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  • Search: subject:"Volatility Pattern"
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Year of publication
Subject
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Volatility 4 Volatilität 4 ARCH model 3 ARCH-Modell 3 Estimation 2 Exchange rate 2 GB2 distribution 2 HAR model 2 Heteroscedasticity 2 Heteroskedastizität 2 Schätzung 2 Spillover effect 2 Spillover-Effekt 2 Statistical distribution 2 Statistische Verteilung 2 Theorie 2 Theory 2 Time series analysis 2 Volatility Pattern 2 Volatility Spillover 2 Wechselkurs 2 Zeitreihenanalyse 2 Aktienmarkt 1 Ansteckungseffekt 1 Börsenkurs 1 Commodity derivative 1 Contagion effect 1 EGARCH 1 Financial Contagion 1 Financial crisis 1 Finanzkrise 1 Generalized Impulse Response Function 1 Großbritannien 1 Human resource management 1 Influential Direction 1 International financial market 1 Internationaler Finanzmarkt 1 Japan 1 Lead-Lag Relationship 1 Quality assurance 1
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Online availability
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Undetermined 4 Free 1
Type of publication
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Article 4 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 research-article 1
Language
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English 5
Author
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Harvey, Andrew C. 2 Palumbo, Dario 2 Das, Nupur Moni 1 Iyer, Vishwanathan 1 Joseph, Anto 1 Mitra, Amarnath 1 Rao, Kode Chandra Sekhara 1 Rout, Bhabani Sankar 1 Suresh, P. 1 Thakurta, Rahul 1
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Published in...
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Cambridge working papers in economics 1 International Journal of Quality & Reliability Management 1 Journal of econometrics 1 Theoretical economics letters 1 Vision : the journal of business perspective 1
Source
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ECONIS (ZBW) 4 Other ZBW resources 1
Showing 1 - 5 of 5
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Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - In: Journal of econometrics 237 (2023) 2,2, pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - 2019
Persistent link: https://www.econbiz.de/10012703124
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Volatility spillover effect in commodity derivatives market : empirical evidence through generalized impulse response function
Rout, Bhabani Sankar; Das, Nupur Moni; Rao, Kode … - In: Vision : the journal of business perspective 23 (2019) 4, pp. 374-396
Persistent link: https://www.econbiz.de/10012161730
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Characterizing the volatility transmission across international stock markets
Mitra, Amarnath; Iyer, Vishwanathan; Joseph, Anto - In: Theoretical economics letters 5 (2015) 4, pp. 571-583
Persistent link: https://www.econbiz.de/10011439398
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Impact of HRM policies on quality assurance under requirement volatility
Thakurta, Rahul; Suresh, P. - In: International Journal of Quality & Reliability Management 29 (2012) 2, pp. 194-216
Purpose – Requirements of a project are found to change in various ways during the course of the same. Studies have investigated the effect of requirement volatility on different project parameters like effort, schedule, quality, etc. However, these studies have not looked into how different...
Persistent link: https://www.econbiz.de/10014800683
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