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subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Kointegration"
~subject:"Stock index"
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Volatilität
Kointegration
Stock index
Estimation
442
Schätzung
442
Volatility
141
Theorie
139
Theory
139
Capital income
137
Kapitaleinkommen
137
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Agarwalla, Sobhesh Kumar
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Ederington, Louis H.
2
Fonseca, José da
2
Jansen, Dennis W.
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Karanasos, Menelaos
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Kim, Dongcheol
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Kim, Kun Ho
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Lai, Yu-Sheng
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Lim, Kian-Guan
2
Martens, Martin
2
Opschoor, Anne
2
Santucci de Magistris, Paolo
2
Theissen, Erik
2
Wang, George H. K.
2
Wang, Zhiguang
2
Wel, Michel van der
2
Zaatour, Riadh
2
Abergel, Frédéric
1
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1
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1
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1
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1
Bansal, Naresh K.
1
Bartram, Söhnke M.
1
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Journal of empirical finance
The journal of futures markets
Applied economics
249
Economic modelling
220
Energy economics
195
Applied economics letters
172
International review of economics & finance : IREF
153
Finance research letters
135
The North American journal of economics and finance : a journal of financial economics studies
127
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of econometrics
121
International review of financial analysis
119
CESifo working papers
117
International Journal of Energy Economics and Policy : IJEEP
115
Applied financial economics
112
International journal of economics and financial issues : IJEFI
110
Research in international business and finance
101
Journal of banking & finance
98
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97
International journal of economics and finance
96
The empirical economics letters : a monthly international journal of economics
93
Journal of international financial markets, institutions & money
89
Journal of international money and finance
89
Working paper / National Bureau of Economic Research, Inc.
85
NBER working paper series
84
Economics letters
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
NBER Working Paper
76
Cogent economics & finance
75
Journal of risk and financial management : JRFM
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
International journal of finance & economics : IJFE
69
Discussion paper / Tinbergen Institute
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Theoretical and applied economics : GAER review
59
The European journal of finance
56
Discussion paper / Centre for Economic Policy Research
55
International journal of forecasting
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
Econometric reviews
44
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ECONIS (ZBW)
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
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:
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
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
Saved in:
9
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
10
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
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