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isPartOf:"MPRA Paper"
~isPartOf:"Journal of financial markets"
~subject:"CAPM"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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CAPM
Prognoseverfahren
Volatility
175
Volatilität
87
volatility
83
Börsenkurs
39
Share price
39
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32
Kapitaleinkommen
32
Estimation
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Andersen, Torben
2
Bonato, Matteo
2
Bondarenko, Oleg
2
Cepni, Oguzhan
2
Easley, David
2
Gupta, Rangan
2
Lee, Suzanne S.
2
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1
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1
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1
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1
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1
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1
Hore, Satadru
1
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1
Kinnunen, Jyri
1
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1
Luo, Dan
1
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1
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1
Ray, Rina
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1
Shiu, Yung-Ming
1
Sibbertsen, Philipp
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Journal of financial markets
International journal of forecasting
118
Journal of forecasting
115
Finance research letters
113
Energy economics
112
International review of financial analysis
82
Journal of empirical finance
76
Journal of banking & finance
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International review of economics & finance : IREF
73
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Applied economics
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Journal of international financial markets, institutions & money
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Discussion paper / Tinbergen Institute
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Economics letters
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Journal of risk and financial management : JRFM
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Journal of financial econometrics
30
Pacific-Basin finance journal
29
Research in international business and finance
29
International journal of finance & economics : IJFE
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Finance and economics discussion series
23
The review of financial studies
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
CREATES research paper
20
International journal of theoretical and applied finance
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ECONIS (ZBW)
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RePEc
3
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1
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
4
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
5
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
6
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
7
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
8
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
Saved in:
9
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
Saved in:
10
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
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