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~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Volatilität
Theory
327,939
Theorie
327,880
USA
188,774
United States
188,462
Welt
99,507
World
99,411
Estimation
85,515
Schätzung
85,460
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70,191
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70,170
China
56,444
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53,790
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53,776
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48,722
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48,649
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43,909
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43,851
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43,449
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43,016
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41,200
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39,791
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39,549
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33,736
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33,495
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32,539
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29,222
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29,207
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Article in journal
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1,089
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McAleer, Michael
241
Gupta, Rangan
209
Caporale, Guglielmo Maria
132
Bouri, Elie
95
Bollerslev, Tim
92
Chang, Chia-Lin
90
Ma, Feng
88
Andersen, Torben
83
Pierdzioch, Christian
74
Bahmani-Oskooee, Mohsen
72
Spagnolo, Nicola
72
Hammoudeh, Shawkat
71
Tiwari, Aviral Kumar
59
Diebold, Francis X.
56
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Härdle, Wolfgang
54
Asai, Manabu
53
Kang, Sang Hoon
53
Todorov, Viktor
52
Clements, Adam
51
McMillan, David G.
51
Wohar, Mark E.
51
Mensi, Walid
49
Caporin, Massimiliano
47
Lux, Thomas
47
Salisu, Afees A.
46
Xuan Vinh Vo
45
Kumar, Dilip
44
Mumtaz, Haroon
44
Demirer, Rıza
43
Dijk, Dick van
43
Tauchen, George Eugene
43
Wang, Yudong
43
Aizenman, Joshua
41
Chiarella, Carl
41
Christiansen, Charlotte
41
Hautsch, Nikolaus
41
Kočenda, Evžen
41
Rodriguez, Gabriel
41
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
16
National Bureau of Economic Research
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
9
Institut für Weltwirtschaft
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Internationaler Währungsfonds / Research Department
7
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Brown University / Department of Economics
3
Centre for International Economic Studies
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
New York Stock Exchange
3
School of Economics and Finance <Brisbane>
3
School of Finance and Business Economics <Perth, Western Australia>
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
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Energy economics
598
Finance research letters
513
Working paper / National Bureau of Economic Research, Inc.
417
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
The journal of futures markets
344
International review of economics & finance : IREF
338
Economic modelling
336
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
259
Applied economics letters
257
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Working paper
229
Discussion paper / Centre for Economic Policy Research
226
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
192
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
CESifo working papers
168
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
Journal of economic dynamics & control
145
International journal of forecasting
140
International journal of finance & economics : IJFE
136
Journal of forecasting
128
The review of financial studies
125
Research paper series / Swiss Finance Institute
117
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
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Source
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ECONIS (ZBW)
27,341
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
3
American financial hegemony, global capital cycles, and the macroeconomic growth environment
Ba, Heather
;
Winecoff, William Kindred
- In:
Economics & politics
36
(
2024
)
1
,
pp. 334-372
Persistent link: https://www.econbiz.de/10014473020
Saved in:
4
The amplifying role of geopolitical risks, economic policy uncertainty, and climate risks on energy-stock market volatility spillover across economic cycles
Hu, Zinan
;
Borjigin, Sumuya
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-40
Persistent link: https://www.econbiz.de/10014492091
Saved in:
5
Analysis of output and output volatility connectedness of Nigeria, USA, China and India : new empirical insights from the global financial crisis versus 2016 Nigerian recession
Anthony-Orji, Onyinye I.
;
Nwodo, Ikenna Paulinus
;
Orji, …
- In:
Journal of financial economic policy
16
(
2024
)
1
,
pp. 34-59
Persistent link: https://www.econbiz.de/10014470893
Saved in:
6
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
7
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
8
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
9
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
10
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
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