//--> //--> //--> //-->
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 forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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:"Leverage Effect"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Leverage effect
18
Volatility
15
Volatilität
15
Capital income
12
Kapitaleinkommen
12
ARCH model
10
ARCH-Modell
10
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
Theorie
6
Theory
6
Börsenkurs
5
Share price
5
Estimation theory
4
Schätztheorie
4
Aktienmarkt
3
Consistency
3
Discrete observation
3
Microstructure
3
Realized volatility
3
Risikomaß
3
Risk measure
3
Robust estimation
3
Spillover effect
3
Spillover-Effekt
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
Asynchronous times
2
Bitcoin
2
CAPM
2
Capital structure
2
China
2
Efficiency
2
Equivalent martingale measure
2
Expected shortfall
2
Irregular times
2
Kapitalstruktur
2
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Mykland, Per A.
3
Zhang, Lan
3
Catania, Leopoldo
2
Chang, Yoosoon
1
Chen, Dachuan
1
Choi, Yongok
1
Do, A.
1
Gao, Tianqing
1
Gonzalez-Perez, Maria T.
1
Grassi, Stefano
1
Greenwood, David
1
Guerrero, David E.
1
Haas, Markus
1
Han, Hyojin
1
Iqbal, Najaf
1
Jensen, Mark J.
1
Khrapov, Stanislav
1
Krause, Jochen
1
Linton, Oliver
1
Maheu, John M.
1
Mao, Xiuping
1
Martin, Vance
1
Mei, Xiaowen
1
Mucha-Kruczyński, Marcin
1
Pan, Qunxing
1
Paolella, Marc S.
1
Park, Joon Y.
1
Powell, Robert
1
Proietti, Tommaso
1
Renault, Eric
1
Ruiz, Esther
1
Singh, A.
1
Steude, Sven Christian
1
Su, Jung-bin
1
Tang, Chrismin
1
Tomlinson, Matthew F.
1
Umar, Zaghum
1
Veiga, Helena
1
Whang, Yoon-jae
1
Wu, Xinyu
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
10
CREATES Research Papers
9
Energy economics
8
Economic modelling
7
Journal of financial economics
7
MPRA Paper
7
Physica A: Statistical Mechanics and its Applications
6
CIRANO Working Papers
5
International review of financial analysis
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CFS Working Paper Series
4
Economics Papers from University Paris Dauphine
4
Global business review
4
International Econometric Review (IER)
4
International journal of theoretical and applied finance
4
Pacific-Basin finance journal
4
Statistics and Econometrics Working Papers
4
Studies in Nonlinear Dynamics & Econometrics
4
The North American Journal of Economics and Finance
4
Theoretical economics letters
4
Tinbergen Institute Discussion Papers
4
Cahiers de recherche
3
Computational economics
3
Economic Modelling
3
Energy Economics
3
International journal of economics and finance
3
Journal of empirical finance
3
Journal of mathematical finance
3
Post-Print / HAL
3
Research in international business and finance
3
SERIEs - Journal of the Spanish Economic Association
3
The European journal of finance
3
Working Paper
3
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
3
Working Papers / School of Economics, Singapore Management University
3
Annals of Finance
2
Applied Mathematical Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
3
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
4
Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
Saved in:
5
Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
Saved in:
6
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
7
The
leverage
effect
puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
8
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.
;
Powell, Robert
;
Yong, J.
;
Singh, A.
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012665495
Saved in:
9
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
10
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->