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subject:"Volatility"
~isPartOf:"European financial management : the journal of the European Financial Management Association"
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Volatility
Estimation
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Capital income
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Adjaoute, Kpate
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Blitz, David
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Bruand, Martin
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Errunza, Vihang R.
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European financial management : the journal of the European Financial Management Association
Energy economics
153
Finance research letters
132
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
116
International review of financial analysis
104
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
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Applied financial economics
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Research in international business and finance
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NBER Working Paper
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Journal of international money and finance
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Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of futures markets
61
Discussion paper / Tinbergen Institute
58
Economics letters
57
Journal of risk and financial management : JRFM
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
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37
Quantitative finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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International journal of economics and finance
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1
Financial uncertainty and stock market volatility
Jiang, Ying
;
Liu, Xiaoquan
;
Lu, Zhenyu
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1618-1667
Persistent link: https://www.econbiz.de/10014574142
Saved in:
2
Why are successive cohorts of listed firms persistently riskier?
Srivastava, Anup
;
Tse, Senyo Y.
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 957-1000
Persistent link: https://www.econbiz.de/10011713405
Saved in:
3
Is there a positive risk-return tradeoff? : a forward-looking approach to measuring the equity premium
Koutmos, Dimitrios
- In:
European financial management : the journal of the …
21
(
2015
)
5
,
pp. 974-1013
Persistent link: https://www.econbiz.de/10011408549
Saved in:
4
Agency-based asset pricing and the beta anomaly
Blitz, David
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 770-801
Persistent link: https://www.econbiz.de/10010503540
Saved in:
5
Trading volatility spreads : a test of index option market efficiency
Poon, Ser-Huang
;
Pope, Peter F.
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 235-260
Persistent link: https://www.econbiz.de/10001474534
Saved in:
6
The information content of implied volatility, skewness and kurtosis : empirical evidence from long-term CAC 40 options
Navatte, Patrick
;
Villa, Christophe
- In:
European financial management : the journal of the …
6
(
2000
)
1
,
pp. 41-56
Persistent link: https://www.econbiz.de/10001452462
Saved in:
7
Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
Saved in:
8
Macroeconomic factors and the asymmetric predictability of conditional variances
Hasan, Iftekhar
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10001245491
Saved in:
9
Macroeconomic determinants of European stock market volatility
Errunza, Vihang R.
- In:
European financial management : the journal of the …
4
(
1998
)
3
,
pp. 361-377
Persistent link: https://www.econbiz.de/10001251079
Saved in:
10
On the predictability of the stock market volatility : does history matter?
Adjaoute, Kpate
- In:
European financial management : the journal of the …
4
(
1998
)
3
,
pp. 293-319
Persistent link: https://www.econbiz.de/10001251082
Saved in:
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