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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Korrelation"
~subject:"Volatilität"
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Volatility
Korrelation
Volatilität
Estimation
448
Schätzung
448
Capital income
187
Kapitaleinkommen
187
Theorie
169
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169
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Caporin, Massimiliano
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Ap Gwilym, Owain
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Journal of empirical finance
The European journal of finance
Energy economics
143
Applied economics
132
Finance research letters
132
Economic modelling
129
International review of economics & finance : IREF
122
Journal of econometrics
116
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
95
Working paper / National Bureau of Economic Research, Inc.
90
Applied economics letters
89
NBER working paper series
89
NBER Working Paper
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Journal of international financial markets, institutions & money
75
Journal of international money and finance
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72
Research in international business and finance
72
Economics letters
66
The journal of futures markets
65
CESifo working papers
64
Discussion paper / Tinbergen Institute
61
Journal of risk and financial management : JRFM
59
Discussion paper / Centre for Economic Policy Research
54
International journal of forecasting
49
International journal of finance & economics : IJFE
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial economics
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International Journal of Energy Economics and Policy : IJEEP
38
Quantitative finance
38
Pacific-Basin finance journal
37
International journal of economics and finance
35
Journal of economic dynamics & control
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ECONIS (ZBW)
138
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
9
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
10
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
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