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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:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Estimation
1,114
Schätzung
1,114
Theorie
254
Theory
254
USA
160
United States
160
Capital income
133
Kapitaleinkommen
133
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128
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Gupta, Rangan
9
Gil-Alaña, Luis A.
6
Caporale, Guglielmo Maria
4
Bouri, Elie
3
Copeland, Laurence S.
3
Meng, Ming
3
Murasawa, Yasutomo
3
Pierdzioch, Christian
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Ap Gwilym, Owain
2
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2
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2
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2
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2
Demirer, Rıza
2
Edwards, Jeffrey A.
2
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2
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2
Juan Fernández, Aránzazu de
2
Jönsson, Kristian
2
Kanas, Angelos
2
Klaassen, Franc
2
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2
Lee, Hyejin
2
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2
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2
Abhyankar, Abhay
1
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
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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
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Working paper
113
CESifo working papers
112
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
Discussion paper / Centre for Economic Policy Research
65
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of applied econometrics
56
Journal of economic dynamics & control
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
215
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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
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:
4
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:
5
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:
6
Trading strategies and the frequency of time-series
Isaenko, Sergei
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
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
Doubts on natural rate of unemployment : evidence and policy implications
Cheng, Ka Ming
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 230-239
Persistent link: https://www.econbiz.de/10014249114
Saved in:
9
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:
10
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
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