//--> //--> //--> //-->
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"
~subject:"Aktienmarkt"
~subject:"Anlageverhalten"
~subject:"USA"
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
Aktienmarkt
Anlageverhalten
USA
Estimation
254
Schätzung
254
Capital income
120
Kapitaleinkommen
120
Theorie
100
Theory
100
Börsenkurs
81
Share price
81
Volatilität
81
Forecasting model
65
Prognoseverfahren
65
CAPM
52
Portfolio selection
45
Portfolio-Management
45
ARCH model
43
ARCH-Modell
43
Stock market
42
Risikoprämie
40
Risk premium
40
Time series analysis
33
Zeitreihenanalyse
33
Risk
32
Risiko
30
Welt
26
World
26
United States
23
Yield curve
23
Zinsstruktur
23
Estimation theory
22
Schätztheorie
22
Correlation
19
Korrelation
19
Behavioural finance
16
Exchange rate
16
Wechselkurs
16
Markov chain
15
more ...
less ...
Online availability
All
Undetermined
69
Type of publication
All
Article
131
Type of publication (narrower categories)
All
Article in journal
129
Aufsatz in Zeitschrift
129
Language
All
English
131
Author
All
Nelson, Charles R.
3
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Hur, Jungshik
2
Jansen, Dennis W.
2
Karanasos, Menelaos
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Opschoor, Anne
2
Pesaran, M. Hashem
2
Tzavalis, Elias
2
Wel, Michel van der
2
Zaremba, Adam
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Ahn, Seung Chan
1
Aldrich, Eric M.
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Aradhyula, Satheesh V.
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bai, Lu
1
Bao Doan
1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bessler, Wolfgang
1
Bonato, Matteo
1
Brennan, Michael J.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
1,549
Discussion paper / Centre for Economic Policy Research
441
Discussion paper series / IZA
438
Applied economics
416
NBER working paper series
278
Applied economics letters
257
CESifo working papers
224
Economic modelling
221
Finance research letters
212
International review of economics & finance : IREF
208
NBER Working Paper
204
Applied financial economics
196
Journal of banking & finance
188
Working paper
185
International review of financial analysis
184
Energy economics
178
The review of economics and statistics
173
Finance and economics discussion series
172
The North American journal of economics and finance : a journal of financial economics studies
167
The journal of finance : the journal of the American Finance Association
158
Journal of international money and finance
156
The American economic review
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Journal of econometrics
150
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
Economics letters
138
The journal of futures markets
124
Journal of international financial markets, institutions & money
122
Research in international business and finance
122
Journal of applied econometrics
118
Journal of financial economics
109
Discussion paper
104
Discussion paper / Tinbergen Institute
99
Journal of money, credit and banking : JMCB
93
The European journal of finance
93
The review of financial studies
93
Review of quantitative finance and accounting
88
Journal of financial and quantitative analysis : JFQA
85
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
more ...
less ...
Source
All
ECONIS (ZBW)
131
Showing
1
-
10
of
131
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
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
3
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
4
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:
5
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:
6
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:
7
Is gold a hedge or a safe haven against stock markets? : evidence from conditional comoments
Ming, Lei
;
Yang, Ping
;
Liu, Qianqiu
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477120
Saved in:
8
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:
9
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:
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...
//-->