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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"Volatilität"
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Volatility
316
Volatilität
316
Capital income
107
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107
Theorie
102
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102
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95
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Chiarella, Carl
20
Platen, Eckhard
13
He, Xue-zhong
9
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7
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6
Christiansen, Charlotte
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of empirical finance
Energy economics
598
Finance research letters
514
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482
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467
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ECONIS (ZBW)
316
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Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
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:
3
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
4
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
5
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
6
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
7
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:
8
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
9
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
10
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
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