//--> //--> //--> //-->
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:"Welt"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Welt
Volatility
Estimation
254
Schätzung
254
Capital income
120
Kapitaleinkommen
120
Theorie
100
Theory
100
Börsenkurs
81
Share price
81
Volatilität
81
Forecasting model
65
Prognoseverfahren
65
CAPM
52
Portfolio selection
45
Portfolio-Management
45
ARCH model
43
ARCH-Modell
43
Aktienmarkt
42
Stock market
42
Risikoprämie
40
Risk premium
40
Time series analysis
33
Zeitreihenanalyse
33
Risk
32
Risiko
30
World
26
USA
23
United States
23
Yield curve
23
Zinsstruktur
23
Estimation theory
22
Schätztheorie
22
Correlation
19
Korrelation
19
Anlageverhalten
16
Behavioural finance
16
Exchange rate
16
Wechselkurs
16
Markov chain
15
more ...
less ...
Online availability
All
Undetermined
58
Type of publication
All
Article
100
Type of publication (narrower categories)
All
Article in journal
99
Aufsatz in Zeitschrift
99
Language
All
English
100
Author
All
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Malliaropulos, Dimitris
2
Migiakis, Petros
2
Moor, Lieven de
2
Opschoor, Anne
2
Sercu, Piet
2
Wel, Michel van der
2
Zaremba, Adam
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Agarwal, Vikas
1
Ahn, Seung Chan
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Anatolyev, Stanislav
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bai, Lu
1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
Beltratti, Andrea
1
BenSaïda, Ahmed
1
Bessler, Wolfgang
1
Blackburn, Douglas W.
1
Bonato, Matteo
1
Brockman, Paul
1
Brooks, Robert
1
Brunetti, Celso
1
Cakici, Nusret
1
Chang, Li-Han
1
more ...
less ...
Published in...
All
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
355
NBER working paper series
321
CESifo working papers
296
NBER Working Paper
295
Applied economics
260
Discussion paper / Centre for Economic Policy Research
246
Energy economics
213
Economic modelling
202
Applied economics letters
186
Journal of international money and finance
162
Finance research letters
158
International review of economics & finance : IREF
149
Working paper
146
Discussion paper series / IZA
139
International review of financial analysis
131
Economics letters
128
Journal of banking & finance
123
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of econometrics
110
CESifo Working Paper Series
107
Journal of international financial markets, institutions & money
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Applied financial economics
95
Research in international business and finance
95
Discussion paper / Tinbergen Institute
93
Discussion paper
78
The journal of futures markets
76
IMF working papers
74
International Journal of Energy Economics and Policy : IJEEP
73
International journal of finance & economics : IJFE
73
Journal of risk and financial management : JRFM
71
Kiel working paper
71
Discussion papers / CEPR
70
IZA Discussion Paper
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Journal of international economics
61
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
60
Journal of applied econometrics
56
International journal of forecasting
55
more ...
less ...
Source
All
ECONIS (ZBW)
100
Showing
1
-
50
of
100
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Income inequality, inflation and financial development
Kim, Dong-Hyeon
;
Lin, Shu-Chin
- In:
Journal of empirical finance
72
(
2023
),
pp. 468-487
Persistent link: https://www.econbiz.de/10014476886
Saved in:
3
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
6
Is gold a hedge or a safe haven against stock markets? : evidence from conditional comoments
Ming, Lei
;
Yang, Ping
;
Liu, Qianqiu
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477120
Saved in:
7
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
8
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
9
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
Saved in:
10
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
11
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
12
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
13
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
14
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
15
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
16
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
17
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
18
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
19
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
20
Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 96-120
Persistent link: https://www.econbiz.de/10012430666
Saved in:
21
The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin
- In:
Journal of empirical finance
58
(
2020
),
pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
Saved in:
22
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
23
Cross-sectional return dispersion and currency momentum
Eriksen, Jonas Nygaard
- In:
Journal of empirical finance
53
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012171641
Saved in:
24
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
25
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
26
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
27
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared
;
Hur, Jungshik
- In:
Journal of empirical finance
47
(
2018
),
pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
Saved in:
28
The re-pricing of sovereign risks following the Global Financial Crisis
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
49
(
2018
),
pp. 39-56
Persistent link: https://www.econbiz.de/10012117717
Saved in:
29
Time-varying volatility and the power law distribution of stock returns
Warusawitharana, Missaka
- In:
Journal of empirical finance
49
(
2018
),
pp. 123-141
Persistent link: https://www.econbiz.de/10012117726
Saved in:
30
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
Saved in:
31
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
32
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
33
Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen
;
Zorn, Josef
- In:
Journal of empirical finance
43
(
2017
),
pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
Saved in:
34
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
35
Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns : evidence for scale-dependent risks
Xyngis, Georgios
- In:
Journal of empirical finance
44
(
2017
),
pp. 43-65
Persistent link: https://www.econbiz.de/10011817984
Saved in:
36
Overreaction and the cross-section of returns : international evidence
Blackburn, Douglas W.
;
Cakici, Nusret
- In:
Journal of empirical finance
42
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011808471
Saved in:
37
Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
42
(
2017
),
pp. 199-211
Persistent link: https://www.econbiz.de/10011808567
Saved in:
38
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
39
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
40
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
41
Capital asset pricing model : a time-varying volatility approach
Kim, Kun Ho
;
Kim, Taejin
- In:
Journal of empirical finance
37
(
2016
),
pp. 268-281
Persistent link: https://www.econbiz.de/10011663058
Saved in:
42
Leverage and asymmetric volatility : the firm-level evidence
Ericsson, Jan
;
Huang, Xiao
;
Mazzotta, Stefano
- In:
Journal of empirical finance
38
(
2016
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011663127
Saved in:
43
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
44
The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
Kim, Dongcheol
;
Na, Haejung
- In:
Journal of empirical finance
39
(
2016
),
pp. 37-53
Persistent link: https://www.econbiz.de/10011663264
Saved in:
45
Basel II and regulatory arbitrage : evidence from financial crises
Beltratti, Andrea
;
Paladino, Giovanna
- In:
Journal of empirical finance
39
(
2016
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011663832
Saved in:
46
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
47
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
48
Volatility transmission in global financial markets
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of empirical finance
32
(
2015
),
pp. 3-18
Persistent link: https://www.econbiz.de/10011556742
Saved in:
49
The frequency of regime switching in financial market volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
50
On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, Christian
;
Nitschka, Thomas
- In:
Journal of empirical finance
32
(
2015
),
pp. 153-164
Persistent link: https://www.econbiz.de/10011556812
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->