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isPartOf:"Journal of econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"NBER working paper series"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Capital income
Volatility
459
Volatilität
459
Theorie
156
Theory
156
Estimation
146
Schätzung
146
Estimation theory
120
Schätztheorie
120
Time series analysis
112
Zeitreihenanalyse
112
Stochastic process
111
Stochastischer Prozess
111
Börsenkurs
104
Share price
104
ARCH model
103
ARCH-Modell
103
Kapitaleinkommen
102
Forecasting model
73
Prognoseverfahren
73
Exchange rate
53
Wechselkurs
53
Aktienmarkt
49
Stock market
49
Market microstructure
47
Marktmikrostruktur
47
Option pricing theory
44
Optionspreistheorie
44
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Statistical distribution
37
Statistische Verteilung
37
Stochastic volatility
34
USA
34
United States
34
Welt
33
World
33
Bayes-Statistik
28
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28
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101
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English
102
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Bollerslev, Tim
8
Todorov, Viktor
8
Andersen, Torben
5
Mykland, Per A.
5
Meddahi, Nour
4
Tauchen, George Eugene
4
Asai, Manabu
3
Aït-Sahalia, Yacine
3
Renault, Eric
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Bekaert, Geert
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Kanas, Angelos
2
Li, Jia
2
Li, Yingying
2
McAleer, Michael
2
Nitzsche, Dirk
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Salisu, Afees A.
2
Sheppard, Kevin
2
Zhang, Lan
2
Acquah, Benjamin K.
1
Ahmed, Junaid
1
Ahsan, Nazmul
1
Archakov, Ilya
1
Aslanidis, Nektarios
1
Bandi, Federico M.
1
Bansal, Ravi
1
Bathia, Deven
1
Bauer, Gregory H.
1
Bibinger, Markus
1
Bouezmarni, Taoufik
1
Bredin, Donal
1
Breidt, F. Jay
1
Brou, Jean Marcelin Bosson
1
Butt, Hilal Anwar
1
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
International journal of finance & economics : IJFE
NBER working paper series
Finance research letters
143
International review of financial analysis
124
Journal of banking & finance
110
International review of economics & finance : IREF
104
Journal of empirical finance
101
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
88
Journal of financial economics
82
Applied financial economics
78
Research in international business and finance
78
Applied economics
76
Economic modelling
70
Journal of international financial markets, institutions & money
68
Pacific-Basin finance journal
61
Applied economics letters
60
Journal of risk and financial management : JRFM
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
50
The European journal of finance
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Investment management and financial innovations
34
Journal of international money and finance
34
Review of quantitative finance and accounting
33
Journal of financial markets
32
The journal of finance : the journal of the American Finance Association
31
Journal of financial econometrics
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of futures markets
29
Cogent economics & finance
28
Global finance journal
28
International Journal of Energy Economics and Policy : IJEEP
27
International journal of economics and finance
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
The review of financial studies
26
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ECONIS (ZBW)
102
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1
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
7
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
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8
Stock market reaction to macroeconomic variables : an assessment with dynamic autoregressive distributed lag simulations
Khan, Muhammad Kamran
;
Teng, Jian-Zhou
;
Khan, Muhammad Imran
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2436-2448
Persistent link: https://www.econbiz.de/10014327535
Saved in:
9
Oil price volatility and stock returns : evidence from three oil-price wars
Khan, Mushtaq Hussain
;
Ahmed, Junaid
;
Mughal, Mazhar
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3162-3182
Persistent link: https://www.econbiz.de/10014327724
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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