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isPartOf:"Journal of financial economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Volatility
334
Volatilität
334
Theorie
143
Theory
143
Capital income
125
Kapitaleinkommen
125
Börsenkurs
107
Share price
107
Estimation
98
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72
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72
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Bollerslev, Tim
7
Todorov, Viktor
7
Christoffersen, Peter F.
6
Jacobs, Kris
6
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4
Li, Wai Keung
4
Tauchen, George Eugene
4
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3
Ang, Andrew
3
Aït-Sahalia, Yacine
3
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3
Bali, Turan G.
3
Bandi, Federico M.
3
Bekaert, Geert
3
Brandt, Michael W.
3
Chan, Joshua
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Durham, Garland B.
3
Fan, Jianqing
3
Ghysels, Eric
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Hautsch, Nikolaus
3
Koopman, Siem Jan
3
Li, Sophia Zhengzi
3
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3
Maheu, John M.
3
McCurdy, Thomas H.
3
Moffitt, Robert A.
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Renò, Roberto
3
Sarno, Lucio
3
Abowd, John M.
2
Bai, Jennie
2
Bauwens, Luc
2
Bhattacharya, Utpal
2
Bormetti, Giacomo
2
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Journal of financial economics
Discussion paper / Tinbergen Institute
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
375
The journal of futures markets
345
International review of economics & finance : IREF
343
Economic modelling
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
266
Journal of empirical finance
260
Applied economics letters
258
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
150
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
International journal of forecasting
140
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
112
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
103
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ECONIS (ZBW)
334
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1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
5
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
6
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
7
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
8
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
9
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
10
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
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