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~subject:"Volatilität"
~isPartOf:"Journal of international financial markets, institutions & money"
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Search: subject:"Zeitreihenanalyse"
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Volatilität
Time series analysis
45
Zeitreihenanalyse
45
Estimation
17
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17
Capital income
14
Kapitaleinkommen
14
Theorie
14
Theory
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Aloui, Chaker
2
Chkili, Walid
2
Nguyen, Duc Khuong
2
Corbet, Shaen
1
Degiannakisa, Stavros
1
Filis, George
1
Floros, Christos
1
Fung, Hung-gay
1
Grobys, Klaus
1
Grossmann, Axel
1
Katsiampa, Paraskevi
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1
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1
Patterson, Gary A.
1
Pippenger, John E.
1
Rötheli, Tobias F.
1
Sheedy, Elizabeth A.
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Xing, Xuejing
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Journal of international financial markets, institutions & money
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
58
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
38
Economics letters
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
International review of financial analysis
28
Journal of financial econometrics
27
CREATES research paper
25
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
24
Journal of risk and financial management : JRFM
23
Research in international business and finance
21
Computational economics
20
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
16
Applied economics letters
15
CESifo working papers
15
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
Journal of financial economics
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
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1
A multifractal model of asset (in)variances
Grobys, Klaus
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014433281
Saved in:
2
High frequency volatility co-movements in cryptocurrency markets
Katsiampa, Paraskevi
;
Corbet, Shaen
;
Lucey, Brian M.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 35-52
Persistent link: https://www.econbiz.de/10012262439
Saved in:
3
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
4
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
5
The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel
;
Love, Inessa
;
Orlov, Alexei G.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
Saved in:
6
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
7
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
8
A note on the time-series relationship between market industry concentration and market volatility
Xing, Xuejing
- In:
Journal of international financial markets, …
14
(
2004
)
2
,
pp. 105-115
Persistent link: https://www.econbiz.de/10001889079
Saved in:
9
In search of overshooting and bandwagons in exchange rates
Pippenger, John E.
- In:
Journal of international financial markets, …
14
(
2004
)
1
,
pp. 87-98
Persistent link: https://www.econbiz.de/10001868793
Saved in:
10
Bandwagon effects and run patterns in exchange rates once more
Rötheli, Tobias F.
- In:
Journal of international financial markets, …
14
(
2004
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10001868805
Saved in:
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