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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
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Volatilität
Estimation
1,331
Schätzung
1,326
Theorie
325
Theory
325
Estimation theory
265
Schätztheorie
265
Time series analysis
203
Zeitreihenanalyse
203
Panel
181
Panel study
181
Volatility
178
USA
165
United States
165
Nichtparametrisches Verfahren
149
Nonparametric statistics
149
Capital income
141
Kapitaleinkommen
141
Börsenkurs
135
Share price
135
Forecasting model
133
Prognoseverfahren
133
Regression analysis
122
Regressionsanalyse
122
Cointegration
101
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101
Welt
84
World
84
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78
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75
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75
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67
Economic growth
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66
Stochastic process
65
Stochastischer Prozess
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Undetermined
120
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Article
178
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Article in journal
Aufsatz in Zeitschrift
178
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English
178
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
3
Liesenfeld, Roman
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Edwards, Jeffrey A.
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Gribisch, Bastian
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kanas, Angelos
2
Klaassen, Franc
2
Kong, Xin-Bing
2
Lee, Chien-chiang
2
Li, Yingying
2
Pan, Zhiyuan
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Poon, Aubrey
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
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
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
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
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
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 economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
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)
178
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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
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
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:
10
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
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