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~language:"eng"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatility
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McAleer, Michael
246
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209
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Bollerslev, Tim
98
Bouri, Elie
95
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92
Ma, Feng
88
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87
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74
Spagnolo, Nicola
74
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72
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72
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61
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59
Tiwari, Aviral Kumar
59
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Asai, Manabu
53
Kang, Sang Hoon
53
Clements, Adam
51
Todorov, Viktor
51
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51
McMillan, David G.
50
Mensi, Walid
49
Caporin, Massimiliano
48
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47
Dijk, Dick van
46
Salisu, Afees A.
46
Xuan Vinh Vo
45
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Wang, Yudong
44
Demirer, Rıza
43
Chiarella, Carl
42
Christoffersen, Peter F.
42
Engle, Robert F.
42
Kočenda, Evžen
42
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41
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41
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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
Internationaler Währungsfonds / Research Department
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Institut für Weltwirtschaft
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Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Massachusetts Institute of Technology / Department of Economics
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Erasmus Research Institute of Management
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Federal Reserve Bank of Cleveland
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3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
Leibniz-Institut für Wirtschaftsforschung Halle
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Energy economics
598
Finance research letters
513
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
338
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
260
Applied economics letters
257
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
238
Journal of international financial markets, institutions & money
236
Working paper
236
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
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
172
CESifo working papers
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
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ECONIS (ZBW)
27,180
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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 high-income and innovative nations resilient to the Russia-Ukraine war?
Kumari, Vineeta
;
Hassan, Majdi
;
Pandey, Dharen Kumar
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1268-1287
Persistent link: https://www.econbiz.de/10014535458
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