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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Börsenkurs"
~subject:"Impact assessment"
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Volatilität
Börsenkurs
Impact assessment
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Share price
28
ARCH model
23
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Time series analysis
17
Zeitreihenanalyse
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Estimation theory
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Schätztheorie
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Risk premium
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46
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Garcia, René
4
Almeida, Caio
2
Ardison, Kym
2
Ghysels, Eric
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Olmo, Jose
2
Rodrigues, Paulo M. M.
2
Vicente, Jose
2
Westerlund, Joakim
2
Ahlgren, Niklas
1
Ahoniemi, Katja
1
Antell, Jan
1
Asai, Manabu
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Breitung, Jörg
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cont, Rama
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dobrev, Dobrislav
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Feunou, Bruno
1
Francq, Christian
1
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1
Gagliardini, Patrick
1
Galvão Júnior, Antônio Fialho
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
232
Finance research letters
204
Economic modelling
196
Applied economics letters
188
Energy economics
185
International review of economics & finance : IREF
184
Journal of banking & finance
163
International review of financial analysis
160
The North American journal of economics and finance : a journal of financial economics studies
150
Applied financial economics
134
Journal of empirical finance
132
Journal of econometrics
131
Journal of international financial markets, institutions & money
115
Research in international business and finance
111
Economics letters
110
Journal of international money and finance
108
Journal of financial economics
91
Journal of risk and financial management : JRFM
90
The journal of futures markets
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
International journal of finance & economics : IJFE
77
International journal of economics and finance
75
The European journal of finance
75
Pacific-Basin finance journal
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Cogent economics & finance
68
Review of quantitative finance and accounting
64
International journal of economics and financial issues : IJEFI
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
54
International journal of forecasting
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
International Journal of Energy Economics and Policy : IJEEP
52
The empirical economics letters : a monthly international journal of economics
51
The journal of finance : the journal of the American Finance Association
49
Journal of economic dynamics & control
48
Journal of financial markets
48
Quantitative finance
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ECONIS (ZBW)
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1
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
8
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:
9
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:
10
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
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