المؤلفون: Kumar, Satish¹, Sharma, Devinder²

المصدر: Pragati: Journal of Indian Economy 11(2):107-132. 2024

المؤلفون: Noor Aldeen Kassem Al-alawnh, Muzafar Shah Habibullah, Ahmad Marei, Sajead Mowafaq Alshdaifat

المصدر: Investment Management & Financial Innovations, Vol 21, Iss 3, Pp 222-236 (2024)

مصطلحات موضوعية: COVID-19, leverage effect, Malaysian stock market, market volatility, non-pharmaceutical measures, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/20547/IMFI_2024_03_Al-alawnh.pdf; https://doaj.org/toc/1810-4967; https://doaj.org/toc/1812-9358

URL الوصول: https://doaj.org/article/92886988f7b74aaaa8ae2bc3869a1755

المؤلفون: Shreevastava Aman, Raza Shahil, Bharat Kumar Meher, Ramona Birau, Anand Abhishek, Mircea Laurentiu Simion, Nadia Tudora Cirjan

المصدر: Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, Vol 30, Iss 2, Pp 41-52 (2024)

مصطلحات موضوعية: asymmetry, volatility, leverage effect, garch model, aparch model, bux index, hungary stock market, Electronic computers. Computer science, QA75.5-76.95, Economic theory. Demography, HB1-3840, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: http://eia.feaa.ugal.ro/images/eia/2024_2/Aman_et_al.pdf; https://doaj.org/toc/1584-0409

URL الوصول: https://doaj.org/article/8662314f35854d9494015f2014624c3e

المؤلفون: Alessio Brini, Jimmie Lenz

المصدر: Financial Innovation, Vol 10, Iss 1, Pp 1-38 (2024)

مصطلحات موضوعية: Cryptocurrency, Volatility, Market regimes, Leverage effect, Public finance, K4430-4675, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2199-4730

URL الوصول: https://doaj.org/article/aa65de294a0b4967b7fef9cdb5759a20

المؤلفون: Teimur Mohammadi, Mohammad Reza Feghhi Kashani, Mahdi Samei

المصدر: فصلنامه پژوهش‌های اقتصادی ایران, Vol 29, Iss 98, Pp 54-85 (2024)

مصطلحات موضوعية: leverage effect, debt ratio, compound option, return volatility, Business, HF5001-6182, Capital. Capital investments, HD39-40.7

وصف الملف: electronic resource

Relation: https://ijer.atu.ac.ir/article_13974_810e47ebc409606524d41d2021d8b409.pdf; https://doaj.org/toc/1726-0728; https://doaj.org/toc/2476-6445

URL الوصول: https://doaj.org/article/9c3f6b572f274d4e85597028d5e31643

المؤلفون: Zheng, Mo, Song, Han-Suck, 1968, Liang, Jian

المصدر: Buildings. 14(1)

مصطلحات موضوعية: COVID-19, GARCH models, leverage effect, value-at-risk, volatility forecasting

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-343203
https://doi.org/10.3390/buildings14010182

المؤلفون: Pandey, Abhishek¹, Kumar, Shanu²

المصدر: Mudra: Journal of Finance and Accounting 11(1):85-103. 2024

المؤلفون: Vasileiou, Evangelos

المصدر: Journal of Economic Studies, 2022, Vol. 50, Issue 5, pp. 1063-1072.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JES-04-2022-0235

المؤلفون: Fülle, Markus J., Hafner, Christian, Herwartz, Helmut, Lange, Alexander

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

المصدر: Journal of Statistical Software, (2024)

مصطلحات موضوعية: BEKK model, multivariate GARCH, leverage effect, value-at-risk, impulse response functions

Relation: boreal:291591; http://hdl.handle.net/2078.1/291591; urn:ISSN:1548-7660; urn:EISSN:1548-7660

الاتاحة: http://hdl.handle.net/2078.1/291591

المؤلفون: Bondi, Alessandro, Pulido, Sergio, Scotti, Simone

المساهمون: Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE), Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE)-Université d'Évry-Val-d'Essonne (UEVE)-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), The research of Sergio Pulido benefited from the financial support of the chairs "Deep finance & Statistics" and "Machine Learning & systematic methods in finance" of École Polytechnique. Sergio Pulido and Simone Scotti acknowledge support by the Europlace Institute of Finance (EIF) and the Labex Louis Bachelier, research project: "The impact of information on financial markets".

المصدر: ISSN: 0960-1627.

مصطلحات موضوعية: Stochastic volatility, Rough volatility, Hawkes processes, Jump clusters, Leverage effect, affine Volterra processes, VIX, joint calibration of S&, P 500 and VIX smiles, JEL: C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C63 - Computational Techniques • Simulation Modeling, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G13 - Contingent Pricing • Futures Pricing, [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]

الاتاحة: https://hal.science/hal-03827332
https://hal.science/hal-03827332v1/document
https://hal.science/hal-03827332v1/file/roughHeston_jumps_Oct_20_2022_SSRN.pdf

المؤلفون: Kisswell Basira, Lawrence Dhliwayo, Knowledge Chinhamu, Retius Chifurira, Florence Matarise

المصدر: Risks, Vol 12, Iss 5, p 73 (2024)

مصطلحات موضوعية: dual long memory, heavy-tailed distribution, leverage effect, volatility clustering, non-negativity, Insurance, HG8011-9999

