//--> //--> //--> //-->
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:"Zeitreihenanalyse"
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
Zeitreihenanalyse
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
Forecasting model
49
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
Derivat
19
Derivative
19
Option trading
19
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Bai, Jennie
1
Bali, Turan G.
1
Bansal, Avijit
1
Bardgett, Chris
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Calvet, Laurent E.
1
Chakrabarti, Anindya S.
1
Chen, Langnan
1
Christensen, Kimberly
1
Claessen, Holger
1
Cremers, Martijn
1
Cummins, Mark
1
Fisher, Adlai
1
Fleckenstein, Matthias
1
Gandhi, Priyank
1
Goulding, Christian L.
1
Gourier, Elise
1
Hansson, Björn A.
1
Hao, Xianfeng
1
Harvey, Campbell R.
1
Hördahl, Peter
1
Idier, Julien
1
Jacobs, Kris
1
Kang, Qiang
1
Karoui, Lotfi
1
Kearney, Fearghal
1
Kumar, Sudarshan
1
Leippold, Markus
1
Liu, Ruipeng
1
Luo, Jiawen
1
Lux, Thomas
1
Mazzoleni, Michele G.
1
Mittnik, Stefan
1
Moskowitz, Tobias J.
1
Murphy, Finbarr
1
Ooi, Yao Hua
1
Oomen, Roel C. A.
1
Osterrieder, Daniela
1
Pan, Jun
1
more ...
less ...
Published in...
All
Journal of financial economics
The European journal of finance
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
58
Economic modelling
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
39
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
International review of financial analysis
28
Journal of financial econometrics
27
CREATES research paper
25
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
24
Journal of risk and financial management : JRFM
23
Research in international business and finance
21
Computational economics
20
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
16
Applied economics letters
15
CESifo working papers
15
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
2
Ripples on financial networks
Kumar, Sudarshan
;
Bansal, Avijit
;
Chakrabarti, Anindya S.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1302-1323
Persistent link: https://www.econbiz.de/10013532199
Saved in:
3
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:
4
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:
5
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:
6
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
7
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Saved in:
8
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
9
Volatility dependences of stock markets with structural breaks
Luo, Jiawen
;
Chen, Langnan
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
Saved in:
10
Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->