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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial markets"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Estimation
258
Schätzung
258
Capital income
113
Kapitaleinkommen
113
Börsenkurs
76
Share price
76
Volatility
70
Theorie
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68
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Prokopczuk, Marcel
3
Guidolin, Massimo
2
Lee, Suzanne S.
2
Strohsal, Till
2
Wese Simen, Chardin
2
Aboura, Sofiane
1
Ahmed, Shamim
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
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1
Avouyi-Dovi, Sanvi
1
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1
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1
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1
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1
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1
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1
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1
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1
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Bonato, Matteo
1
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1
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1
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1
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Journal of banking & finance
Journal of financial markets
Energy economics
150
Economic modelling
128
Finance research letters
127
Applied economics
124
Journal of econometrics
111
International review of economics & finance : IREF
105
The North American journal of economics and finance : a journal of financial economics studies
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
International review of financial analysis
79
Economics letters
78
Applied economics letters
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Research in international business and finance
68
International journal of forecasting
67
Journal of international financial markets, institutions & money
55
Discussion paper / Centre for Economic Policy Research
53
Journal of empirical finance
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Journal of international money and finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of economic dynamics & control
37
Working paper / National Bureau of Economic Research, Inc.
36
Journal of financial econometrics
35
International journal of finance & economics : IJFE
33
Discussion papers / CEPR
32
Econometric reviews
32
Pacific-Basin finance journal
32
Quantitative finance
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Emerging markets, finance and trade : EMFT
27
Journal of financial economics
27
Journal of macroeconomics
27
Macroeconomic dynamics
26
Computational economics
25
The European journal of finance
25
Journal of forecasting
24
International journal of economics and finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
77
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1
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
6
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
7
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
8
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
9
Option trading volume by moneyness, firm fundamentals, and expected stock returns
Zhou, Yi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013254032
Saved in:
10
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
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