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  • Search: subject:"Conditional volatility"
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Year of publication
Subject
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Volatilität 146 Volatility 143 conditional volatility 131 ARCH-Modell 114 ARCH model 112 Conditional volatility 105 Börsenkurs 57 Share price 55 Schätzung 42 Estimation 40 Capital income 37 Kapitaleinkommen 37 Theorie 36 Stock market 35 Theory 34 Time series analysis 34 Zeitreihenanalyse 34 Aktienmarkt 33 Conditional Volatility 33 GARCH 33 Welt 27 World 27 asymmetry 24 leverage 22 conditional volatility models 21 Forecasting model 18 Prognoseverfahren 18 Risk 16 Estimation theory 14 Exchange rate 14 Oil price 14 Portfolio selection 14 Portfolio-Management 14 Schätztheorie 14 Wechselkurs 14 Ölpreis 14 Risiko 13 Financial market 12 Finanzmarkt 12 Multivariate GARCH 12
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Online availability
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Free 173 Undetermined 128 CC license 6
Type of publication
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Article 202 Book / Working Paper 151 Other 2
Type of publication (narrower categories)
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Article in journal 124 Aufsatz in Zeitschrift 124 Working Paper 47 Graue Literatur 23 Non-commercial literature 23 Arbeitspapier 22 Article 7 research-article 6 Conference paper 2 Konferenzbeitrag 2 Thesis 2 Aufsatz im Buch 1 Book section 1
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Language
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English 221 Undetermined 131 German 2 Portuguese 1
Author
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McAleer, Michael 74 Chang, Chia-Lin 40 Haas, Markus 10 Mittnik, Stefan 9 Hsu, Hui-Kuang 8 Hammoudeh, Shawkat 6 Chuffart, Thomas 5 Harris, Richard D. F. 5 Kumar, Rakesh 5 Ling, Shiqing 5 Paolella, Marc S. 5 Papadamou, Stephanos 5 Stagiannis, Apostolos 5 Tansuchat, Roengchai 5 Tong, Howell 5 Allen, David E. 4 Asai, Manabu 4 Chen, Meng-Gu 4 Dhankar, Raj S. 4 Hoti, Suhejla 4 Huang, Biing-Wen 4 Lim, Christine 4 Malik, Farooq 4 McAleer, M.J. 4 Murphy, David 4 Nonejad, Nima 4 Signori, Ombretta 4 Singh, Abhay K. 4 Baluga, Anthony 3 Baumöhl, Eduard 3 Belhachemi, Rachid 3 Chan, Felix 3 Chang, C-L. 3 Chebbi, Tarek 3 Coleman, Simeon 3 Cremers, Heinz 3 Degiannakis, Stavros 3 Dime, Roselle 3 Filis, George 3 Kollias, Christos 3
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Institution
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 10 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 9 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Department of Economics and Finance, College of Business and Economics 7 Center for Financial Studies 6 Erasmus University Rotterdam, Econometric Institute 5 Tinbergen Instituut 4 Bank of Greece 3 Institute of Economic Research, Kyoto University 3 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 2 HAL 2 Suomen Pankki 2 Université Paris-Dauphine (Paris IX) 2 Banca d'Italia 1 Banco de México 1 Bank of England 1 Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Charles H. Dyson School of Applied Economics and Management, Cornell University 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials 1 Department of Economics, Leicester University 1 Department of Economics, Tufts University 1 Department of Economics, University of Pennsylvania 1 EconWPA 1 Frankfurt School of Finance and Management 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 Hanken Svenska Handelshögskolan 1 Henley Business School, University of Reading 1 Hong Kong Monetary Authority 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 International Economics Section, The Graduate Institute of International and Development Studies 1 Nottingham Trent University, Nottingham Business School, Economics Division 1 Office of Regional Economic Integration, Asian Development Bank 1
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Published in...
