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~isPartOf:"Journal of empirical finance"
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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Schätzung
Welt
Volatility
259
Volatilität
259
Capital income
101
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101
ARCH model
91
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91
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86
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Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Huang, Ho-chuan
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wang, Yudong
2
Wel, Michel van der
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2
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2
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1
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1
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1
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1
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1
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1
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1
Bai, Lu
1
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1
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1
Bartram, Söhnke M.
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1
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1
BenSaïda, Ahmed
1
Bessler, Wolfgang
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Bonato, Matteo
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Chang, Li-Han
1
Chang, Young-jae
1
Chen Zhou
1
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Journal of empirical finance
Energy economics
301
Finance research letters
199
Applied economics
159
International review of financial analysis
152
Economic modelling
150
International review of economics & finance : IREF
150
The North American journal of economics and finance : a journal of financial economics studies
138
Journal of banking & finance
114
Research in international business and finance
109
Journal of international money and finance
107
Journal of econometrics
106
Applied economics letters
103
Journal of international financial markets, institutions & money
95
The journal of futures markets
80
Applied financial economics
78
Economics letters
77
International Journal of Energy Economics and Policy : IJEEP
77
Journal of risk and financial management : JRFM
73
International journal of finance & economics : IJFE
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The European journal of finance
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Pacific-Basin finance journal
52
International journal of forecasting
51
Journal of financial economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Global finance journal
40
Journal of forecasting
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
38
Cogent economics & finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Quantitative finance
36
Emerging markets, finance and trade : EMFT
35
Journal of applied econometrics
32
Journal of financial econometrics
32
Review of quantitative finance and accounting
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ECONIS (ZBW)
95
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1
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95
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
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