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isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Börsenkurs"
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Search: subject_exact:"Volatility"
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Börsenkurs
Volatilität
959
Volatility
958
Theorie
299
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299
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253
Estimation
217
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217
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212
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Tauchen, George Eugene
9
Todorov, Viktor
8
Schwert, George William
7
Bansal, Ravi
5
Li, Jia
5
Andersen, Torben
4
Ang, Andrew
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Aït-Sahalia, Yacine
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Kim, Donggyu
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Stulz, René M.
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3
Farmer, Roger E. A.
3
Gallant, A. Ronald
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Ghysels, Eric
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Hale, Galina
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Kalev, Petko S.
3
Ludvigson, Sydney C.
3
Morck, Randall
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Razin, Asaf
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Tong, Hui
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3
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3
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2
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2
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2
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2
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2
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2
Chan, Yue-cheong
2
Christensen, Kim
2
Clinet, Simon
2
Comin, Diego
2
Dumas, Bernard
2
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2
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Journal of econometrics
Pacific-Basin finance journal
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
218
International review of financial analysis
141
Energy economics
133
NBER working paper series
126
The North American journal of economics and finance : a journal of financial economics studies
115
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114
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102
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100
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89
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64
International Journal of Energy Economics and Policy : IJEEP
61
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60
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52
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50
Finance India : the quarterly journal of Indian Institute of Finance
47
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Cogent economics & finance
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Review of quantitative finance and accounting
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The review of financial studies
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ECONIS (ZBW)
253
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253
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1
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
2
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Political uncertainty and commonality in liquidity
Đặng Tùng Lâm
;
Hoang, Luong
;
Nguyen Huong Giang
; …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491128
Saved in:
5
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
6
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
9
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:
10
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
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