//--> //--> //-->
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 banking & finance"
~person:"Becker, Ralf"
~person:"Taylor, Stephen"
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
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
7
Volatilität
7
USA
5
United States
5
Aktienindex
3
Stock index
3
Theorie
3
Theory
3
Capital income
2
Information value
2
Informationswert
2
Kapitaleinkommen
2
1984-1998
1
1985-1992
1
1990-2003
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Aktienoption
1
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
Currency derivative
1
Estimation
1
Estimation theory
1
Exchange rate
1
Forecasting model
1
High-frequency stock prices
1
Index futures
1
Index-Futures
1
Informational efficiency
1
Informationseffizienz
1
Macroeconomic news
1
Non-parametric jump tests
1
Prognoseverfahren
1
Realised volatility
1
Schätztheorie
1
Schätzung
1
Share price
1
more ...
less ...
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Becker, Ralf
Taylor, Stephen
Prokopczuk, Marcel
9
Skiadopoulos, George
8
Miffre, Joëlle
5
Bianchi, Robert
4
Chang, Eric Chieh
4
Clements, Adam
4
Jiang, George J.
4
Wese Simen, Chardin
4
Alexander, Carol
3
Branger, Nicole
3
Christiansen, Charlotte
3
Doran, James S.
3
Driessen, Joost
3
Ederington, Louis H.
3
Faff, Robert W.
3
Fan, John Hua
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Konstantinidi, Eirini
3
Kostakis, Alexandros
3
Li, Junye
3
Paschke, Raphael
3
Peterson, David R.
3
Pinegar, J. Michael
3
Ahmed, Shamim
2
Aitken, Michael J.
2
Alizadeh-Masoodian, Amir H.
2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Back, Janis
2
Baig, Ahmed S.
2
Baldeaux, Jan
2
Batten, Jonathan A.
2
Bezemer, Dirk Johan
2
Blau, Benjamin
2
Butt, Hassan A.
2
Cartea, Álvaro
2
Casassus, Jaime
2
more ...
less ...
Published in...
All
Journal of banking & finance
NCER working paper series
6
International journal of forecasting
3
Journal of financial econometrics
2
NCER Working Paper Series
2
The journal of futures markets
2
Applied financial economics
1
Discussion paper series
1
Econometrics : open access journal
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss journal of economics and statistics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The journal of derivatives : JOD
1
Working paper / Centre for Financial Research
1
[Workshop on Developments in Exchange Rate Modelling]
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional
volatility
and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
2
Modelling S&P 100
volatility
: the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
Saved in:
3
Forecasting currency
volatility
: a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
4
The jump component of S&P 500
volatility
and the VIX index
Becker, Ralf
;
Clements, Adam
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
Saved in:
5
The information content of implied volatilities and model-free
volatility
expectations : evidence from options written on individual stocks
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 871-881
Persistent link: https://www.econbiz.de/10003966119
Saved in:
6
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
Saved in:
7
Does implied
volatility
provide any information beyond that captured in model-based
volatility
forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->