//--> //--> //--> //-->
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:"The European journal of finance"
~subject:"Korrelation"
~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
Korrelation
Estimation
445
Schätzung
445
Capital income
184
Kapitaleinkommen
184
Theorie
167
Theory
167
Börsenkurs
128
Share price
128
Volatilität
125
Forecasting model
94
Prognoseverfahren
94
Aktienmarkt
77
Stock market
77
CAPM
71
Portfolio selection
64
Portfolio-Management
64
ARCH model
58
ARCH-Modell
58
Risikoprämie
52
Risk premium
52
Risk
47
Risiko
45
Time series analysis
39
Zeitreihenanalyse
39
Exchange rate
37
USA
37
United States
37
Wechselkurs
37
Welt
36
World
36
Anlageverhalten
32
Behavioural finance
32
EU countries
32
EU-Staaten
32
Deutschland
31
Germany
31
Großbritannien
31
United Kingdom
31
Yield curve
30
more ...
less ...
Online availability
All
Undetermined
77
Free
1
Type of publication
All
Article
136
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
136
Conference paper
2
Konferenzbeitrag
2
Language
All
English
136
Author
All
Caporin, Massimiliano
3
Copeland, Laurence S.
3
Karanasos, Menelaos
3
Ap Gwilym, Owain
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Gupta, Rangan
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Koutmos, Gregory
2
Opschoor, Anne
2
Pierdzioch, Christian
2
Wel, Michel van der
2
Abergel, Frédéric
1
Abhyankar, Abhay
1
Aboulamer, Anas
1
Adcock, Christopher
1
Agosto, Arianna
1
Alexeev, Vitali
1
Algaba, Andres
1
Ali, Faek Menla
1
Alireza Zarei
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bai, Lu
1
Baillie, Richard
1
Balcilar, Mehmet
1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bessler, Wolfgang
1
Bhatti, Muhammad Ishaq
1
Bonaccolto, G.
1
Bonato, Matteo
1
Booth, G. Geoffrey
1
more ...
less ...
Published in...
All
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
Applied economics letters
89
Applied financial economics
77
Journal of international financial markets, institutions & money
75
Journal of international money and finance
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Research in international business and finance
72
Economics letters
66
The journal of futures markets
65
Journal of risk and financial management : JRFM
59
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
35
Journal of financial econometrics
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Econometric reviews
31
International journal of economics and financial issues : IJEFI
31
Journal of forecasting
30
Journal of applied econometrics
29
Cogent economics & finance
28
Journal of financial markets
28
more ...
less ...
Source
All
ECONIS (ZBW)
136
Showing
1
-
10
of
136
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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...
//-->