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~language:"eng"
~language:"por"
~type_genre:"Article in journal"
~subject:"United Kingdom"
~subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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United Kingdom
Volatilität
Theorie
355
Theory
355
Volatility
324
Estimation
307
Schätzung
307
Börsenkurs
306
Share price
306
Capital income
249
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249
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226
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201
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Article
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Article in journal
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339
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English
Portuguese
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Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
McAleer, Michael
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Pierdzioch, Christian
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Chang, Chia-Lin
4
Dai, Zhifeng
4
Gao, Yang
4
Hau, Liya
4
Qiao, Gaoxiu
4
Ur Rehman, Mobeen
4
Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Ho, Kin-Yip
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Li, Yanshuang
3
Lien, Da-hsiang Donald
3
Liu, Qiang
3
Ma, Yong
3
Ryu, Doojin
3
Su, Xianfang
3
Wang, Jian
3
Wang, Xiangning
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Zhang, Zhaoyong
3
Al-Jarrah, Idries Mohammad Wanas
2
Asai, Manabu
2
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
938
Energy economics
685
Finance research letters
525
The economic journal : the journal of the Royal Economic Society
523
Journal of banking & finance
514
International review of financial analysis
462
Economic modelling
453
Applied financial economics
442
The journal of futures markets
420
Economics letters
414
Applied economics letters
394
International review of economics & finance : IREF
381
Journal of econometrics
343
Fiscal studies : the journal of the Institute for Fiscal Studies
329
Journal of international money and finance
318
Regional studies
317
Journal of empirical finance
292
Oxford bulletin of economics and statistics
292
Journal of international financial markets, institutions & money
286
National Institute economic review
281
Research in international business and finance
281
The economic history review : a journal of economic and social history
280
Scottish journal of political economy : the journal of the Scottish Economic Society
273
Oxford review of economic policy
266
Quarterly bulletin / Bank of England
262
Oxford economic papers
255
International journal of theoretical and applied finance
252
The European journal of finance
239
Economica
215
Journal of financial economics
215
Journal of risk and financial management : JRFM
215
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
201
Industrial relations journal
199
International journal of forecasting
195
Quantitative finance
185
International journal of finance & economics : IJFE
184
Business history
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
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ECONIS (ZBW)
339
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339
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1
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:
2
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
Saved in:
3
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
4
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
5
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
6
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
7
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
8
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
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