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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~subject:"Estimation theory"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation theory
Risiko
Estimation
252
Schätzung
252
Capital income
118
Kapitaleinkommen
118
Theorie
99
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99
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Baillie, Richard
2
Caporin, Massimiliano
2
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2
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2
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2
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2
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Journal of empirical finance
Journal of econometrics
280
Applied economics
204
Economics letters
179
Economic modelling
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Energy economics
169
Finance research letters
155
Applied economics letters
147
International review of economics & finance : IREF
141
International review of financial analysis
128
Journal of banking & finance
126
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of international money and finance
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Applied financial economics
94
Journal of international financial markets, institutions & money
84
Research in international business and finance
81
Journal of risk and financial management : JRFM
76
Econometric reviews
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
International journal of forecasting
68
The journal of futures markets
67
Journal of applied econometrics
64
Journal of financial economics
61
The European journal of finance
61
Journal of economic dynamics & control
55
Quantitative economics : QE ; journal of the Econometric Society
55
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
Journal of forecasting
46
Pacific-Basin finance journal
46
Empirical economics : a quarterly journal of the Institute for Advanced Studies
45
Quantitative finance
44
Econometrics : open access journal
42
International Journal of Energy Economics and Policy : IJEEP
41
International journal of economics and finance
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ECONIS (ZBW)
114
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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
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
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
9
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:
10
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
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