//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~person:"Chevallier, Julien"
~person:"Diao, Xundi"
~person:"Lux, Thomas"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Börsenkurs
2
Commodity derivative
2
Commodity market
2
Commodity price
2
Markov chain
2
Markov-Kette
2
Rohstoffderivat
2
Rohstoffmarkt
2
Rohstoffpreis
2
Share price
2
commodities
2
Aktienindex
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
CSI 300 index
1
Commodity exchange
1
Estimation
1
Euro STOXX
1
Exchange rate
1
FTSE
1
Forecasting model
1
Großbritannien
1
Lévy jumps
1
Markov switching
1
Markov-switching
1
Method of moments
1
Momentenmethode
1
Momentum
1
Nasdaq
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomaß
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chevallier, Julien
Diao, Xundi
Lux, Thomas
Gupta, Rangan
5
Ma, Feng
4
Grobys, Klaus
3
Li, Ming-yuan Leon
3
Pierdzioch, Christian
3
Power, Gabriel J.
3
Ryu, Doojin
3
Sosvilla-Rivero, Simón
3
Wang, Xingchun
3
Wu, Xinyu
3
You, Yu
3
Akar, Betul
2
Apergēs, Nikolaos
2
Baek, Changryong
2
Baffes, John
2
Boroumand, Raphaël Homayoun
2
Cardebat, Jean-Marie
2
Chakrabarti, Prasenjit
2
Demirer, Rıza
2
Figuet, Jean-Marc
2
Ford, Nicholas
2
Goutte, Stéphane
2
Horioka, Charles
2
Ielpo, Florian
2
Kasman, Adnan
2
Kim, Dongwoo
2
Liu, Li
2
Liu, Xiaoquan
2
Liu, Zhichao
2
Lucey, Brian M.
2
Olson, Eric
2
Pargianas, Christos
2
Pati, Pratap Chandra
2
Porcher, Thomas
2
Rezitis, Anthony
2
Salisu, Afees A.
2
Shin, Dong-wan
2
Wang, Xunxiao
2
more ...
less ...
Published in...
All
Applied economics letters
Economics Papers from University Paris Dauphine
12
Economics Bulletin
11
Economics working paper
11
Energy economics
10
Kiel working paper
9
Economics Working Paper
7
Open Access publications from Université Paris-Dauphine
6
Research in international business and finance
5
Economic modelling
4
Finmap working paper
4
Finance research letters
3
Kiel Working Paper
3
Applied economics
2
Discussion paper / B
2
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
2
EconomiX Working Papers
2
Economics letters
2
International review of financial analysis
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
Volkswirtschaftliche Diskussionsbeiträge
2
Annals of finance
1
Applied financial economics
1
Bundesbank Series 1 Discussion Paper
1
Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
EconomiX Working Paper
1
Economic Modelling
1
Energy Economics
1
FEEM Working Paper
1
Finance Research Letters
1
Frankfurter volkswirtschaftliche Diskussionsbeiträge
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
International review of applied economics
1
International review of economics & finance : IREF
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
2
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
Saved in:
3
Volatility spillovers in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Saved in:
4
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
5
What are returns outside trading hours capturing for volatility of individual stocks?
Wang, Xunxiao
;
Diao, Xundi
;
Chen, Yixiang
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1121-1124
Persistent link: https://www.econbiz.de/10011701633
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->