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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~subject:"Volatilität"
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Volatilität
Theorie
3,508
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2,396
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2,391
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2,159
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2,159
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1,040
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
McAleer, Michael
12
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Zhang, Jin E.
11
Ma, Feng
9
Daigler, Robert T.
8
Meddahi, Nour
8
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Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Asai, Manabu
6
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6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Zhang, Yaojie
6
Bali, Turan G.
5
Ederington, Louis H.
5
Fonseca, José da
5
Gallant, A. Ronald
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Bahmani-Oskooee, Mohsen
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Applied economics
The journal of futures markets
Energy economics
598
Finance research letters
499
International review of financial analysis
398
Journal of banking & finance
374
International review of economics & finance : IREF
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Research in international business and finance
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Economics letters
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Journal of risk and financial management : JRFM
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Journal of financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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Journal of economic dynamics & control
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International journal of forecasting
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The review of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
1,040
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1
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
4
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
5
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
6
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
7
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
8
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
9
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
10
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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