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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Kapitaleinkommen"
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Volatilität
Kapitaleinkommen
Estimation
267
Schätzung
266
Theorie
99
Theory
99
Capital income
90
Volatility
80
Börsenkurs
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Article in journal
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Sornette, Didier
4
Copeland, Laurence S.
3
Gupta, Rangan
3
Pierdzioch, Christian
3
Rubio, Gonzalo
3
Wehrli, Alexander
3
Ap Gwilym, Owain
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2
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2
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2
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2
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2
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1
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1
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Quantitative finance
The European journal of finance
Finance research letters
210
Applied economics
192
International review of financial analysis
182
Journal of banking & finance
181
International review of economics & finance : IREF
180
Economic modelling
160
Journal of empirical finance
156
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
140
Journal of financial economics
140
Applied economics letters
137
Journal of econometrics
122
Journal of international financial markets, institutions & money
115
Research in international business and finance
108
Journal of international money and finance
105
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Pacific-Basin finance journal
83
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
73
International journal of finance & economics : IJFE
70
The journal of futures markets
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
61
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Cogent economics & finance
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of economics and financial issues : IJEFI
50
Journal of financial markets
50
Journal of forecasting
47
Journal of economic dynamics & control
42
The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
139
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
4
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
5
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
6
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
7
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
8
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
9
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
10
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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