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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of futures markets"
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Volatility
Estimation
1,469
Schätzung
1,467
Theorie
440
Theory
440
Capital income
320
Kapitaleinkommen
320
Volatilität
314
USA
278
United States
277
Börsenkurs
266
Share price
266
Forecasting model
204
Prognoseverfahren
204
Estimation theory
167
Schätztheorie
167
Time series analysis
165
Zeitreihenanalyse
165
Stock market
152
Aktienmarkt
151
Welt
147
World
147
Portfolio selection
124
Portfolio-Management
124
Risikoprämie
115
Risk premium
115
ARCH model
109
ARCH-Modell
109
CAPM
99
Exchange rate
92
Wechselkurs
90
Risk
86
Cointegration
85
Kointegration
85
Risiko
84
Yield curve
84
Zinsstruktur
84
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Anlageverhalten
79
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Free
8
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314
Conference paper
1
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1
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English
314
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Hautsch, Nikolaus
4
Prokopczuk, Marcel
4
Xuan Vinh Vo
4
Brooks, Robert
3
Ederington, Louis H.
3
Ma, Feng
3
Wang, Yudong
3
Wese Simen, Chardin
3
Yin, Libo
3
Agarwalla, Sobhesh Kumar
2
Anderson, Heather M.
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chiang, Thomas C.
2
Das, Debojyoti
2
Do, Hung Xuan
2
Faff, Robert W.
2
Feng, Jiabao
2
Fonseca, José da
2
Guan, Wei
2
Guo, Hui
2
Gupta, Rangan
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Härdle, Wolfgang
2
Kang, Sang Hoon
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Li, Jia
2
Li, Junye
2
Li, Wai Keung
2
Lim, Kian-Guan
2
Lin, Shih-kuei
2
Malik, Farooq
2
McAleer, Michael
2
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International review of economics & finance : IREF
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of futures markets
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied economics letters
75
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
The European journal of finance
47
International journal of forecasting
46
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
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ECONIS (ZBW)
314
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
9
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:
10
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
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