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~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~subject:"Portfolio-Management"
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Search: subject:"Volatilität"
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Portfolio-Management
Volatility
572
Volatilität
572
Estimation
170
Schätzung
170
ARCH model
157
ARCH-Modell
157
Börsenkurs
153
Share price
153
Capital income
146
Kapitaleinkommen
146
Theorie
146
Theory
146
Time series analysis
121
Zeitreihenanalyse
121
Estimation theory
119
Schätztheorie
119
Stochastic process
110
Stochastischer Prozess
110
Aktienmarkt
98
Stock market
98
Forecasting model
68
Prognoseverfahren
68
Welt
61
World
61
Spillover effect
54
Spillover-Effekt
54
Market microstructure
48
Marktmikrostruktur
48
Option pricing theory
43
Optionspreistheorie
43
Exchange rate
42
Wechselkurs
42
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
USA
40
United States
40
CAPM
36
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36
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31
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31
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31
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Augustyniak, Maciej
1
Aït-Sahalia, Yacine
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Berggrun, Luis
1
Bégin, Jean-François
1
Będowska-Sójka, Barbara
1
Cardona, Emilio
1
Chalvatzis, Konstantinos J.
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chkili, Walid
1
Chu, Amanda M. Y.
1
Demirer, Rıza
1
Ding, Wenjie
1
Fan, Jianqing
1
Fan, Minyou
1
Feng, Phoenix
1
Fiorentini, Gabriele
1
Francq, Christian
1
Frugier, Alain
1
Grobelny, Przemysław
1
Hafner, Christian M.
1
Hammoudeh, Shawkat
1
He, Mengxi
1
Herwartz, Helmut
1
Hiremath, Gourishankar S.
1
Hollstein, Fabian
1
Jacobs, Michael <Jr.>
1
Jarjour, Riad
1
Jin, Yi
1
Kaczmarek, Tomasz
1
Karagozoglu, Ahmet K.
1
Kastner, Gregor
1
Khalfaoui, Rabeh
1
Kumari, Jyoti
1
Lam, Clifford
1
Li, Yi
1
Li, Youwei
1
Liao, Yuan
1
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Journal of econometrics
Research in international business and finance
Finance research letters
39
Journal of banking & finance
39
Energy economics
30
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
International review of financial analysis
29
Journal of financial economics
26
The journal of asset management
25
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
18
Applied economics
17
Journal of economic dynamics & control
17
Economic modelling
16
European journal of operational research : EJOR
15
Quantitative finance
15
International journal of theoretical and applied finance
13
Investment management and financial innovations
13
Insurance / Mathematics & economics
12
International journal of finance & economics : IJFE
12
Risks : open access journal
12
The European journal of finance
12
The journal of portfolio management : JPM
12
Journal of mathematical finance
11
Pacific-Basin finance journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Applied mathematical finance
10
International journal of forecasting
10
Cogent economics & finance
9
The journal of alternative investments
9
Annals of finance
8
Applied financial economics
8
Computational economics
8
Journal of financial econometrics
8
Journal of risk
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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ECONIS (ZBW)
31
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Dissecting the idiosyncratic volatility puzzle : a fundamental analysis approach
Zhu, Zhaobo
;
Ding, Wenjie
;
Jin, Yi
;
Shen, Dehua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463116
Saved in:
3
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
4
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
5
False safe haven assets : evidence from the target volatility strategy based on recurrent neural network
Kaczmarek, Tomasz
;
Będowska-Sójka, Barbara
;
Grobelny, …
- In:
Research in international business and finance
60
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013412442
Saved in:
6
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
7
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
8
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
9
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
10
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
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