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~isPartOf:"Journal of financial econometrics"
~subject:"Volatilität"
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Volatilität
Virtual currency
7
Virtuelle Währung
7
Volatility
5
Electronic money
3
Elektronisches Geld
3
bitcoin
3
Bubbles
2
CRIX
2
Spekulationsblase
2
blockchain
2
cryptocurrency
2
jumps
2
volatility
2
ARCH model
1
ARCH-Modell
1
Aktienoption
1
Ankündigungseffekt
1
Announcement effect
1
Bibliometrics
1
Bibliometrie
1
Bitcoin
1
Blockchain
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Derivat
1
Derivative
1
Ethereum
1
Financial investment
1
Financial market
1
Finanzmarkt
1
Foreign portfolio investment
1
Kapitalanlage
1
Kapitaleinkommen
1
Liquidity
1
Liquidity constraint
1
Liquidität
1
Liquiditätsbeschränkung
1
Market microstructure
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Härdle, Wolfgang
2
Chen, Cathy Y. H.
1
Hafner, Cristian M.
1
Hansen, Peter Reinhard
1
Harvey, Campbell R.
1
Hou, Ai Jun
1
Kim, Chan
1
Kimbrough, Wade
1
Reule, Raphael C. G.
1
Scaillet, Olivier
1
Treccani, Adrien
1
Trevisan, Christopher
1
Wang, Weining
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Journal of financial econometrics
Finance research letters
56
Journal of risk and financial management : JRFM
25
Research in international business and finance
21
Economics letters
18
International review of financial analysis
17
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
Journal of international financial markets, institutions & money
9
Applied economics letters
8
Financial innovation : FIN
8
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CESifo working papers
5
International journal of economics and financial issues : IJEFI
5
Technological forecasting & social change : an international journal
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of empirical finance
4
Risks : open access journal
4
The European journal of finance
4
Cogent economics & finance
3
Emerging markets review
3
Energy economics
3
Eurasian economic review : a journal in applied macroeconomics and finance
3
International Journal of Financial Studies : open access journal
3
International journal of electronic finance : IJEF
3
Journal of economic studies
3
Pacific-Basin finance journal
3
Studies in economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Borsa Istanbul Review
2
Cogent business & management
2
Decision analytics journal
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Economic modelling
2
Economics and finance working paper series
2
Global business & economics review
2
IES working paper
2
IRTG 1792 discussion paper
2
International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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1
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kim, Chan
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
2
Understanding cryptocurrencies : editorial
Härdle, Wolfgang
;
Harvey, Campbell R.
;
Reule, Raphael C. G.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 181-208
Persistent link: https://www.econbiz.de/10012232695
Saved in:
3
High-frequency jump analysis of the bitcoin market
Scaillet, Olivier
;
Treccani, Adrien
;
Trevisan, Christopher
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10012232707
Saved in:
4
Testing for bubbles in cryptocurrencies with time : varying volatility
Hafner, Cristian M.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 233-249
Persistent link: https://www.econbiz.de/10012232932
Saved in:
5
Pricing cryptocurrency options
Hou, Ai Jun
;
Wang, Weining
;
Chen, Cathy Y. H.
;
Härdle, …
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 250-279
Persistent link: https://www.econbiz.de/10012232938
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