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~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~subject:"Capital income"
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Search: subject:"Volatility"
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Capital income
Volatility
834
Volatilität
831
Theorie
218
Theory
218
Estimation
208
Schätzung
208
USA
203
United States
202
Börsenkurs
166
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166
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129
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129
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126
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126
Welt
103
World
103
Kapitaleinkommen
102
Option pricing theory
98
Optionspreistheorie
98
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93
Stochastischer Prozess
93
Forecasting model
88
Prognoseverfahren
88
Commodity derivative
71
Index futures
71
Index-Futures
71
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71
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70
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70
Time series analysis
66
Zeitreihenanalyse
66
Aktienmarkt
65
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64
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61
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60
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58
Risk
58
Derivat
55
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55
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28
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66
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36
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66
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66
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35
Working Paper
35
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33
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English
102
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McAleer, Michael
9
Chang, Chia-Lin
5
Roengchai Tansuchat
3
Agarwalla, Sobhesh Kumar
2
Ardia, David
2
Baillie, Richard
2
Guo, Hui
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Han, Young Wook
2
Hoogerheide, Lennart F.
2
Jakobsen, Jan Bo
2
Kayal, Parthajit
2
Lai, Yu-Sheng
2
Manera, Matteo
2
Myers, Robert J.
2
Neely, Christopher J.
2
Nguyen, Hoang
2
Raunig, Burkhard
2
Skiadopoulos, George
2
Song, Jeongseok
2
Stivers, Christopher T.
2
Todorova, Neda
2
Varma, Jayanth Rama
2
Alexiou, Lykourgos
1
Alfelt, Gustav
1
Ali, Faek Menla
1
Allen, David E.
1
Anatolyev, Stanislav
1
Antonakakis, Nikolaos
1
Asai, Manabu
1
Asai, Manuabu
1
Badshah, Ihsan Ullah
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Basu, Parantap
1
Batra, Amita
1
Bekiros, Stelios
1
Bertelsen, Kristoffer Pons
1
Białkowski, Je̜drzej
1
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University of Canterbury / Dept. of Economics and Finance
4
Federal Reserve Bank of St. Louis
2
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Economics letters
The journal of futures markets
Working paper
Finance research letters
145
International review of financial analysis
124
Journal of banking & finance
113
International review of economics & finance : IREF
105
Journal of empirical finance
103
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
88
Journal of financial economics
82
Research in international business and finance
80
Applied financial economics
78
Applied economics
76
NBER working paper series
72
Economic modelling
70
Journal of econometrics
70
Journal of international financial markets, institutions & money
68
Working paper / National Bureau of Economic Research, Inc.
64
Pacific-Basin finance journal
63
Applied economics letters
61
Journal of risk and financial management : JRFM
57
NBER Working Paper
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International journal of forecasting
51
The European journal of finance
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Investment management and financial innovations
34
Journal of financial markets
34
Journal of international money and finance
34
Review of quantitative finance and accounting
33
International journal of finance & economics : IJFE
32
Research paper series / Swiss Finance Institute
32
The journal of finance : the journal of the American Finance Association
32
Journal of financial econometrics
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Discussion paper / Tinbergen Institute
29
Cogent economics & finance
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ECONIS (ZBW)
102
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102
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1
Application of
volatility
-managed portfolios in the context of a
volatility
index
Subramanian, Abhishek
;
Kayal, Parthajit
-
2023
Persistent link: https://www.econbiz.de/10014375126
Saved in:
2
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:
3
VIX option-implied
volatility
slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
How much does
volatility
influence stock market returns? : empirical evidence from india
Saraf, Malvika
;
Kayal, Parthajit
-
2022
Persistent link: https://www.econbiz.de/10014226507
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
8
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012604814
Saved in:
9
Effect of economic policy uncertainty on stock market return and
volatility
under heterogeneous market characteristics
Kundu, Srikanta
;
Paul, Amartya
-
2021
Persistent link: https://www.econbiz.de/10013365985
Saved in:
10
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
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