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~subject:"Capital income"
~isPartOf:"The journal of futures markets"
~isPartOf:"The European journal of finance"
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Search: subject:"Volatility"
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Capital income
Volatility
496
Volatilität
496
USA
139
United States
139
Börsenkurs
119
Share price
119
Estimation
106
Schätzung
106
Theorie
102
Theory
102
Option pricing theory
100
Optionspreistheorie
100
ARCH model
75
ARCH-Modell
75
Index futures
74
Index-Futures
74
Kapitaleinkommen
74
Option trading
70
Optionsgeschäft
70
Forecasting model
62
Prognoseverfahren
62
Derivat
59
Derivative
59
Commodity derivative
55
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55
Aktienmarkt
46
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35
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English
74
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Gupta, Rangan
4
McMillan, David G.
3
Agarwalla, Sobhesh Kumar
2
Chen, Ren-Raw
2
Copeland, Laurence S.
2
Gillas, Konstantinos Gkillas
2
Koutmos, Gregory
2
Lai, Yu-Sheng
2
Pierdzioch, Christian
2
Stivers, Christopher T.
2
Todorova, Neda
2
Varma, Jayanth Rama
2
Wohar, Mark E.
2
Acar, Emmanuel
1
Ahmed, Rashad
1
Alexiou, Lykourgos
1
Algaba, Andres
1
Alireza Zarei
1
Ap Gwilym, Owain
1
Badshah, Ihsan Ullah
1
Baillie, Richard
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Bauer, Christian
1
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1
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1
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1
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1
Cao, Jia
1
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1
Catania, Leopoldo
1
Choudhry, Taufiq
1
Christie-David, Rohan
1
Chuderewicz, Russell P.
1
Connolly, Robert A.
1
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The journal of futures markets
The European journal of finance
Finance research letters
141
International review of financial analysis
124
Journal of banking & finance
113
International review of economics & finance : IREF
105
Journal of empirical finance
103
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
88
Journal of financial economics
82
Research in international business and finance
80
Applied financial economics
78
Applied economics
76
NBER working paper series
72
Economic modelling
70
Journal of econometrics
70
Journal of international financial markets, institutions & money
68
Working paper / National Bureau of Economic Research, Inc.
64
Pacific-Basin finance journal
63
Applied economics letters
61
Journal of risk and financial management : JRFM
57
NBER Working Paper
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International journal of forecasting
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Working paper
36
Investment management and financial innovations
34
Journal of financial markets
34
Journal of international money and finance
34
Review of quantitative finance and accounting
33
International journal of finance & economics : IJFE
32
Research paper series / Swiss Finance Institute
32
The journal of finance : the journal of the American Finance Association
32
Journal of financial econometrics
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Discussion paper / Tinbergen Institute
29
Cogent economics & finance
28
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ECONIS (ZBW)
74
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1
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
VIX option-implied
volatility
slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
5
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
6
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
7
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
8
Harvesting the
volatility
smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
9
Momentum and market
volatility
: a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
10
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
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