//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Risikoprämie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risikoprämie
Volatility
536
Volatilität
534
Börsenkurs
164
Share price
164
Capital income
137
Kapitaleinkommen
137
Oil price
129
Ölpreis
129
Estimation
120
Schätzung
119
Theorie
115
Theory
115
ARCH model
103
ARCH-Modell
103
Welt
96
World
96
Aktienmarkt
80
Stock market
80
Option pricing theory
75
Optionspreistheorie
75
USA
68
United States
68
Exchange rate
57
Wechselkurs
57
Forecasting model
56
Risk premium
48
Portfolio selection
46
Portfolio-Management
46
Option trading
43
Optionsgeschäft
43
Stochastic process
36
Stochastischer Prozess
36
Time series analysis
36
Zeitreihenanalyse
36
Cointegration
35
Derivat
35
Derivative
35
Kointegration
35
more ...
less ...
Online availability
All
Undetermined
47
Free
8
Type of publication
All
Article
95
Type of publication (narrower categories)
All
Article in journal
95
Aufsatz in Zeitschrift
95
Language
All
English
95
Author
All
Prokopczuk, Marcel
3
Russel, Edwin
3
Wese Simen, Chardin
3
Doran, James S.
2
Li, Junye
2
Mele, Antonio
2
Mustofa Usman
2
Obayashi, Yoshiki
2
Shalen, Catherine T.
2
Symeonidis, Lazaros
2
Zhou, Hao
2
Ahmed, Shamim
1
Alam, Iskandar Ali
1
Almeida, Caio
1
Ambya, Ambya
1
An, Jaehyung
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Atilgan, Yigit
1
Azhar, Rialdi
1
Banerjee, Prithviraj S.
1
Barinov, Alexander
1
Barrientos, Jorge Hugo
1
Behrendt, Simon
1
Bekaert, Geert
1
Ben Ammar, Semir
1
Benth, Fred Espen
1
Berardi, Andrea
1
Bernales, Alejandro
1
Berrada, Tony
1
Brailsford, Timothy J.
1
Branger, Nicole
1
Braun, Alexander
1
Byun, Suk Joon
1
Cenedese, Gino
1
Chang, Ming-Jen
1
Charitou, Andreas
1
Chen, Jingjing
1
Chen, Shikuan
1
Chen, Sipeng
1
more ...
less ...
Published in...
All
International Journal of Energy Economics and Policy : IJEEP
Journal of banking & finance
International journal of forecasting
120
Energy economics
117
Journal of forecasting
114
Finance research letters
107
International review of financial analysis
84
International review of economics & finance : IREF
72
Journal of empirical finance
71
Economic modelling
66
The North American journal of economics and finance : a journal of financial economics studies
66
Applied economics
58
Journal of econometrics
57
Journal of financial economics
54
The journal of futures markets
44
NBER working paper series
43
Working paper / National Bureau of Economic Research, Inc.
42
Applied economics letters
40
Working paper
39
Applied financial economics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of international financial markets, institutions & money
37
The European journal of finance
36
NBER Working Paper
34
Department of Economics working paper series
32
Quantitative finance
32
Discussion paper / Tinbergen Institute
30
Economics letters
30
Journal of financial econometrics
30
Journal of risk and financial management : JRFM
29
Pacific-Basin finance journal
29
International journal of finance & economics : IJFE
28
Journal of international money and finance
28
Research paper series / Swiss Finance Institute
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Finance and economics discussion series
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
CREATES research paper
22
Discussion papers / CEPR
22
The review of financial studies
22
Journal of economic dynamics & control
21
more ...
less ...
Source
All
ECONIS (ZBW)
95
Showing
1
-
10
of
95
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
3
Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago
;
Barrientos, Jorge Hugo
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
6
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
7
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
8
Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 294-301
Persistent link: https://www.econbiz.de/10012435914
Saved in:
9
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
10
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->