//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
type:"article"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Risk premium"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Risk premium
Estimation
76
Schätzung
76
Theorie
38
Theory
38
Volatility
33
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
Forecasting model
23
Prognoseverfahren
23
ARCH model
22
ARCH-Modell
22
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
15
Schätztheorie
15
Risikoprämie
12
Risikomaß
11
Risk measure
11
Stochastic process
9
Stochastischer Prozess
9
Statistical distribution
8
Statistische Verteilung
8
Aktienmarkt
7
Correlation
7
Korrelation
7
Market microstructure
7
Marktmikrostruktur
7
Regression analysis
7
Regressionsanalyse
7
Stock market
7
USA
7
United States
7
CAPM
6
Risiko
6
Risk
6
Nichtparametrisches Verfahren
5
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Garcia, René
4
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Jacquier, Eric
2
Okou, Cédric
2
Schaumburg, Ernst
2
Abbritti, Mirko
1
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
Engle, Robert F.
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Ghysels, Eric
1
Gil-Alaña, Luis A.
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
1
Horváth, Lajos
1
Hounyo, Ulrich
1
Jacobs, Kris
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
145
Applied economics
140
Finance research letters
140
International review of economics & finance : IREF
133
Economic modelling
126
Journal of banking & finance
123
International review of financial analysis
118
Journal of econometrics
109
Journal of empirical finance
108
The North American journal of economics and finance : a journal of financial economics studies
107
Journal of international money and finance
99
Journal of financial economics
94
Applied financial economics
92
Journal of international financial markets, institutions & money
92
Applied economics letters
87
Research in international business and finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The journal of futures markets
65
Economics letters
63
Journal of risk and financial management : JRFM
61
International journal of finance & economics : IJFE
56
The European journal of finance
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
International journal of forecasting
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of economic dynamics & control
42
Pacific-Basin finance journal
42
Journal of financial markets
38
Quantitative finance
38
International Journal of Energy Economics and Policy : IJEEP
37
International journal of economics and finance
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Review of quantitative finance and accounting
33
The journal of finance : the journal of the American Finance Association
33
International journal of economics and financial issues : IJEFI
32
Journal of financial econometrics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Journal of forecasting
31
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->