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~isPartOf:"Journal of empirical finance"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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Schätzung
USA
Volatility
259
Volatilität
259
Capital income
101
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101
ARCH model
91
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91
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Christiansen, Charlotte
3
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2
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2
Conrad, Christian
2
Dijk, Dick van
2
Frijns, Bart
2
Indriawan, Ivan
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2
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1
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1
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1
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Journal of empirical finance
Energy economics
181
The journal of futures markets
163
Applied economics
149
Finance research letters
141
Journal of banking & finance
136
International review of economics & finance : IREF
134
Economic modelling
133
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of econometrics
115
Applied financial economics
106
Journal of international financial markets, institutions & money
89
Applied economics letters
86
Journal of international money and finance
84
The review of financial studies
81
Research in international business and finance
79
Economics letters
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Journal of financial economics
67
The journal of finance : the journal of the American Finance Association
63
Journal of risk and financial management : JRFM
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
International journal of forecasting
52
Journal of financial and quantitative analysis : JFQA
52
The European journal of finance
51
International journal of finance & economics : IJFE
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Pacific-Basin finance journal
43
Global finance journal
41
International Journal of Energy Economics and Policy : IJEEP
41
Econometric reviews
39
Journal of applied econometrics
38
Journal of economics and finance
38
Journal of financial markets
38
Review of quantitative finance and accounting
37
Journal of money, credit and banking : JMCB
36
Quantitative finance
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ECONIS (ZBW)
113
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
3
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
6
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
7
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
10
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
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