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subject:"Theorie"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of empirical finance"
~language:"eng"
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Search: subject_exact:"Volatility"
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Theorie
Volatility
362
Volatilität
361
Capital income
127
Kapitaleinkommen
127
Theory
120
ARCH model
109
ARCH-Modell
109
Börsenkurs
105
Share price
105
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99
Schätzung
99
Time series analysis
72
Zeitreihenanalyse
72
Forecasting model
69
Prognoseverfahren
69
Aktienmarkt
52
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52
Stochastic process
51
Stochastischer Prozess
51
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46
United States
46
Estimation theory
35
Schätztheorie
35
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33
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33
Risikoprämie
32
Risk premium
32
CAPM
31
Option pricing theory
29
Optionspreistheorie
29
Risk
28
Risiko
27
Correlation
26
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26
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23
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22
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Santucci de Magistris, Paolo
6
Bollerslev, Tim
4
Rossi, Eduardo
4
Andersen, Torben
3
Barndorff-Nielsen, Ole E.
3
Caporin, Massimiliano
3
Hounyo, Ulrich
3
Lunde, Asger
3
Todorov, Viktor
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Baillie, Richard
2
Bennedsen, Mikkel
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Hansen, Peter Reinhard
2
Kim, Dongcheol
2
Meddahi, Nour
2
Molnár, Peter
2
Nonejad, Nima
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Taamouti, Abderrahim
2
Varneskov, Rasmus Tangsgaard
2
Wang, Yudong
2
Wu, Chongfeng
2
Adcock, Christopher
1
Ammann, Manuel
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Archakov, Ilya
1
Bee, Marco
1
Bekiros, Stelios D.
1
Benzoni, Luca
1
Bessler, Wolfgang
1
Blitz, David
1
Bolko, Anine E.
1
Bonato, Matteo
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HFDF <2, 1998, Zürich>
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CREATES research paper
Journal of empirical finance
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
Journal of monetary economics
40
The journal of futures markets
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ECONIS (ZBW)
120
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1
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
5
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
6
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
7
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:
8
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:
9
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
10
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
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