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Caporale, Guglielmo Maria
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99
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92
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88
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87
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85
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85
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81
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80
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77
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75
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72
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71
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67
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65
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65
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64
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63
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63
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61
Shiller, Robert J.
61
Glaeser, Edward L.
60
Marcellino, Massimiliano
60
Shleifer, Andrei
59
Eichenbaum, Martin S.
58
Kumbhakar, Subal
58
Westerhoff, Frank H.
58
Herwartz, Helmut
57
Rose, Andrew
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Lo, Andrew W.
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International review of financial analysis
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ECONIS (ZBW)
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ArchiDok
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RePEc
1
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1
Application of
volatility
-managed portfolios in the context of a
volatility
index
Subramanian, Abhishek
;
Kayal, Parthajit
-
2023
Persistent link: https://www.econbiz.de/10014375126
Saved in:
2
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
Saved in:
3
Tests of financial market contagion : evolutionary cospectral analysis v.s. wavelet analysis
Ftiti, Zied
;
Tiwari, Aviral Kumar
;
Belanès, Amél
; …
-
2014
Persistent link: https://www.econbiz.de/10010430696
Saved in:
4
Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis
Ftiti, Zied
;
Tiwari, Aviral Kumar
;
Belanès, Amél
; …
- In:
Computational economics
46
(
2015
)
4
,
pp. 575-611
Persistent link: https://www.econbiz.de/10011478891
Saved in:
5
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
6
Volatility
forecast by
volatility
index
and its use as a risk management tool under a value-at-risk approach
Siu, Yam Wing
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011865598
Saved in:
7
Herding behaviour towards high order systematic risks and the contagion effect : evidence from BRICS stock markets
Zhang, Yi
;
Zhou, Long
;
Liu, Zhidong
;
Wu, Baoxiu
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015133602
Saved in:
8
Media coverage and decomposition of stock market
volatility
: based on the generalized dynamic factor model
Qiao, Haishu
;
Su, Yaya
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
3
,
pp. 613-625
Persistent link: https://www.econbiz.de/10012211486
Saved in:
9
Implizite Volatilitäten am Aktien- und Optionsmarkt
Dartsch, Andreas
-
1999
Persistent link: https://www.econbiz.de/10001364354
Saved in:
10
Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten
-
2004
Persistent link: https://www.econbiz.de/10002122262
Saved in:
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