//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"International review of financial analysis"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Leverage effect
12
Volatility
10
Volatilität
10
Capital income
7
Kapitaleinkommen
7
Theorie
6
Theory
6
Estimation theory
4
Schätztheorie
4
Börsenkurs
3
Consistency
3
Discrete observation
3
Estimation
3
Microstructure
3
Realized volatility
3
Robust estimation
3
Schätzung
3
Share price
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Anlageverhalten
2
Asynchronous times
2
Behavioural finance
2
CAPM
2
Capital structure
2
Efficiency
2
Equivalent martingale measure
2
Forecasting model
2
Irregular times
2
Kapitalstruktur
2
Market microstructure
2
Marktmikrostruktur
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option trading
2
Optionsgeschäft
2
Pre-averaging
2
Prognoseverfahren
2
Risikoprämie
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Mykland, Per A.
3
Zhang, Lan
3
Bugge, Sebastian A.
1
Chang, Yoosoon
1
Chen, Dachuan
1
Choi, Yongok
1
Fei, Tianlun
1
Gong, Xue
1
Guttormsen, Haakon J.
1
Han, Hyojin
1
Jensen, Mark J.
1
Khrapov, Stanislav
1
Linton, Oliver
1
Liu, Qing
1
Liu, Xiaoquan
1
Maheu, John M.
1
Molnár, Peter
1
Park, Joon Y.
1
Potanin, Bogdan
1
Renault, Eric
1
Ringdal, Martin
1
Sui, Cong
1
Trifonov, Juri
1
Wang, Chao
1
Wang, Junbo
1
Wang, Shouyang
1
Whang, Yoon-jae
1
Yen, Yu-min
1
Zhang, Weiguo
1
more ...
less ...
Published in...
All
Journal of econometrics
International review of financial analysis
Finance research letters
10
CREATES Research Papers
9
Energy economics
8
Economic modelling
7
Journal of financial economics
7
MPRA Paper
7
Physica A: Statistical Mechanics and its Applications
6
The North American journal of economics and finance : a journal of financial economics studies
6
CIRANO Working Papers
5
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CFS Working Paper Series
4
Economics Papers from University Paris Dauphine
4
Global business review
4
International Econometric Review (IER)
4
International journal of theoretical and applied finance
4
Pacific-Basin finance journal
4
Statistics and Econometrics Working Papers
4
Studies in Nonlinear Dynamics & Econometrics
4
The North American Journal of Economics and Finance
4
Theoretical economics letters
4
Tinbergen Institute Discussion Papers
4
Cahiers de recherche
3
Computational economics
3
Economic Modelling
3
Energy Economics
3
International journal of economics and finance
3
Journal of empirical finance
3
Journal of mathematical finance
3
Post-Print / HAL
3
Research in international business and finance
3
SERIEs - Journal of the Spanish Economic Association
3
The European journal of finance
3
Working Paper
3
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
3
Working Papers / School of Economics, Singapore Management University
3
Annals of Finance
2
Applied Mathematical Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
2
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
3
Investor sentiment and stock volatility : new evidence
Gong, Xue
;
Zhang, Weiguo
;
Wang, Junbo
;
Wang, Chao
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366314
Saved in:
4
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
5
Herding and market volatility
Fei, Tianlun
;
Liu, Xiaoquan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013252516
Saved in:
6
The
leverage
effect
puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
7
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
8
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
9
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
10
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->