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subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation theory"
~subject:"Kointegration"
~subject:"Stock index"
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Volatilität
Estimation theory
Kointegration
Stock index
Estimation
254
Schätzung
254
Capital income
120
Kapitaleinkommen
120
Theorie
100
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100
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Nelson, Charles R.
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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Journal of empirical finance
Applied economics
286
Journal of econometrics
280
Economic modelling
253
Applied economics letters
222
Energy economics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
187
Economics letters
181
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
International review of economics & finance : IREF
158
CESifo working papers
145
Finance research letters
145
The North American journal of economics and finance : a journal of financial economics studies
134
NBER working paper series
126
Working paper
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International review of financial analysis
124
NBER Working Paper
122
Applied financial economics
121
Journal of banking & finance
120
International journal of economics and financial issues : IJEFI
118
International Journal of Energy Economics and Policy : IJEEP
117
Working paper / National Bureau of Economic Research, Inc.
116
The empirical economics letters : a monthly international journal of economics
104
Research in international business and finance
102
International journal of economics and finance
100
Journal of international money and finance
98
Journal of international financial markets, institutions & money
93
Discussion paper / Tinbergen Institute
91
Discussion paper series / IZA
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Econometric reviews
85
Journal of risk and financial management : JRFM
82
Cogent economics & finance
78
Journal of applied econometrics
77
Discussion paper / Centre for Economic Policy Research
74
The journal of futures markets
74
International journal of finance & economics : IJFE
73
International journal of forecasting
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Discussion paper
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ECONIS (ZBW)
107
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
7
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
10
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
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