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Search: subject:"Volatility persistence"
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Volatilität
68
volatility persistence
68
Volatility
66
ARCH-Modell
58
ARCH model
57
Volatility persistence
46
Zeitreihenanalyse
28
Schätzung
27
Time series analysis
27
Estimation
25
Kapitaleinkommen
22
Capital income
21
GARCH
21
Aktienmarkt
19
Börsenkurs
19
Share price
19
Stock market
18
Welt
14
Theorie
13
World
13
Theory
12
Wechselkurs
11
long memory
11
Exchange rate
10
Forecasting model
10
Prognoseverfahren
10
Volatility Persistence
10
EGARCH
9
Long memory
9
Strukturbruch
9
Estimation theory
8
Schätztheorie
8
Structural break
8
Trading volume
8
structural breaks
8
Handelsvolumen der Börse
7
High frequency data
7
Spillover effect
7
Spillover-Effekt
7
trading volume
7
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Online availability
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Free
56
Undetermined
54
CC license
2
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Article
95
Book / Working Paper
33
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Article in journal
61
Aufsatz in Zeitschrift
61
Working Paper
10
Article
6
Arbeitspapier
4
Graue Literatur
4
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4
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1
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1
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English
86
Undetermined
42
Author
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Caporale, Guglielmo Maria
9
Gil-Alana, Luis A.
8
Amado, Cristina
4
Charles, Amélie
3
Darné, Olivier
3
Dedi, Lidija
3
Gallo, Giampiero M.
3
Liesenfeld, Roman
3
Otranto, Edoardo
3
Teräsvirta, Timo
3
Yavas, Burhan F.
3
Abaoub, Ezzeddine
2
Abata, Matthew Adeolu
2
Agnihotri, Shalini
2
Aliyu, Mohammed Farid
2
Aydogan, Berna
2
Baklaci, Hasan F.
2
Belhaj, Fethi
2
Benavides, Guillermo
2
Chinthapalli, Usha Rekha
2
Conrad, Christian
2
Doguwa, Sani I.
2
Duță, Violeta
2
Gatheral, Jim
2
Gil-Alaña, Luis A.
2
Hamzaoui, Nessrine
2
Hillebrand, Eric
2
Igbinovia, Beauty
2
Jaisson, Thibault
2
Kang, Sang Hoon
2
Kiani, Khurshid M.
2
Kleen, Onno
2
Kumar, Dilip
2
Maheswaran, S.
2
Migiro, Stephen Oseko
2
Naik, Pramod Kumar
2
Omokehinde, Joshua Odutola
2
Omotosho, Babatunde S.
2
Regaieg, Boutheina
2
Rosenbaum, Mathieu
2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
EconWPA
2
HAL
2
Banco de México
1
CESifo
1
Centro Ricerche Nord Sud (CRENoS)
1
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
1
Department of Economics and Related Studies, University of York
1
Department of Economics, Florida International University
1
IÉSEG School of Management, Université Catholique de Lille
1
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
1
School of Economics and Management, University of Aarhus
1
Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen
1
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International journal of economics and financial issues : IJEFI
4
International review of financial analysis
4
MPRA Paper
4
Physica A: Statistical Mechanics and its Applications
4
Econometrics Working Papers Archive
3
DIW Discussion Papers
2
Decision
2
Discussion Papers of DIW Berlin
2
Econometrics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance research letters
2
Global business review
2
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
2
The North American Journal of Economics and Finance
2
Tübinger Diskussionsbeiträge
2
2008 Conference, April 21-22, 2008, St. Louis, Missouri
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
American journal of finance and accounting
1
Applied economics
1
Asia-Pacific Financial Markets
1
Atlantic economic journal : AEJ
1
BNR economic review
1
CBN Journal of Applied Statistics
1
CBN journal of applied statistics
1
CESifo Working Paper
1
CESifo Working Paper Series
1
CREATES Research Papers
1
Central European Journal of Economic Modelling and Econometrics
1
Central European review of economics and management : CEREM
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Copernican Journal of Finance & Accounting : CJF&A
1
Discussion Paper Series
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economic Modelling
1
Economic modelling
1
Economics and finance working paper series
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Ege Academic Review
1
Emerging Markets Finance and Trade
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ECONIS (ZBW)
66
RePEc
50
EconStor
12
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11
The predictability,
volatility
persistence
, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
;
Ghulam, Younis Ahmed
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
12
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
13
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
14
Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi
- In:
Journal of management research
11
(
2019
)
2
,
pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
Saved in:
15
Evaluating
volatility
persistence
of stock return in the pre and cost 2008-2009 financial meltdown
Nageri, Kamaldeen Ibraheem
- In:
Copernican Journal of Finance & Accounting : CJF&A
8
(
2019
)
3
,
pp. 75-94
Persistent link: https://www.econbiz.de/10012211589
Saved in:
16
Estimating time-varying volatility in consumer prices in rwanda : application of GARCH models
Maniraguha, Faustin
;
Karangwa, Mathias
;
Mwenese, Bruno
; …
- In:
BNR economic review
(
2019
)
14
,
pp. 53-75
Persistent link: https://www.econbiz.de/10012312029
Saved in:
17
Dynamic volatility behaviour of stock markets in southern Africa
Mashamba, Tafirei
;
Magweva, Rabson
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10012019002
Saved in:
18
A study on volatility spurious almost integration effect : a threshold realized GARCH approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
Saved in:
19
The determinants of inflation volatility : a panel data analysis for US-product categories
Arespa, Marta
;
González-Alegre, Juan
- In:
Applied economics
54
(
2022
)
35
,
pp. 4060-4083
Persistent link: https://www.econbiz.de/10013410867
Saved in:
20
Market distraction and near-zero daily
volatility
persistence
Wang, Jianxin
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366256
Saved in:
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