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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Correlation"
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Search: subject_exact:"Estimation"
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Volatilität
Correlation
Estimation
189
Schätzung
189
Capital income
89
Kapitaleinkommen
89
Börsenkurs
69
Share price
69
Volatility
64
Aktienmarkt
44
Forecasting model
44
Prognoseverfahren
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Stock market
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Theorie
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Theory
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CAPM
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Time series analysis
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China
25
Australia
23
Australien
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Risiko
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Risk
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21
Risk premium
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Anlageverhalten
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Behavioural finance
20
Estimation theory
20
Schätztheorie
20
Risikomaß
16
Risk measure
16
Capital market returns
15
Kapitalmarktrendite
15
Korrelation
12
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11
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11
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Article
72
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Article in journal
Aufsatz in Zeitschrift
72
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English
72
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Demirer, Rıza
2
Hansen, Peter Reinhard
2
Narayan, Paresh Kumar
2
Narayan, Seema
2
Sancetta, Alessio
2
Shi, Yanlin
2
Westerlund, Joakim
2
Alitab, Dario
1
Andreou, Elena
1
Ang, Tze Chuan
1
Balcılar, Mehmet
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Berardi, Andrea
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boulter, Terry
1
Brooks, Robert
1
Brown, Philip
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Cao, Jin
1
Cenesizoglu, Tolga
1
Chen, Chun-Da
1
Chen, Lifang
1
Chen, Qi-an
1
Chen, Qiang
1
Choe, Kwang-il
1
Choi, Pilsun
1
Chorro, Christophe
1
Cohen, Michael
1
Corsi, Fulvio
1
Dash, Saumya Ranjan
1
Diao, Xundi
1
Dimpfl, Thomas
1
Docherty, Paul
1
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Journal of financial econometrics
Pacific-Basin finance journal
Energy economics
143
Applied economics
132
Finance research letters
132
Economic modelling
129
International review of economics & finance : IREF
122
Journal of econometrics
116
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
95
Applied economics letters
89
Journal of empirical finance
89
Applied financial economics
77
Journal of international financial markets, institutions & money
75
Journal of international money and finance
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Research in international business and finance
72
Economics letters
66
The journal of futures markets
65
Journal of risk and financial management : JRFM
59
International journal of forecasting
49
International journal of finance & economics : IJFE
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial economics
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International Journal of Energy Economics and Policy : IJEEP
38
Quantitative finance
38
International journal of economics and finance
35
Journal of economic dynamics & control
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Econometric reviews
31
International journal of economics and financial issues : IJEFI
31
Journal of forecasting
30
Journal of applied econometrics
29
Cogent economics & finance
28
Journal of financial markets
28
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ECONIS (ZBW)
72
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72
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
4
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:
5
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:
6
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
7
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
9
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
10
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
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