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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Schock
Volatilität
Statistical distribution
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
ARCH model
23
ARCH-Modell
23
Forecasting model
23
Prognoseverfahren
23
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
15
Schätztheorie
15
Risikoprämie
12
Risk premium
12
Risikomaß
11
Risk measure
11
Stochastic process
9
Stochastischer Prozess
9
Statistische Verteilung
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Aktienmarkt
7
Correlation
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Market microstructure
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Marktmikrostruktur
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Regression analysis
7
Regressionsanalyse
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Stock market
7
USA
7
United States
7
CAPM
6
Risiko
6
Risk
6
Nichtparametrisches Verfahren
5
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Article
37
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38
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1
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1
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English
38
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Ghysels, Eric
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Schaumburg, Ernst
2
Ahoniemi, Katja
1
Asai, Manabu
1
Badescu, Alexandru
1
Bali, Turan G.
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Caporin, Massimiliano
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
1
Hautsch, Nikolaus
1
Horváth, Lajos
1
Hounyo, Ulrich
1
Jacobs, Kris
1
Jacquier, Eric
1
Jahan-Parvar, Mohammad R.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
199
Economic modelling
178
Energy economics
170
International review of economics & finance : IREF
136
Finance research letters
133
Journal of econometrics
128
The North American journal of economics and finance : a journal of financial economics studies
115
International review of financial analysis
111
Applied economics letters
109
Economics letters
107
Journal of international money and finance
105
Journal of banking & finance
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of empirical finance
87
Applied financial economics
85
Journal of international financial markets, institutions & money
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Research in international business and finance
73
Journal of economic dynamics & control
72
The journal of futures markets
69
Journal of risk and financial management : JRFM
63
Journal of macroeconomics
60
International journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
International journal of finance & economics : IJFE
55
The European journal of finance
54
Macroeconomic dynamics
52
Journal of monetary economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
45
International Journal of Energy Economics and Policy : IJEEP
41
Journal of applied econometrics
41
Journal of money, credit and banking : JMCB
40
Pacific-Basin finance journal
37
Quantitative finance
37
International journal of economics and finance
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of forecasting
34
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
4
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
7
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
8
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
9
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
10
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
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