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subject:"Großbritannien"
subject:"Kanada"
~subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
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Großbritannien
Kanada
Volatilität
Estimation theory
75
Schätztheorie
75
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
Volatility
13
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11
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Börsenkurs
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Taylor, Stephen
2
Alexander, Carol
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Clare, Andrew D.
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
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1
Ioannides, Michalis
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1
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1
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1
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1
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1
Perote, Javier
1
Polak, Pawel
1
Poon, Ser-Huang
1
Preve, Daniel P. A.
1
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1
Rastegari, Javad
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Rockinger, Michael
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Stentoft, Lars
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Walker, Patrick S.
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Journal of banking & finance
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Economics letters
30
Discussion paper / Tinbergen Institute
29
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
International journal of forecasting
15
Oxford bulletin of economics and statistics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
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Journal of financial econometrics
13
The econometrics journal
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Journal of forecasting
11
NBER Working Paper
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Working paper
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11
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10
Journal of risk and financial management : JRFM
10
NBER working paper series
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Applied economics letters
9
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9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
5
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
6
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
7
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
8
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
9
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
Saved in:
10
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
Saved in:
11
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
12
A comparison of yield curve estimation techniques using UK data
Ioannides, Michalis
- In:
Journal of banking & finance
27
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001721729
Saved in:
13
Reports of beta's death are premature : evidence from the UK
Clare, Andrew D.
- In:
Journal of banking & finance
22
(
1998
)
9
,
pp. 1207-1229
Persistent link: https://www.econbiz.de/10001249316
Saved in:
14
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
15
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
16
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Saved in:
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