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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Arbeitsmarkt"
~subject:"Volatility"
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Arbeitsmarkt
Volatility
Volatilität
342
Börsenkurs
115
Share price
115
Estimation
110
Schätzung
110
ARCH model
101
ARCH-Modell
101
Stock market
100
Aktienmarkt
99
Capital income
96
Kapitaleinkommen
96
Spillover effect
75
Spillover-Effekt
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Theorie
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Theory
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USA
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Option pricing theory
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Optionspreistheorie
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Oil price
32
Time series analysis
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Zeitreihenanalyse
32
Ölpreis
32
Risikomaß
31
Risk measure
31
Portfolio selection
30
Portfolio-Management
30
Stochastic process
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30
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324
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324
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324
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27
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27
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351
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Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
McAleer, Michael
6
Sill, D. Keith
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Carlino, Gerald A.
5
DeFina, Robert H.
5
Fujita, Shigeru
5
Pierdzioch, Christian
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Chang, Chia-Lin
4
Dai, Zhifeng
4
Gao, Yang
4
Guerrón-Quintana, Pablo A.
4
Hau, Liya
4
Qiao, Gaoxiu
4
Rubio-Ramírez, Juan Francisco
4
Ur Rehman, Mobeen
4
Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Fernández-Villaverde, Jesús
3
Ho, Kin-Yip
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Li, Yanshuang
3
Lien, Da-hsiang Donald
3
Liu, Qiang
3
Ma, Yong
3
Nakajima, Makoto
3
Ryu, Doojin
3
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The North American journal of economics and finance : a journal of financial economics studies
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Energy economics
599
Finance research letters
514
NBER working paper series
509
Working paper / National Bureau of Economic Research, Inc.
483
NBER Working Paper
440
International review of financial analysis
398
Applied economics
382
Journal of banking & finance
375
The journal of futures markets
344
Economic modelling
341
International review of economics & finance : IREF
339
Journal of econometrics
323
Applied financial economics
265
Applied economics letters
264
Journal of empirical finance
262
Working paper
262
Discussion paper / Centre for Economic Policy Research
260
Research in international business and finance
255
Economics letters
251
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
203
Journal of risk and financial management : JRFM
197
CESifo working papers
184
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
IMF working papers
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Journal of economic dynamics & control
152
The European journal of finance
152
International journal of forecasting
140
Discussion paper series / IZA
138
International journal of finance & economics : IJFE
137
Journal of forecasting
131
The review of financial studies
127
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ECONIS (ZBW)
351
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1
Multiperiod portfolio allocation : a study of
volatility
clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
2
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
3
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and t errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2021
Persistent link: https://www.econbiz.de/10012431677
Saved in:
4
Macroeconomic forecasting and variable ordering in multivariate stochastic
volatility
models
Arias, Jonas E.
;
Rubio-Ramírez, Juan Francisco
;
Shin, …
-
2021
Persistent link: https://www.econbiz.de/10012651332
Saved in:
5
Exchange rate misalignments, capital flows and
volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013449109
Saved in:
6
Idiosyncratic
volatility
puzzle exists at the country level
He, Zhongzhi
;
Xue, Wenjun
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538973
Saved in:
7
Forecasting the realized
volatility
of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
8
Cross-sectional implications of dynamic asset pricing with stochastic
volatility
and ambiguity aversion
Lago-Balsalobre, Rubén
;
Rojo-Suárez, Javier
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483620
Saved in:
9
Analytically pricing variance and
volatility
swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
10
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
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