//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~isPartOf:"The European journal of finance"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Volatilität"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
336
Volatilität
336
Theorie
129
Theory
129
Capital income
127
Kapitaleinkommen
127
Börsenkurs
121
Share price
121
Estimation
83
Schätzung
83
CAPM
53
Risikoprämie
50
Risk premium
50
Prognoseverfahren
49
Option pricing theory
48
Optionspreistheorie
48
ARCH model
46
ARCH-Modell
46
USA
46
United States
46
Aktienmarkt
44
Stock market
44
Risiko
39
Risk
39
Portfolio selection
38
Portfolio-Management
38
Stochastic process
35
Stochastischer Prozess
35
Welt
30
World
30
Exchange rate
27
Wechselkurs
27
Financial market
22
Finanzmarkt
22
Time series analysis
22
Zeitreihenanalyse
22
Derivat
19
Derivative
19
Option trading
19
more ...
less ...
Online availability
All
Undetermined
23
Free
1
Type of publication
All
Article
47
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
49
Author
All
Dunis, Christian
5
Bollerslev, Tim
3
Todorov, Viktor
3
Caporin, Massimiliano
2
Catania, Leopoldo
2
Gupta, Rangan
2
Kanioura, Athina
2
Laws, Jason
2
Li, Sophia Zhengzi
2
Amaya, Diego
1
Andersen, Torben
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Balaban, Ercan
1
Bali, Turan G.
1
Bandi, Federico M.
1
Barberis, Nicholas
1
Bayar, Asli
1
Bekaert, Geert
1
Ben-Zion, Uri
1
Bernardi, Mauro
1
Blazsek, Szabolcs
1
Bonato, M.
1
Bretscher, Lorenzo
1
Cao, Jia
1
Chalamandaris, Georgios
1
Chauvin, Stéphane
1
Choudhry, Taufiq
1
Christoffersen, Peter F.
1
Claessen, Holger
1
Copeland, Laurence S.
1
Cremers, Martijn
1
Cummins, Mark
1
Downarowicz, Anna
1
Dupoyet, Brice
1
Durham, Garland B.
1
Engstrom, Eric
1
Ermolov, Andrey
1
Faff, Robert W.
1
Figueiredo, Antonio
1
more ...
less ...
Published in...
All
Journal of financial economics
The European journal of finance
International journal of forecasting
118
Journal of forecasting
114
Energy economics
107
Finance research letters
92
International review of financial analysis
67
Economic modelling
57
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
52
Applied economics
50
Journal of econometrics
49
Journal of banking & finance
48
Applied economics letters
33
The journal of futures markets
33
Department of Economics working paper series
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Working paper
32
Discussion paper / Tinbergen Institute
29
Quantitative finance
29
Applied financial economics
28
Journal of international financial markets, institutions & money
25
International journal of finance & economics : IJFE
24
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Pacific-Basin finance journal
22
Journal of applied econometrics
20
Research in international business and finance
19
CREATES research paper
17
NBER working paper series
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
Emerging markets, finance and trade : EMFT
16
Finance and economics discussion series
16
Working paper / National Bureau of Economic Research, Inc.
16
CAMA working paper series
15
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
4
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
5
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
6
Good volatility, bad volatility, and time series return predictability
Yu, Honghai
;
Hao, Xianfeng
;
Wang, Yudong
- In:
The European journal of finance
28
(
2022
)
6
,
pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
Saved in:
7
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
8
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
9
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
10
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->