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Year of publication
Subject
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ARCH-Modell 3,977 ARCH model 3,793 Volatilität 2,416 Volatility 2,383 Theorie 1,224 Theory 1,146 Schätzung 990 Estimation 936 Zeitreihenanalyse 935 Time series analysis 900 Börsenkurs 733 Share price 700 Kapitaleinkommen 698 Capital income 690 Prognoseverfahren 690 Forecasting model 663 Schätztheorie 622 Estimation theory 613 Aktienmarkt 515 Stock market 505 Wechselkurs 357 GARCH 352 Exchange rate 346 Spillover-Effekt 342 Risikomaß 339 Spillover effect 337 Risk measure 334 Welt 326 World 319 Korrelation 316 Correlation 307 USA 262 Finanzmarkt 258 Risiko 252 Aktienindex 248 Portfolio-Management 247 Risk 247 Portfolio selection 244 Financial market 243 Stochastischer Prozess 243
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Online availability
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Free 4,292 CC license 386
Type of publication
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Book / Working Paper 3,270 Article 1,019 Other 3
Type of publication (narrower categories)
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Working Paper 1,661 Arbeitspapier 1,441 Graue Literatur 1,424 Non-commercial literature 1,424 Article in journal 965 Aufsatz in Zeitschrift 965 Hochschulschrift 34 Thesis 23 Article 20 Collection of articles of several authors 8 Collection of articles written by one author 8 Sammelwerk 8 Sammlung 8 Conference paper 5 Forschungsbericht 5 Konferenzbeitrag 5 Systematic review 3 Übersichtsarbeit 3 Aufsatzsammlung 2 Case study 2 Doctoral Thesis 2 Fallstudie 2 Konferenzschrift 1
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Language
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English 4,114 Undetermined 151 German 11 Spanish 7 French 5 Portuguese 3 Danish 1 Polish 1
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Author
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McAleer, Michael 161 Chang, Chia-Lin 69 Caporale, Guglielmo Maria 47 Hafner, Christian M. 43 Teräsvirta, Timo 41 Bauwens, Luc 39 Conrad, Christian 39 Gupta, Rangan 35 Caporin, Massimiliano 32 Rombouts, Jeroen V. K. 30 Linton, Oliver 29 Engle, Robert F. 28 Asai, Manabu 26 Allen, David E. 24 Bollerslev, Tim 23 Karanasos, Menelaos 23 Koopman, Siem Jan 23 Herwartz, Helmut 22 Meitz, Mika 22 Saikkonen, Pentti 22 Silvennoinen, Annastiina 22 Rahbek, Anders 21 Sheppard, Kevin 21 Mittnik, Stefan 20 Ardia, David 19 Diebold, Francis X. 19 Hansen, Peter Reinhard 18 Lütkepohl, Helmut 18 Christoffersen, Peter F. 17 Paolella, Marc S. 17 Spagnolo, Nicola 17 Weber, Enzo 17 Degiannakis, Stavros Antonios 16 Lucas, André 16 Ravazzolo, Francesco 16 Fiorentini, Gabriele 15 Sentana, Enrique 15 Singh, Abhay Kumar 15 Xu, Yongdeng 15 Yang, Minxian 15
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 39 National Bureau of Economic Research 21 London School of Economics (LSE) 16 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 Ekonomiska forskningsinstitutet <Stockholm> 11 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 8 Econometrisch Instituut <Rotterdam> 8 Econometric Society 7 Shakai-Keizai-Kenkyūsho <Osaka> 6 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 6 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 6 School of Economics and Management, University of Aarhus 5 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 Centro de Estudios Monetarios y Financieros (CEMFI) 4 Department of Economics, Boston College 4 Department of Economics, University of California-San Diego (UCSD) 4 Economics Group, Nuffield College, University of Oxford 4 Rimini Centre for Economic Analysis (RCEA) 4 Banque de France 3 Department of Economics, National University of Ireland 3 Department of Economics, University of Crete 3 Département de Sciences Économiques, Université de Montréal 3 European University Institute / Department of Economics 3 Instituto Valenciano de Investigaciones Económicas (IVIE) 3 National Institute of Economic and Social Research 3 Society for Computational Economics - SCE 3 UNIVERSIDAD EAFIT 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 Banca d'Italia 2 Center for Economic Research <Tilburg> 2 Cowles Foundation for Research in Economics, Yale University 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Departamento de Economía, Universidad Carlos III de Madrid 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics, Leicester University 2 Department of Economics, Oxford University 2 Economics Department, Queen's University 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Federal Reserve Bank of St. Louis 2 HAL 2
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Published in...
