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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Volatility
324
Volatilität
324
Börsenkurs
115
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101
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101
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99
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
686
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
602
NBER Working Paper
595
Discussion paper series / IZA
584
Finance research letters
506
MPRA Paper
447
Applied economics
432
International review of financial analysis
405
Journal of banking & finance
397
Discussion paper / Centre for Economic Policy Research
361
Economic modelling
361
International review of economics & finance : IREF
356
The journal of futures markets
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331
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325
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Economics letters
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268
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International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
223
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
IMF Staff Country Reports
186
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Physica A: Statistical Mechanics and its Applications
174
Pacific-Basin finance journal
173
IMF working papers
164
Journal of economic dynamics & control
164
CESifo Working Paper Series
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ECONIS (ZBW)
325
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1
Multiperiod portfolio allocation : a study of
volatility
clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
2
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
3
Exchange rate misalignments, capital flows and
volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013449109
Saved in:
4
Idiosyncratic
volatility
puzzle exists at the country level
He, Zhongzhi
;
Xue, Wenjun
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538973
Saved in:
5
How does inter-industry spillover improve the performance of
volatility
forecasting?
Liu, Bin
;
Xiao, Wen
;
Zhu, Xingting
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309851
Saved in:
6
Forecasting stock return
volatility
in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
7
Psychological barriers and option pricing in a local
volatility
model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
8
Financial development, financial instability, and fiscal policy
volatility
: international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
9
Forecasting the realized
volatility
of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
10
Cross-sectional implications of dynamic asset pricing with stochastic
volatility
and ambiguity aversion
Lago-Balsalobre, Rubén
;
Rojo-Suárez, Javier
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483620
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