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Discussion paper / Tinbergen Institute 12 Tinbergen Institute Discussion Paper 12 Documentos de Trabajo del ICAE 10 Econometric Institute Research Papers 9 Finance research letters 9 MPRA Paper 9 International review of financial analysis 7 Research in international business and finance 7 Working Papers in Economics 7 CFS Working Paper Series 6 Econometrics 6 Mathematics and Computers in Simulation (MATCOM) 6 Econometric Institute Report 5 Economic modelling 4 Tinbergen Institute Discussion Papers 4 Applied economics 3 CFS Working Paper 3 Econometrics : open access journal 3 Economics Letters 3 International Journal of Energy Economics and Policy : IJEEP 3 International journal of economics and financial issues : IJEFI 3 International journal of finance & economics : IJFE 3 International review of economics & finance : IREF 3 KIER Working Papers 3 Working Papers / Bank of Greece 3 Asian Academy of Management Journal of Accounting and Finance 2 Borsa Istanbul Review 2 DFAEII Working Papers 2 Econometric Reviews 2 Economic Modelling 2 Economics Bulletin 2 Economics Papers from University Paris Dauphine 2 Economics letters 2 Energy economics 2 Frankfurt School - Working Paper Series 2 Global Business Review 2 International Journal of Economics and Business Research 2 International Journal of Monetary Economics and Finance 2 Istanbul Stock Exchange Review 2 Journal of International Financial Markets, Institutions and Money 2
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Source
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RePEc 165 ECONIS (ZBW) 148 EconStor 32 Other ZBW resources 6 BASE 4
Showing 1 - 10 of 355
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Does trading mechanism shape cross-market integration? Evidence from stocks and corporate bonds on the Tel Aviv Stock Exchange
Hadad, Elroi - In: Journal of Economics, Finance and Administrative Science 30 (2025) 59, pp. 169-188
Purpose - This study investigates the influence of trading mechanisms on cross-market integration between stocks and corporate bonds on the Tel Aviv Stock Exchange (TASE) during the COVID-19 crisis. Unlike the worldwide practice of trading corporate bonds on an over-the-counter (OTC) market,...
Persistent link: https://www.econbiz.de/10015414298
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Cover Image
Does trading mechanism shape cross-market integration? : evidence from stocks and corporate bonds on the Tel Aviv Stock Exchange
Hadad, Elroi - In: Journal of economics, finance & administrative science 30 (2025) 59, pp. 169-188
Purpose This study investigates the influence of trading mechanisms on cross-market integration between stocks and corporate bonds on the Tel Aviv Stock Exchange (TASE) during the COVID-19 crisis. Unlike the worldwide practice of trading corporate bonds on an over-the-counter (OTC) market, TASE...
Persistent link: https://www.econbiz.de/10015410411
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Investor attention and its impact on portfolio volatility and sectoral risk spillovers in Borsa Istanbul
Özdemir, Müge; Taş, Oktay - In: Borsa Istanbul Review 25 (2025) 1, pp. 107-126
investor attention intensifies asymmetric conditional volatility in the finance, technology, banking, and mining sectors …
Persistent link: https://www.econbiz.de/10015334500
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Crude oil price volatility and the Nigerian economy
Mgbomene, Chukunalu; Ashakah, Felix Onoriode; Metieh, … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 3, pp. 390-402
Persistent link: https://www.econbiz.de/10015434772
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Portfolio selection under systemic risk
Lin, Weidong; Olmo, Jose; Taamouti, Abderrahim - In: Journal of money, credit and banking : JMCB 57 (2025) 4, pp. 905-949
Persistent link: https://www.econbiz.de/10015471208
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Combining volatility forecasts of duration-dependent Markov-switching models
Turatti, Douglas Eduardo; Mendes, Fernando Henrique de … - In: Journal of forecasting 44 (2025) 4, pp. 1195-1210
Persistent link: https://www.econbiz.de/10015464622
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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
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu; Karlsson, Hyunjoo Kim - In: Computational economics 61 (2023) 4, pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
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Modelling stock market volatility during the COVID-19 pandemic : evidence from BRICS countries
Banumathy, Karunanithy - In: Managing global transitions : international research journal 21 (2023) 3, pp. 253-268
Persistent link: https://www.econbiz.de/10015188996
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