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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Volatility
846
Volatilität
844
Theorie
289
Theory
289
Estimation
230
Schätzung
229
Capital income
224
Kapitaleinkommen
224
Börsenkurs
215
Share price
215
ARCH model
158
ARCH-Modell
158
Stochastic process
156
Stochastischer Prozess
156
Option pricing theory
135
Optionspreistheorie
135
Estimation theory
134
Schätztheorie
134
Time series analysis
133
Zeitreihenanalyse
133
Forecasting model
123
Prognoseverfahren
123
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94
United States
94
Aktienmarkt
87
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87
Risikoprämie
70
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70
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66
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66
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64
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60
Marktmikrostruktur
60
Option trading
59
Optionsgeschäft
59
Welt
57
World
57
Derivat
56
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56
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53
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Article
842
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4
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Article in journal
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846
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467
Working Paper
467
Graue Literatur
417
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417
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5
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5
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846
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Zhou, Hao
7
Cavaliere, Giuseppe
6
Dunis, Christian
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Skiadopoulos, George
6
Taylor, Stephen
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Renò, Roberto
5
Taylor, Robert
5
Ap Gwilym, Owain
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Caporin, Massimiliano
4
Christensen, Bent Jesper
4
Clements, Adam
4
Dijk, Dick van
4
Engle, Robert F.
4
Faff, Robert W.
4
Francq, Christian
4
Gupta, Rangan
4
Jasiak, Joann
4
Jiang, George J.
4
Li, Junye
4
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Journal of banking & finance
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
377
The journal of futures markets
345
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
266
Journal of empirical finance
260
Applied economics letters
258
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
International journal of forecasting
140
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
112
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
106
Global finance journal
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
103
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ECONIS (ZBW)
846
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846
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
4
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
5
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
6
Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies
Petukhina, Alla A.
;
Reule, Raphael C. G.
;
Härdle, Wolfgang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10012424926
Saved in:
7
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
Jalan, Akanksha
;
Matkovskyy, Roman
;
Urquhart, Andrew
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1251-1281
Persistent link: https://www.econbiz.de/10012653090
Saved in:
8
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
9
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
10
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
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