//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of economics and finance"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
1,236
Schätzung
1,236
Theorie
280
Theory
280
Capital income
180
Kapitaleinkommen
180
Cointegration
155
Kointegration
155
Volatilität
155
Börsenkurs
153
Share price
153
USA
135
United States
135
Time series analysis
128
Zeitreihenanalyse
128
Forecasting model
118
Panel
118
Panel study
118
Prognoseverfahren
118
Economic growth
113
Wirtschaftswachstum
113
Welt
109
World
109
Aktienmarkt
89
Stock market
89
Deutschland
87
Germany
87
ARCH model
86
ARCH-Modell
86
Estimation theory
79
Schätztheorie
79
VAR model
73
VAR-Modell
73
EU countries
69
EU-Staaten
69
CAPM
67
Exchange rate
67
Geldpolitik
67
Monetary policy
67
more ...
less ...
Online availability
All
Undetermined
81
Type of publication
All
Article
155
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
155
Language
All
English
155
Author
All
Yin, Lianqian
3
Abaidoo, Rexford
2
Caporin, Massimiliano
2
Chen, Jiangrui
2
Christiansen, Charlotte
2
Clements, Adam
2
Conrad, Christian
2
Dijk, Dick van
2
Edwards, Jeffrey A.
2
Hafner, Christian M.
2
Hou, Sizhe
2
Kanas, Angelos
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Klaassen, Franc
2
Liesenfeld, Roman
2
Liu, Xiaojie
2
Nolte, Ingmar
2
Opschoor, Anne
2
Wel, Michel van der
2
Zhang, Wei
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Abubaker, Riyad
1
Adcock, Christopher
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Ajide, Kazeem Bello
1
Al-Deehani, Talla
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Alvarez González, Francisco
1
Arabi, Khalafalla Ahmed Mohamed
1
Aragó Manzana, Vicent
1
Arekar, Kirti
1
Aretz, Kevin
1
Arin, Kerim Peren
1
Arteche, Josu
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
more ...
less ...
Published in...
All
Journal of empirical finance
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of economics and finance
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
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
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
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
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 economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
more ...
less ...
Source
All
ECONIS (ZBW)
155
Showing
1
-
10
of
155
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
5
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
6
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
7
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
8
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
9
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
10
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->