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isPartOf:"Journal of financial economics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Schätzung
Volatility
349
Volatilität
349
Börsenkurs
143
Capital income
143
Kapitaleinkommen
143
Share price
143
Theorie
83
Theory
83
Aktienmarkt
81
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81
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70
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54
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46
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Prognoseverfahren
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World
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Anlageverhalten
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Behavioural finance
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Option pricing theory
30
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
23
Ankündigungseffekt
22
Announcement effect
22
Financial market
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22
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Aufsatz in Zeitschrift
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Bollerslev, Tim
5
Todorov, Viktor
4
Christoffersen, Peter F.
3
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Amaya, Diego
1
Andersen, Torben
1
Ang, Tze Chuan
1
Aït-Sahalia, Yacine
1
Bai, Jennie
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bardgett, Chris
1
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1
Boulter, Terry
1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Brooks, Robert
1
Brown, Philip
1
Cao, Jin
1
Chang, Bo Young
1
Chen, Chun-Da
1
Chen, Honghui
1
Chen, Lifang
1
Chen, Qi-an
1
Chung, Kee H.
1
Cohen, Michael
1
Corsi, Fulvio
1
Cremers, Martijn
1
Dash, Saumya Ranjan
1
Della Corte, Pasquale
1
Demirer, Rıza
1
Dew-Becker, Ian
1
Diao, Xundi
1
Docherty, Paul
1
Dokumentov, Alexander
1
Easton, Steve
1
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1
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Journal of financial economics
Pacific-Basin finance journal
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
82
Journal of empirical finance
80
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Economics letters
57
Journal of risk and financial management : JRFM
52
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
70
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
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:
4
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:
5
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
6
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
7
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
8
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
9
Stock market risk and suicide
Koh, Kanghyock
;
Han, Hyojin
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463761
Saved in:
10
Futures trading activity and the jump risk of spot market : evidence from the bitcoin market
Zhang, Chuanhai
;
Ma, Huan
;
Liao, Xiaosai
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463770
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