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Search: subject:"volatility feedback"
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Volatilität
44
Volatility
41
volatility feedback
25
ARCH-Modell
23
Capital income
22
Kapitaleinkommen
22
Schätzung
20
ARCH model
19
Estimation
18
Volatility feedback
18
leverage effect
18
volatility feedback effect
18
Börsenkurs
16
Share price
16
Risiko
15
Risk
13
Theorie
13
Aktienmarkt
12
Risk premium
12
Theory
12
Volatility feedback effect
12
Leverage effect
11
Stock market
11
Risikoprämie
10
realized volatility
9
financial leverage
8
long memory
8
risk-return tradeoff
8
stock returns
8
Bivariate GARCH process
7
CAPM
7
Konjunktur
7
inflation uncertainty
7
output variability
7
variance risk premium
7
Aktienindex
6
Zeitreihenanalyse
6
Business cycle
5
Capital structure
5
FIEGARCH-M
5
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Free
56
Undetermined
30
CC license
2
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Book / Working Paper
49
Article
47
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Article in journal
36
Aufsatz in Zeitschrift
36
Working Paper
17
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
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4
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1
research-article
1
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English
70
Undetermined
24
German
1
French
1
Author
All
Conrad, Christian
12
Nielsen, Morten Ørregaard
11
Christensen, Bent Jesper
8
Karanasos, Menelaos
8
Zhu, Jie
8
Bollerslev, Tim
6
Taamouti, Abderrahim
5
Yang, Minxian
5
Aboura, Sofiane
4
Andersen, Torben G.
3
Bouezmarni, Taoufik
3
Jamali, Ibrahim
3
Koubouros, Michail S.
3
Sanfelici, Simona
3
Schölkopf, Julius
3
Sizova, Natalia
3
Smith, Geoffrey Peter
3
Smith, L. Vanessa
3
Tauchen, George
3
Thomakos, Dimitrios D.
3
Tushteva, Nikoleta
3
Wagner, Niklas
3
Yamagata, Takashi
3
Carr, Peter
2
Chakrabarti, Prasenjit
2
Deb, Soumya Guha
2
Dufour, Jean-Marie
2
Frederiksen, Per
2
Gospodinov, Nikolay
2
Harris, Richard D. F.
2
Huang, Sainan
2
Kim, Chang-jin
2
Koutmos, Dimitrios
2
Kumar, K. Kiran
2
Li, Leon
2
Mancino, Maria Elvira
2
Nam, Kiseok
2
Pathak, Jalaj
2
Song, Wei
2
Stoja, Evarist
2
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School of Economics and Management, University of Aarhus
4
Economics Department, Queen's University
3
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Duke University, Department of Economics
2
EconWPA
2
School of Economics, UNSW Business School
2
Université Paris-Dauphine (Paris IX)
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Department of Economics and Finance, College of Business and Administration
1
Department of Economics and Related Studies, University of York
1
Department of Economics, Iowa State University
1
Department of Economics, University of Peloponnese
1
Federal Reserve Bank of Atlanta
1
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
Université Paris-Dauphine
1
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CREATES Research Papers
4
Journal of empirical finance
4
Finance research letters
3
Queen's Economics Department Working Paper
3
Working Papers / Economics Department, Queen's University
3
CIRANO Working Papers
2
Cogent Economics & Finance
2
Cogent economics & finance
2
Discussion Paper Series
2
Discussion Papers / School of Economics, UNSW Business School
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Economic modelling
2
Economics Papers from University Paris Dauphine
2
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
2
Finance
2
International review of economics & finance : IREF
2
Journal of Empirical Finance
2
Journal of international financial markets, institutions & money
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working Papers / Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
2
Working Papers / Duke University, Department of Economics
2
AWI Discussion Paper Series
1
AWI discussion paper series
1
Applied economics
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Macroeconomic Modeling and Forecasting Performance
1
Bloomberg Portfolio Research Paper
1
CORE Discussion Papers
1
Cahiers de recherche
1
China Finance Review International
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
China finance review international
1
Critical finance review
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
International journal of forecasting
1
Journal of Risk and Financial Management
1
Journal of business research : JBR
1
Journal of commodity markets : JCM
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk and financial management : JRFM
1
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Source
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ECONIS (ZBW)
46
RePEc
36
EconStor
13
Other ZBW resources
1
Showing
1
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96
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1
Empirische Analyse des Zusammenhangs zwischen Rendite und impliziter Volatilität am deutschen Aktienmarkt
Mauer, Annika
;
Nastansky, Andreas
-
2024
Persistent link: https://www.econbiz.de/10015193915
Saved in:
2
Is no news still good news? :
volatility
feedback
revisited
Białkowski, Je̜drzej
;
Hong, Sanghyun
;
Wagner, Moritz
- In:
Pacific-Basin finance journal
91
(
2025
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015405140
Saved in:
3
Volatility risk and volatility-of-volatility risk : state-dependent correlations between vix and the S&P 500 stock index and hedging effectiveness
Li, Leon
;
Chen, Carl R.
- In:
The journal of futures markets
45
(
2025
)
11
,
pp. 2166-2185
Persistent link: https://www.econbiz.de/10015465763
Saved in:
4
Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility
Li, Leon
;
Miu, Peter
- In:
Journal of commodity markets : JCM
36
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015162603
Saved in:
5
Why do firms with no leverage still have leverage and
volatility
feedback
effects?
Smith, Geoffrey Peter
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015101626
Saved in:
6
Long-term volatility shapes the stock market's sensitivity to news
Conrad, Christian
;
Schölkopf, Julius
;
Tushteva, Nikoleta
-
2023
volatility
feedback
. In our model, innovations to the long-term volatility component are the most important driver of discount …
Persistent link: https://www.econbiz.de/10014476175
Saved in:
7
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schölkopf, Julius
;
Tushteva, Nikoleta
-
2023
volatility
feedback
. In our model, innovations to the long-term volatility component are the most important driver of discount …
Persistent link: https://www.econbiz.de/10014440865
Saved in:
8
The risk-return relationship and
volatility
feedback
in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha
- In:
Quantitative finance and economics
7
(
2023
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
Saved in:
9
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schölkopf, Julius
;
Tushteva, Nikoleta
-
2023
Persistent link: https://www.econbiz.de/10014430971
Saved in:
10
Performance comparison of alternative volatility models applied to economic indexes : the role of asymmetric effects
Fernandes, Mário Correia
;
Dutra, Tiago M.
;
Teixeira, …
- In:
Applied economics
57
(
2025
)
47
,
pp. 7657-7670
Persistent link: https://www.econbiz.de/10015472995
Saved in:
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