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Discussion paper / Tinbergen Institute 110 Journal of risk and financial management : JRFM 91 International Journal of Energy Economics and Policy : IJEEP 70 Econometric Institute research papers 69 CREATES research paper 53 International journal of economics and financial issues : IJEFI 52 Cogent economics & finance 51 Working paper 49 MPRA Paper 39 CORE discussion papers : DP 36 Financial innovation : FIN 36 Risks : open access journal 36 Working papers 36 CESifo working papers 34 Econometrics : open access journal 31 International Journal of Financial Studies : open access journal 28 Economies : open access journal 26 SFB 649 discussion paper 26 Tinbergen Institute Discussion Paper 26 CBN journal of applied statistics 22 Department of Economics working paper series 22 Economics and finance working paper series 21 SSE EFI working paper series in economics and finance 21 CORE discussion paper : DP 20 Cambridge working papers in economics 19 NBER working paper series 19 Quantitative finance and economics 19 Research paper series / Swiss Finance Institute 19 Working Paper 19 Working paper series 19 CFS working paper series 18 Iranian economic review : journal of University of Tehran 18 Discussion papers of interdisciplinary research project 373 16 LSE Research Online Documents on Economics 16 SSE/EFI Working Paper Series in Economics and Finance 15 IES working paper 14 IWQW discussion paper series 14 SFB 649 Discussion Paper 14 Discussion papers / Deutsches Institut für Wirtschaftsforschung 13 ECB Working Paper 13
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Source
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ECONIS (ZBW) 3,796 EconStor 243 RePEc 238 BASE 14 USB Cologne (business full texts) 1
Showing 1 - 10 of 4,292
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Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange rate volatility using hourly high-frequency data. The...
Persistent link: https://www.econbiz.de/10015194391
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Predicting cryptocurrency volatility : the power of model clustering
Qiu, Yue; Qu, Shaoguang; Shi, Zhentao; Xie, Tian - In: Economic modelling 144 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015195169
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The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos; Hou, Yangyang; Stentoft, Lars - In: Finance research letters 71 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015197067
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Trading VIX on volatility forecasts : another volatility puzzle?
Degiannakis, Stavros; Delis, Panagiotis; Filis, George; … - 2025
Persistent link: https://www.econbiz.de/10015197247
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Sovereign risk and stock market response to natural disasters in emerging economies
Bermúdez-Cespedes, Juan Pablo; Melo-Velandia, Luis Fernando - 2025
Persistent link: https://www.econbiz.de/10015326234
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Examining impact of inflation and inflation volatility on economic growth : evidence from European Union economies
Pappas, Anastasios; Boukas, Nikolaos - In: Economies : open access journal 13 (2025) 2, pp. 1-18
Examining the economies of the European Union from 2000 to 2023, we have found no strong evidence that the inflation rate has a negative impact on economic growth. In contrast, in line with conventional economic theory, higher interest rates are associated with lower economic growth. The results...
Persistent link: https://www.econbiz.de/10015210370
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Modeling gasoline price volatility
Kamocsai, László; Ormos, Mihály - In: Finance research letters 73 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015210877
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Shocked: Electricity Price Volatility Spillovers in Europe
Cevik, Serhan - 2025
European electricity markets are in the midst of unprecedented changes-caused by Russia's invasion of Ukraine and the rise of renewable sources of energy. Using high-frequency data, this paper investigates volatility spillovers across 24 countries in the European Union (EU) during the period...
Persistent link: https://www.econbiz.de/10015328189
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Oil price shocks and airlines stock return and volatility : a GFEVD analysis
Cai, Yifei; Zhang, Yahua; Zhang, Anming - In: Economics of Transportation : the official journal of … 41 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015329608
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Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital
Cevik, Emrah Ismail; Kenç, Turalay; Goodell, John W.; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015327028
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