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:
49
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:
50
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:
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