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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatilität"
~subject:"Stock market"
~isPartOf:"International journal of finance & economics : IJFE"
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Volatilität
Stock market
Estimation
240
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240
Theorie
208
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208
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148
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148
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136
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Liang, Chao
6
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6
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4
Kanas, Angelos
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Kouretas, Georgios P.
4
Li, Xiafei
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Wei, Yu
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International journal of finance & economics : IJFE
Finance research letters
757
International review of financial analysis
681
Energy economics
659
Applied economics
577
Journal of banking & finance
549
International review of economics & finance : IREF
530
Applied financial economics
505
Economic modelling
485
Applied economics letters
457
The North American journal of economics and finance : a journal of financial economics studies
451
Pacific-Basin finance journal
435
Research in international business and finance
434
Journal of international financial markets, institutions & money
423
Journal of empirical finance
368
The journal of futures markets
366
Journal of econometrics
329
Economics letters
314
Journal of international money and finance
311
Journal of risk and financial management : JRFM
286
International journal of economics and finance
283
Journal of financial economics
281
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
269
International journal of theoretical and applied finance
268
The European journal of finance
259
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
251
International journal of economics and financial issues : IJEFI
217
Review of quantitative finance and accounting
206
Quantitative finance
199
The journal of finance : the journal of the American Finance Association
196
Global finance journal
192
The review of financial studies
187
International Journal of Energy Economics and Policy : IJEEP
182
Cogent economics & finance
181
Journal of financial and quantitative analysis : JFQA
181
Emerging markets, finance and trade : EMFT
176
Journal of economic dynamics & control
176
Investment management and financial innovations
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Emerging markets review
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ECONIS (ZBW)
208
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1
News sentiment and international equity markets during BREXIT period : a textual and connectedness analysis
Koch, Alexander
;
Toan Luu Duc Huynh
;
Wang, Mei
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 5-34
Persistent link: https://www.econbiz.de/10014468984
Saved in:
2
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
3
The impact of Islamic events on herding behaviour in Saudi Arabian equities market
Gabbori, Dina
;
Virk, Nader
;
Aftab, Nadeem
;
Awartani, Basel
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10014468995
Saved in:
4
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
5
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
6
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
7
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
8
Better ways to test for herding
Wang, Junkai
;
Hudson, Robert
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 790-818
Persistent link: https://www.econbiz.de/10014469057
Saved in:
9
Dynamic connectedness between China's commodity markets and China's sectoral stock markets : a multidimensional analysis
Shao, Liuguo
;
Zhang, Hua
;
Chang, Senfeng
;
Wang, Ziyang
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 903-926
Persistent link: https://www.econbiz.de/10014469066
Saved in:
10
Volatility spillovers during normal and high volatility states and their driving factors : a cross-country and cross-asset analysis
Iqbal, Najaf
;
Bouri, Elie
;
Liu, Guangrui
;
Kumar, Ashish
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 975-995
Persistent link: https://www.econbiz.de/10014470054
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