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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Risiko"
~type_genre:"Article in journal"
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Schock
Volatilität
Risiko
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
ARCH model
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ARCH-Modell
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Forecasting model
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Prognoseverfahren
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Time series analysis
17
Zeitreihenanalyse
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Estimation theory
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Schätztheorie
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Risikoprämie
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Risk premium
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Risikomaß
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Risk measure
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Regression analysis
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Stock market
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USA
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Ghysels, Eric
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Schaumburg, Ernst
2
Ahoniemi, Katja
1
Antoine, Bertille
1
Asai, Manabu
1
Badescu, Alexandru
1
Bali, Turan G.
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Caporin, Massimiliano
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
1
Horváth, Lajos
1
Hounyo, Ulrich
1
Jacobs, Kris
1
Jacquier, Eric
1
Jahan-Parvar, Mohammad R.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
217
Economic modelling
185
Energy economics
175
Finance research letters
156
International review of economics & finance : IREF
154
International review of financial analysis
130
Journal of international money and finance
125
Economics letters
119
Journal of econometrics
118
Applied economics letters
117
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of banking & finance
116
Journal of empirical finance
104
Applied financial economics
89
Journal of economic dynamics & control
82
Journal of international financial markets, institutions & money
82
Research in international business and finance
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of risk and financial management : JRFM
68
Journal of macroeconomics
67
The journal of futures markets
66
Journal of financial economics
60
International journal of finance & economics : IJFE
57
Macroeconomic dynamics
57
Journal of monetary economics
56
The European journal of finance
56
International journal of forecasting
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Journal of international economics
49
Journal of money, credit and banking : JMCB
47
Pacific-Basin finance journal
47
International Journal of Energy Economics and Policy : IJEEP
41
Journal of applied econometrics
40
European economic review : EER
39
International journal of economics and financial issues : IJEFI
38
Quantitative finance
38
International journal of economics and finance
37
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
8
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
9
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
10
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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