Relation: https://www.mdpi.com/2227-9091/12/5/73; https://doaj.org/toc/2227-9091; https://doaj.org/article/0ec66f99e464426984d03273d7b3d571

الاتاحة: https://doi.org/10.3390/risks12050073
https://doaj.org/article/0ec66f99e464426984d03273d7b3d571

المؤلفون: Elchin Suleymanov, Magsud Gubadli, Ulvi Yagubov

المصدر: Risks, Vol 12, Iss 5, p 76 (2024)

مصطلحات موضوعية: Nasdaq-100, asymmetrical stochastic volatility, leverage effect, persistence of volatility, Insurance, HG8011-9999

Relation: https://www.mdpi.com/2227-9091/12/5/76; https://doaj.org/toc/2227-9091; https://doaj.org/article/ae9acdfd46b44eeaa6d7c5d531b73711

الاتاحة: https://doi.org/10.3390/risks12050076
https://doaj.org/article/ae9acdfd46b44eeaa6d7c5d531b73711

المؤلفون: Sándor Bozsik, Judit Szemán

المصدر: Theory, Methodology, Practice, Vol 19, Iss 02 (2023)

مصطلحات موضوعية: leverage effect, risk matching principle, ROA, ROE, Social Sciences, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://ojs.uni-miskolc.hu/index.php/tmp/article/view/2698; https://doaj.org/toc/1589-3413; https://doaj.org/toc/2415-9883

URL الوصول: https://doaj.org/article/cdc0b38e2d0146ccbc5e45ba9753283e

المؤلفون: Xiaoxing Liu, Khurram Shehzad

المصدر: Journal of Applied Economics, Vol 26, Iss 1 (2023)

مصطلحات موضوعية: Returns transmission, Volatility spillover effect, Time-varying correlations, Leverage effect, Financial crisis, Economic growth, development, planning, HD72-88, Economic history and conditions, HC10-1085

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1514-0326; https://doaj.org/toc/1667-6726

URL الوصول: https://doaj.org/article/20a88ee53b1943a189ebc590b452b3ff

المؤلفون: Jude Octavian, Turgeman Avraham, Boţoc Claudiu

المصدر: Studies in Business and Economics, Vol 18, Iss 1, Pp 118-128 (2023)

مصطلحات موضوعية: volatility, garch, energy markets, leverage effect, Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2344-5416

URL الوصول: https://doaj.org/article/4bfac6c54d68477f8edb1840669f18d4

المؤلفون: Karunanithy Banumathy

المصدر: Managing Global Transitions, Vol 21, Iss 3 (2023)

مصطلحات موضوعية: BRICS countries, conditional volatility, GARCH models, leverage effect, market return, Economic growth, development, planning, HD72-88

وصف الملف: electronic resource

Relation: https://ojs.upr.si/index.php/fm/article/view/94; https://doaj.org/toc/1854-6935

URL الوصول: https://doaj.org/article/c3db694c21fc4c5da28af814338ea458

المؤلفون: Nidhal Mgadmi, Azza Béjaoui, Wajdi Moussa, Tarek Sadraoui

المصدر: Scientific Annals of Economics and Business, Vol 69, Iss 3, Pp 343-359 (2022)

مصطلحات موضوعية: covid-19 pandemic, cryptocurrency volatility, leverage effect, cryptocurrency dynamics, econometric modeling., Business, HF5001-6182

وصف الملف: electronic resource

Relation: http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1329; https://doaj.org/toc/2501-3165

URL الوصول: https://doaj.org/article/208f12d7e9ff4a5e88fc943464a86bb1

المؤلفون: Jan Jakub Szczygielski, Chimwemwe Chipeta

المصدر: Modern Finance, Vol 1, Iss 1 (2023)

مصطلحات موضوعية: Johannesburg Stock Exchange, leverage effect, stock market returns, variance, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://mf-journal.com/article/view/8; https://doaj.org/toc/2956-7742

URL الوصول: https://doaj.org/article/ff11d2bee600427385d7ffcf148c7fc2

المؤلفون: Alireza Najjarpour, Mojtaba Rostami

المصدر: مدلسازی اقتصادسنجی, Vol 7, Iss 1, Pp 71-96 (2022)

مصطلحات موضوعية: stochastic volatility, jump, bayesian methods, total index, leverage effect, Economic growth, development, planning, HD72-88

وصف الملف: electronic resource

Relation: https://jem.semnan.ac.ir/article_6524_2dab9b2e405ef59d353ddd741ba72d3b.pdf; https://doaj.org/toc/2345-654X; https://doaj.org/toc/2821-2150

URL الوصول: https://doaj.org/article/3f479c57320341d5acd818233e3b5bb5

المؤلفون: Ju. S. Trifonov, B. S. Potanin

المصدر: Финансы: теория и практика, Vol 26, Iss 2, Pp 204-218 (2022)

مصطلحات موضوعية: financial markets, financial assets, volatility modelling, egarch, dcc-garch, leverage effect, conditional correlation, multivariate garch models, joint volatility dynamics, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://financetp.fa.ru/jour/article/view/1589; https://doaj.org/toc/2587-5671; https://doaj.org/toc/2587-7089

URL الوصول: https://doaj.org/article/b6a28fe180b34b52877f08edb7735d17