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~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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Search: subject:"Volatilität"
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Capital income
Zeitreihenanalyse
Volatilität
9,884
Volatility
9,871
Börsenkurs
2,820
Share price
2,820
Estimation
2,683
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2,679
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2,271
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2,214
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2,214
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2,014
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2,013
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1,941
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1,937
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1,522
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1,522
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1,361
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1,361
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1,090
Stochastischer Prozess
1,090
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1,076
Option pricing theory
1,065
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1,065
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1,058
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1,000
Oil price
993
Ölpreis
993
Spillover effect
981
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981
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931
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928
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786
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786
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695
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695
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641
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625
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625
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554
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Gupta, Rangan
65
Ma, Feng
31
Bouri, Elie
26
Wang, Yudong
19
Tiwari, Aviral Kumar
18
Wohar, Mark E.
18
Balcilar, Mehmet
17
Pierdzioch, Christian
17
Demirer, Rıza
16
Kumar, Dilip
15
Zhang, Yaojie
15
Bollerslev, Tim
14
McAleer, Michael
14
Todorov, Viktor
13
Mensi, Walid
12
Nonejad, Nima
12
Wei, Yu
12
Zhang, Wei
12
Li, Jia
11
Li, Yan
11
Shen, Dehua
11
Lau, Chi Keung
10
Liang, Chao
10
Lyócsa, Štefan
10
Molnár, Peter
10
Shi, Yanlin
10
Wu, Xinyu
10
Xuan Vinh Vo
10
Zaremba, Adam
10
Zhu, Huiming
10
Bonato, Matteo
9
Chiang, Thomas C.
9
Gil-Alaña, Luis A.
9
Hammoudeh, Shawkat
9
Jawadi, Fredj
9
Kang, Sang Hoon
9
Rodriguez, Gabriel
9
Shahzad, Syed Jawad Hussain
9
Umar, Zaghum
9
Wu, Chongfeng
9
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Gottfried Wilhelm Leibniz Universität Hannover
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Springer Fachmedien Wiesbaden
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Finance research letters
150
Energy economics
104
Journal of econometrics
99
International review of financial analysis
98
The North American journal of economics and finance : a journal of financial economics studies
97
International review of economics & finance : IREF
92
Applied economics
75
Economic modelling
74
International journal of forecasting
71
Journal of empirical finance
69
Research in international business and finance
67
Journal of banking & finance
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Pacific-Basin finance journal
49
Journal of financial economics
48
Journal of financial econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Economics letters
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of international financial markets, institutions & money
39
Applied economics letters
33
Journal of forecasting
33
Quantitative finance
33
Econometric reviews
28
Emerging markets, finance and trade : EMFT
28
International journal of finance & economics : IJFE
28
The European journal of finance
28
Journal of financial markets
27
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of international money and finance
23
Computational economics
22
Discussion paper / Centre for Economic Policy Research
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Journal of economic dynamics & control
21
Theoretical economics letters
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International journal of economics and finance
18
Investment management and financial innovations
18
Review of quantitative finance and accounting
18
Studies in economics and finance
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ECONIS (ZBW)
2,943
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
Global economic policy uncertainty and the stability of cryptocurrency returns : the role of liquidity volatility
Zhang, Pengcheng
;
Kong, Deli
;
Xu, Kunpeng
;
Qi, Jiayin
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014451561
Saved in:
4
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
5
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
Saved in:
6
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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8
A systematic review on price volatility in agriculture
Mustafa, Zeeshan
;
Vitali, Giuliano
;
Huffaker, Ray
; …
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 268-294
Persistent link: https://www.econbiz.de/10014474361
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9
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
10
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
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