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~isPartOf:"Journal of financial economics"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Volatility
Time series analysis
34
Zeitreihenanalyse
34
Theorie
19
Theory
19
Capital income
15
Kapitaleinkommen
15
Volatilität
13
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Nichtparametrisches Verfahren
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Bai, Jennie
1
Bali, Turan G.
1
Bardgett, Chris
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Calvet, Laurent E.
1
Christensen, Kimberly
1
Cremers, Martijn
1
Fisher, Adlai
1
Fleckenstein, Matthias
1
Gandhi, Priyank
1
Goulding, Christian L.
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
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1
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1
Ooi, Yao Hua
1
Oomen, Roel C. A.
1
Osterrieder, Daniela
1
Pan, Jun
1
Paye, Bradley S.
1
Pedersen, Lasse Heje
1
Pitkäjärvi, Aleksi
1
Podolskij, Mark
1
Sizova, Natalia
1
Suominen, Matti
1
Tauchen, George Eugene
1
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1
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Journal of financial economics
Journal of econometrics
100
Energy economics
67
International journal of forecasting
58
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
39
Economics letters
34
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
International review of financial analysis
28
Journal of financial econometrics
27
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
24
Journal of risk and financial management : JRFM
23
Research in international business and finance
21
Computational economics
20
Journal of economic dynamics & control
17
Applied economics letters
15
Econometrics : open access journal
15
Applied financial economics
14
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
International journal of finance & economics : IJFE
12
Journal of economics and finance
12
Journal of risk
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of applied econometrics
11
CBN journal of applied statistics
10
International journal of economics and financial issues : IJEFI
10
Risks : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
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1
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
2
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
5
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Saved in:
6
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
7
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
8
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
9
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
10
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
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