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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Volatility
Estimation
1,050
Schätzung
1,050
Theorie
304
Theory
304
Capital income
289
Kapitaleinkommen
289
Börsenkurs
206
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206
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195
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195
Volatilität
190
Forecasting model
168
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Gupta, Rangan
7
Bollerslev, Tim
6
Kang, Sang Hoon
5
Pierdzioch, Christian
5
Todorov, Viktor
5
Zhu, Huiming
5
Hau, Liya
4
Mensi, Walid
4
Christoffersen, Peter F.
3
Ho, Kin-Yip
3
Lien, Da-hsiang Donald
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Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Andersen, Torben
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Dai, Zhifeng
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Dash, Saumya Ranjan
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Demirer, Rıza
2
Fusari, Nicola
2
Jacobs, Kris
2
Ji, Qiang
2
Jung, Hojin
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Kelly, Bryan T.
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Kim, Dong H.
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Kim, Jong-Min
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Lee, Hsiu-chuan
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Liu, Qiang
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Liu, Yan
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Maitra, Debasish
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McAleer, Michael
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Nonejad, Nima
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Risse, Marian
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Shi, Yanlin
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Tse, Yiu Kuen
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Wu, Xinyu
2
Xuan Vinh Vo
2
Zhang, Yi
2
Zhang, Zhaoyong
2
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Journal of applied econometrics
Journal of financial economics
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
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
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
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Working paper
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NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
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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
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Journal of risk and financial management : JRFM
54
CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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The European journal of finance
47
International journal of forecasting
46
International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
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
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Quantitative finance
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International journal of economics and finance
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Journal of financial econometrics
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ECONIS (ZBW)
190
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
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:
4
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:
5
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:
6
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
7
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
10
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
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