//--> //--> //-->
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
subject:"Volatilität"
accessRights:"restricted"
~isPartOf:"The European journal of finance"
~subject:"Exchange rate"
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: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Exchange rate
Estimation
81
Schätzung
81
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
Volatility
25
Theorie
24
Theory
24
Aktienmarkt
20
Stock market
20
Forecasting model
16
Prognoseverfahren
16
Anlageverhalten
11
Behavioural finance
11
EU countries
9
EU-Staaten
9
Risiko
9
Risk
9
CAPM
8
Wechselkurs
8
ARCH model
7
ARCH-Modell
7
Großbritannien
7
Panel
7
Panel study
7
Portfolio selection
7
Portfolio-Management
7
Risikoprämie
7
Risk premium
7
Statistical distribution
7
Statistische Verteilung
7
United Kingdom
7
Welt
7
World
7
Efficient market hypothesis
6
Effizienzmarkthypothese
6
Financial crisis
6
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Conference paper
2
Konferenzbeitrag
2
Language
All
English
26
Author
All
Copeland, Laurence S.
2
Gupta, Rangan
2
Pierdzioch, Christian
2
Algaba, Andres
1
Alireza Zarei
1
Ap Gwilym, Owain
1
Balcilar, Mehmet
1
Bhatti, Muhammad Ishaq
1
Bonaccolto, G.
1
Boudt, Kris
1
Broll, Udo
1
Cao, Jia
1
Caporin, Massimiliano
1
Chen, Ming-Chi
1
Chen, Ren-Raw
1
Chen, XiaoHua
1
Chuang, Ming-Che
1
Corbet, Shaen
1
Cummins, Mark
1
Dias, José G.
1
El Mouaaouy, Florian
1
Fassas, Athanasios P.
1
Ferreira, Eva
1
Fifield, S. G. M.
1
García-Machado, Juan J.
1
Gillas, Konstantinos Gkillas
1
Gökçen, Umut
1
Karanasos, Menelaos
1
Kearney, Fearghal
1
Kenourgios, Dimitris
1
Kim, Dongcheol
1
Kim, Myeong Hyeon
1
Kim, Sang Bong
1
Larkin, Charles
1
Lin, Shih-kuei
1
Lu, Wenna
1
Lucey, Brian M.
1
Marabel Romo, Jacinto
1
McCown, James R.
1
McMillan, David G.
1
more ...
less ...
Published in...
All
The European journal of finance
Energy economics
133
Finance research letters
121
International review of economics & finance : IREF
112
Applied economics
98
Economic modelling
94
The North American journal of economics and finance : a journal of financial economics studies
91
International review of financial analysis
84
Journal of international money and finance
77
Journal of econometrics
71
Research in international business and finance
64
Discussion paper / Centre for Economic Policy Research
58
Journal of international financial markets, institutions & money
55
Journal of banking & finance
52
Journal of empirical finance
51
Economics letters
48
Applied economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Discussion papers / CEPR
39
International journal of forecasting
39
Working paper / National Bureau of Economic Research, Inc.
38
International journal of finance & economics : IJFE
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Emerging markets, finance and trade : EMFT
30
Quantitative finance
30
Journal of financial econometrics
29
Pacific-Basin finance journal
29
Journal of financial economics
27
Journal of economic dynamics & control
25
Journal of financial markets
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International journal of economics and finance
20
Open economies review
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Global finance journal
18
International journal of emerging markets
18
Journal of macroeconomics
18
Macroeconomic dynamics
18
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
26
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
2
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:
3
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:
4
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
5
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
6
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
7
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
Saved in:
8
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
9
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
10
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Saved in:
11
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
12
On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos
;
Yfanti, S.
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
Saved in:
13
The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
The European journal of finance
26
(
2020
)
14
,
pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
Saved in:
14
The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Alireza Zarei
;
Mohamed Ariff
;
Bhatti, Muhammad Ishaq
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10012207088
Saved in:
15
Stock returns, velocity dynamics and inflation volatility
Yuhn, Ky-hyang
;
Kim, Sang Bong
;
McCown, James R.
- In:
The European journal of finance
24
(
2018
)
18
,
pp. 1755-1771
Persistent link: https://www.econbiz.de/10012259132
Saved in:
16
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:
17
Trading volume, return variability and short-term momentum
Gökçen, Umut
;
Post, Thierry
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012244308
Saved in:
18
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
19
Fluctuations in the UK equity market : what drives stock returns?
Rambaccussing, Dooruj
;
Power, David M.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 499-516
Persistent link: https://www.econbiz.de/10012244343
Saved in:
20
Financial crime "hot spots" : empirical evidence from the foreign exchange market
El Mouaaouy, Florian
- In:
The European journal of finance
24
(
2018
)
7/9
,
pp. 565-583
Persistent link: https://www.econbiz.de/10012244371
Saved in:
21
Why are there time-varying comovements in the European stock market?
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 828-848
Persistent link: https://www.econbiz.de/10012244414
Saved in:
22
Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che
;
Yang, Wan-Ru
;
Chen, Ming-Chi
;
Lin, …
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
Saved in:
23
The cyclical behaviour of commodities
Pereira, Marcelo
;
Ramos, Sofia B.
;
Dias, José G.
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 1107-1128
Persistent link: https://www.econbiz.de/10011741466
Saved in:
24
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
25
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
26
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->