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~person:"Balcilar, Mehmet"
~person:"Caporale, Guglielmo Maria"
~subject:"Volatilität"
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Volatilität
Schätzung
172
Estimation
171
Zeitreihenanalyse
108
Time series analysis
106
USA
105
United States
104
Börsenkurs
85
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85
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fractional integration
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Balcilar, Mehmet
Caporale, Guglielmo Maria
Gupta, Rangan
146
McAleer, Michael
96
Pierdzioch, Christian
62
Bouri, Elie
51
Ma, Feng
50
Bahmani-Oskooee, Mohsen
46
Hammoudeh, Shawkat
45
Chang, Chia-Lin
43
Tiwari, Aviral Kumar
43
Salisu, Afees A.
34
Bollerslev, Tim
33
Lux, Thomas
32
Mensi, Walid
32
Aizenman, Joshua
31
Wohar, Mark E.
31
Spagnolo, Nicola
29
Demirer, Rıza
28
Kang, Sang Hoon
27
Gil-Alaña, Luis A.
25
Hegerty, Scott W.
25
Caporin, Massimiliano
24
McMillan, David G.
23
Mumtaz, Haroon
23
Chiarella, Carl
22
Engle, Robert F.
22
Wang, Yudong
22
Wei, Yu
22
Allen, David E.
21
Todorov, Viktor
21
Xuan Vinh Vo
21
Shephard, Neil G.
20
Uddin, Mohammed Gazi Salah
20
Andersen, Torben
19
Apergēs, Nikolaos
19
Christensen, Bent Jesper
19
Diebold, Francis X.
19
Ji, Qiang
19
Yin, Libo
19
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Economics and finance working paper series
33
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
Journal of applied economics
3
Journal of economics and finance
3
Applied economics
2
Energy economics
2
International journal of finance & economics : IJFE
2
Journal of economics and finance : JEF
2
Review of international economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
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1
Brunel Economics and Finance Working Paper
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Empirica : journal of european economics
1
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1
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International economics and economic policy : IEEP
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ECONIS (ZBW)
70
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1
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
2
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
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
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
5
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
6
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
7
Modelling volatility of cryptocurrencies using Markov-switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
-
2018
Persistent link: https://www.econbiz.de/10011995757
Saved in:
8
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
9
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
10
The spillovers between the Russian and other Asian and European stock markets a multivariate GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Abilov, Nurdaulet
-
2017
Persistent link: https://www.econbiz.de/10011893082
Saved in:
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