//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The European journal of finance"
~isPartOf:"Tinbergen Institute Discussion Papers"
~subject:"Kausalanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Leverage Effect"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kausalanalyse
leverage effect
7
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Realized volatility
2
Share price
2
Volatility
2
Volatilität
2
day-of-the-week effect
2
high frequency
2
high-frequency data
2
intraday periodicity
2
jump testing
2
long memory
2
microstructure noise
2
pre-averaged bipower variation
2
smooth transition
2
spot variance
2
volatility forecasting
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asymmetry
1
Black-Scholes model
1
Black-Scholes-Modell
1
Causality analysis
1
Conditional volatility
1
EU countries
1
EU-Staaten
1
Estimation
1
European options
1
Forecasting model
1
Handelsvolumen der Börse
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Prognoseverfahren
1
Schätzung
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Kugiumtzis, Dimitris
1
Kyrtsou, Catherine
1
Papana, Angeliki
1
Published in...
All
The European journal of finance
Tinbergen Institute Discussion Papers
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Further insights on the relationship between SP500, VIX and volume : a new asymmetric causality test
Kyrtsou, Catherine
;
Kugiumtzis, Dimitris
;
Papana, Angeliki
- In:
The European journal of finance
25
(
2019
)
15
,
pp. 1402-1419
Persistent link: https://www.econbiz.de/10012207107
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->