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~isPartOf:"Journal of banking & finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Search: subject:"Saisonkomponente"
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Saisonkomponente
5
Seasonal component
5
Aktienmarkt
2
Stock market
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1991-1998
1
1993-2007
1
Ankündigungseffekt
1
Announcement effect
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Arbitrage Pricing
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Arbitrage pricing
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CAPM
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Calendar effect
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Commodities
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Commodity derivative
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Commodity exchange
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Devisenmarkt
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Efficient market hypothesis
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Effizienzmarkthypothese
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Großbritannien
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Kalendereffekt
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Option pricing theory
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Options pricing
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Optionspreistheorie
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Rohstoffderivat
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Saisonale Schwankungen
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Seasonal variations
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Seasonality
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United Kingdom
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Aufsatz in Zeitschrift
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Back, Janis
1
Ben Omrane, Walid
1
Chen, Catherine Huirong
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De Bodt, Eric
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Doyle, John R.
1
Peterson, David R.
1
Prokopczuk, Marcel
1
Rudolf, Markus
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Journal of banking & finance
International journal of forecasting
16
Economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of econometrics
9
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics letters
6
Econometric theory
6
Economic modelling
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Tourism economics : the business and finance of tourism and recreation
6
Econometric reviews
5
Energy economics
5
Oxford bulletin of economics and statistics
5
Tourism management : research, policies, practice
5
Advances in business and management forecasting
4
Applied economics
4
Journal of applied econometrics
4
Statistical papers
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Vierteljahrshefte zur Wirtschaftsforschung
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Central Bank review / The Central Bank of the Republic of Turkey
3
Computational economics
3
Empirica : journal of european economics
3
Journal of economic and social measurement
3
Macroeconomic dynamics
3
Monthly labor review : MLR
3
SERIEs : Journal of the Spanish Economic Association
3
The econometrics journal
3
Applied financial economics
2
Cuadernos de economía
2
Econometrics : open access journal
2
European journal of operational research : EJOR
2
Ifo-Schnelldienst
2
International journal of computational economics and econometrics : IJCEE
2
International review of economics & finance : IREF
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of financial economics
2
Journal of time series econometrics
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ECONIS (ZBW)
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1
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
2
The return impact of realized and expected idiosyncratic volatility
Peterson, David R.
;
Smedema, Adam R.
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2547-2558
Persistent link: https://www.econbiz.de/10009273288
Saved in:
3
The wandering weekday effect in major stock markets
Doyle, John R.
;
Chen, Catherine Huirong
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1388-1399
Persistent link: https://www.econbiz.de/10003855483
Saved in:
4
Using self-organizing maps to adjust for intra-day seasonality
Ben Omrane, Walid
;
De Bodt, Eric
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1817-1838
Persistent link: https://www.econbiz.de/10003483506
Saved in:
5
A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Steeley, James M.
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1941-1956
Persistent link: https://www.econbiz.de/10001608865
Saved in:
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