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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation
Volatilität
USA
297
United States
297
Börsenkurs
296
Share price
296
Theorie
294
Theory
294
Capital income
246
Kapitaleinkommen
246
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150
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148
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146
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136
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136
Aktienmarkt
128
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128
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112
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English
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Chiang, Thomas C.
5
Hur, Jungshik
4
Lee, Cheng F.
4
Vivek Singh
4
Chen, Cathy Yi-Hsuan
3
Chen, Ren-Raw
3
Li, Bingxin
3
Lin, Shih-kuei
3
Sokolinskiy, Oleg
3
Wei, Peihwang
3
Dopuch, Nicholas
2
Faff, Robert W.
2
Hilliard, Jitka
2
Jawadi, Fredj
2
Jiang, Ying
2
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2
Kuo, I.-doun
2
Lambertides, Neophytos
2
Lee, Bong-soo
2
Levy, Azriel
2
Li, Wei
2
Liu, Xiaoquan
2
Lu, Yang-cheng
2
Malik, Farooq
2
Mazouz, Khelifa
2
Nam, Kiseok
2
Palmon, Oded
2
Rahman, Shafiqur
2
Seethamraju, Chandra
2
Shen, Chung-hua
2
Wang, Steven Shuye
2
Wu, Yangru
2
Xu, Weihong
2
Yang, Sheng-Yung
2
Zhou, Zhong-guo
2
Abo Al Haija, Adnan
1
Ahmad, Ahmad Hassan
1
Ahmed, Mohamed S.
1
Ahmed, Shamim
1
Akhigbe, Aigbe O.
1
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Review of quantitative finance and accounting
Applied economics
1,995
Applied economics letters
1,335
Economic modelling
1,039
Energy economics
934
Economics letters
872
Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
725
International review of economics & finance : IREF
704
Journal of econometrics
682
Applied financial economics
632
International review of financial analysis
620
Journal of international money and finance
603
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
431
Journal of international financial markets, institutions & money
413
Research in international business and finance
411
Journal of applied econometrics
409
Journal of financial economics
395
Journal of economic dynamics & control
354
The empirical economics letters : a monthly international journal of economics
353
The American economic review
346
International journal of finance & economics : IJFE
336
Journal of risk and financial management : JRFM
328
The review of economics and statistics
328
International journal of economics and financial issues : IJEFI
323
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
322
International journal of economics and finance
321
Labour economics : official journal of the European Association of Labour Economists
315
Journal of macroeconomics
314
International Journal of Energy Economics and Policy : IJEEP
313
European economic review : EER
304
The European journal of finance
298
The journal of finance : the journal of the American Finance Association
298
International journal of theoretical and applied finance
279
International journal of forecasting
273
Cogent economics & finance
272
Pacific-Basin finance journal
270
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ECONIS (ZBW)
231
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1
Corporate social responsibility, earnings management and firm performance : evidence from panel VAR estimation
Anderson, Mark
;
Hyun, Soonchul
;
Warsame, Hussein
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 341-364
Persistent link: https://www.econbiz.de/10014503008
Saved in:
2
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
3
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
4
Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Liang, Chao
;
Hong, Yanran
;
Luu Duc Toan Huynh
;
Ma, Feng
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1543-1567
Persistent link: https://www.econbiz.de/10014291872
Saved in:
5
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
6
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
7
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
8
Do investors infer future cash flow volatility based on liquidity?
Angelo, Ben
;
Johnston, Mitchell
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 259-294
Persistent link: https://www.econbiz.de/10013548976
Saved in:
9
Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan
;
Lahyani, Rahma
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
Saved in:
10
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
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