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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Volatility
Estimation
1,048
Schätzung
1,048
Theorie
342
Theory
342
Capital income
241
Kapitaleinkommen
241
USA
199
United States
199
Volatilität
171
Börsenkurs
156
Share price
156
Forecasting model
133
Prognoseverfahren
133
Time series analysis
124
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Risikoprämie
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118
Welt
114
World
114
CAPM
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100
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100
Estimation theory
86
Schätztheorie
86
Portfolio selection
71
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71
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Kointegration
69
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68
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Yield curve
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English
171
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Bollerslev, Tim
6
Todorov, Viktor
5
Christoffersen, Peter F.
3
Andersen, Torben
2
Bley, Jorg
2
Bouri, Elie
2
Bu, Ruijun
2
Chevallier, Julien
2
Fabozzi, Frank J.
2
Filis, George
2
Floros, Christos
2
Fusari, Nicola
2
Hou, Ai Jun
2
Jacobs, Kris
2
Jawadi, Fredj
2
Kelly, Bryan T.
2
Ma, Feng
2
McKenzie, Michael D.
2
Narayan, Paresh Kumar
2
Račev, Svetlozar T.
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Strachan, Rodney W.
2
Wohar, Mark E.
2
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Amaya, Diego
1
Anagnostidis, Panagiotis
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
Audrino, Francesco
1
Avdulaj, Krenar
1
Aït-Sahalia, Yacine
1
Babalos, Vassilios
1
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Journal of applied econometrics
Journal of financial economics
Journal of international financial markets, institutions & money
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied economics letters
75
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
The European journal of finance
47
International journal of forecasting
46
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
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ECONIS (ZBW)
171
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171
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
5
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
6
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
8
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
9
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
10
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
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