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isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Aktienmarkt"
~subject:"Konjunktur"
~subject:"Option pricing theory"
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Search: subject_exact:"Volatility"
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Aktienmarkt
Konjunktur
Option pricing theory
Volatility
940
Volatilität
940
Theorie
344
Theory
344
Börsenkurs
229
Estimation
229
Schätzung
229
Share price
229
USA
209
United States
209
Capital income
179
Kapitaleinkommen
179
Stochastic process
131
Stochastischer Prozess
131
Estimation theory
127
Schätztheorie
127
Time series analysis
118
Zeitreihenanalyse
118
ARCH model
111
ARCH-Modell
111
Forecasting model
92
Prognoseverfahren
92
Stock market
83
Welt
77
World
77
Exchange rate
74
Wechselkurs
74
Optionspreistheorie
70
Business cycle
69
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65
Finanzmarkt
65
CAPM
59
Risikoprämie
51
Risk premium
51
Market microstructure
50
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50
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48
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118
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115
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115
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102
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102
Graue Literatur
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3
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3
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3
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English
217
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Todorov, Viktor
5
Bekaert, Geert
4
Jaimovich, Nir
4
Schwert, George William
4
Tauchen, George Eugene
4
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Bates, David S.
3
Bollerslev, Tim
3
Bondarenko, Oleg
3
Diebold, Francis X.
3
Fernández-Villaverde, Jesús
3
Ghysels, Eric
3
Guerrón-Quintana, Pablo A.
3
Harvey, Campbell R.
3
Perri, Fabrizio
3
Ramey, Valerie A.
3
Razin, Asaf
3
Rubio-Ramírez, Juan Francisco
3
Santa-Clara, Pedro
3
Andersen, Torben
2
Bachmann, Ruediger
2
Banerjee, Anindya
2
Ben-David, Itzhak
2
Caballero, Ricardo J.
2
Campbell, John Y.
2
Coakley, Jerry
2
Dew-Becker, Ian
2
Dunis, Christian
2
Edwards, Sebastian
2
Farmer, Roger E. A.
2
Fogli, Alessandra
2
Franzoni, Francesco
2
Gallant, A. Ronald
2
Giglio, Stefano
2
Hale, Galina
2
Hall, Robert Ernest
2
Hansen, Gary D.
2
King, Mervyn
2
Lettau, Martin
2
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Journal of econometrics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
198
International journal of theoretical and applied finance
161
The North American journal of economics and finance : a journal of financial economics studies
141
International review of financial analysis
131
Energy economics
125
Journal of banking & finance
122
International review of economics & finance : IREF
118
NBER working paper series
116
Applied economics
113
Quantitative finance
108
Economic modelling
107
Research in international business and finance
94
NBER Working Paper
93
The journal of futures markets
89
Journal of international financial markets, institutions & money
81
Applied economics letters
75
Journal of risk and financial management : JRFM
75
Applied financial economics
74
Applied mathematical finance
73
Pacific-Basin finance journal
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of empirical finance
66
Discussion paper / Centre for Economic Policy Research
65
Journal of economic dynamics & control
65
The journal of computational finance
64
Economics letters
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
59
Journal of financial economics
53
International journal of financial engineering
52
Review of quantitative finance and accounting
51
Working paper
50
Review of derivatives research
49
International journal of finance & economics : IJFE
48
Global finance journal
47
Computational economics
44
CESifo working papers
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ECONIS (ZBW)
217
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1
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10
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217
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
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
Saved in:
3
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:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
-
2020
Persistent link: https://www.econbiz.de/10012270676
Saved in:
8
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
9
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
10
Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi
;
Schwartz, Ivonne
;
Westerhoff, Frank H.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1263-1282
Persistent link: https://www.econbiz.de/10013532181
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