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subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Estimation theory"
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Volatility
Estimation theory
Estimation
1,114
Schätzung
1,114
Theorie
254
Theory
254
USA
160
United States
160
Capital income
133
Kapitaleinkommen
133
Volatilität
128
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119
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119
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107
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107
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103
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189
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Gupta, Rangan
7
Bouri, Elie
3
Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Bohl, Martin T.
2
Boughrara, Adel
2
Demirer, Rıza
2
Edwards, Jeffrey A.
2
Egger, Peter
2
Kanas, Angelos
2
Klaassen, Franc
2
Koutmos, Gregory
2
Lee, Hyejin
2
Liesenfeld, Roman
2
Lucey, Brian M.
2
Meng, Ming
2
Oh, Dong-Yop
2
Pierdzioch, Christian
2
Roubaud, David
2
Simlai, Prodosh
2
Weber, Enzo
2
Zheng, Yao
2
Abhyankar, Abhay
1
Abubaker, Riyad
1
Adachi, Takanori
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Ajide, Kazeem Bello
1
Al-Shboul, Mohammad
1
Algaba, Andres
1
Ali, Syed Riaz Mahmood
1
Alireza Zarei
1
Almanidis, Pavlos
1
Alsharari, Nizar Mohammad
1
Alvarez González, Francisco
1
Anderson, Randy I.
1
Ando, Michihito
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Applied economics
166
Energy economics
159
Economic modelling
158
Economics letters
158
Applied economics letters
129
Finance research letters
128
NBER working paper series
119
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117
International review of economics & finance : IREF
116
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112
International review of financial analysis
107
Journal of banking & finance
107
The North American journal of economics and finance : a journal of financial economics studies
104
Working paper
104
Journal of empirical finance
95
Applied financial economics
84
CESifo working papers
83
Discussion paper / Tinbergen Institute
83
Discussion paper series / IZA
81
Journal of international money and finance
79
Econometric reviews
75
Journal of international financial markets, institutions & money
74
Research in international business and finance
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Discussion paper / Centre for Economic Policy Research
68
Journal of risk and financial management : JRFM
66
International journal of forecasting
65
The journal of futures markets
62
Journal of applied econometrics
61
Discussion paper
55
CEMMAP working papers / Centre for Microdata Methods and Practice
49
International journal of finance & economics : IJFE
48
Quantitative economics : QE ; journal of the Econometric Society
48
Discussion papers / CEPR
47
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
44
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ECONIS (ZBW)
189
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
3
Decomposing the yield curve with linear regressions and survey information
Halberstadt, Arne
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 25-39
Persistent link: https://www.econbiz.de/10014461532
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
6
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
7
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
8
Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
Saved in:
9
Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais
;
Zaghdoudi, Taha
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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