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Volatility
257
Volatilität
257
Börsenkurs
85
Share price
85
Estimation
82
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82
Capital income
61
Kapitaleinkommen
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Gupta, Rangan
5
Ma, Feng
4
Chevallier, Julien
3
Grobys, Klaus
3
Li, Ming-yuan Leon
3
Power, Gabriel J.
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Ryu, Doojin
3
Wang, Xingchun
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Baek, Changryong
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Boroumand, Raphaël Homayoun
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Chakrabarti, Prasenjit
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Liu, Zhichao
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Maliranta, Mika
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Olson, Eric
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Pati, Pratap Chandra
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Pierdzioch, Christian
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Salisu, Afees A.
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Sosvilla-Rivero, Simón
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Yang, Heejin
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Zagaglia, Paolo
2
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2
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1
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Applied economics letters
NBER working paper series
687
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
602
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
530
MPRA Paper
447
Applied economics
437
International review of financial analysis
405
Journal of banking & finance
397
International review of economics & finance : IREF
371
Discussion paper / Centre for Economic Policy Research
361
Economic modelling
361
The journal of futures markets
355
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
322
Economics letters
302
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
223
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
IMF Staff Country Reports
186
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
176
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
166
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
163
CESifo Working Paper Series
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ECONIS (ZBW)
288
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1
A dynamic leverage stochastic
volatility
model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
2
Price informativeness : a potential explanation for the idiosyncratic
volatility
puzzle
Kim, Jinyong
;
Kim, Yongsik
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2264-2269
Persistent link: https://www.econbiz.de/10014364831
Saved in:
3
Newspaper-based equity uncertainty or implied
volatility
index : new evidence from oil market
volatility
predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Forecasting oil futures price
volatility
with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
5
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
6
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
7
Co-movement of
volatility
risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
8
The information content of Chinese
volatility
index for
volatility
forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
Saved in:
9
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
10
Investors' reaction under uncertainty
Kyaw, Khine
;
Olugbode, Mojisola
;
Petracci, Barbara
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2332-2336
Persistent link: https://www.econbiz.de/10014365767
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