//--> //--> //--> //-->
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:"MPRA Paper"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of financial markets"
~subject:"CAPM"
~subject:"Capital income"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Capital income
Volatility
605
Volatilität
517
Option pricing theory
193
Optionspreistheorie
193
Theorie
173
Theory
173
Stochastic process
154
Stochastischer Prozess
154
Börsenkurs
126
Share price
126
Kapitaleinkommen
124
volatility
85
Estimation
77
Schätzung
77
Option trading
61
Optionsgeschäft
61
Risikoprämie
61
Risk premium
61
USA
57
United States
57
Derivat
51
Derivative
51
Risk
49
Risiko
47
Portfolio selection
46
Portfolio-Management
46
Black-Scholes model
43
Stock market
43
Black-Scholes-Modell
42
Aktienmarkt
41
Forecasting model
37
Prognoseverfahren
37
Yield curve
34
Zinsstruktur
34
Hedging
29
Financial market
26
Finanzmarkt
26
GARCH
26
more ...
less ...
Online availability
All
Undetermined
93
Free
3
Type of publication
All
Article
156
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
156
Aufsatz in Zeitschrift
156
Language
All
English
156
Undetermined
3
Author
All
Bollerslev, Tim
5
Todorov, Viktor
4
Goldstein, Robert S.
3
Lee, Suzanne S.
3
Li, Sophia Zhengzi
3
Andersen, Torben
2
Ang, Andrew
2
Aït-Sahalia, Yacine
2
Bai, Jennie
2
Bali, Turan G.
2
Barinov, Alexander
2
Bekaert, Geert
2
Bianchi, Michele Leonardo
2
Christoffersen, Peter F.
2
Chung, Kee H.
2
Collin-Dufresne, Pierre
2
Ermolov, Andrey
2
Harvey, Campbell R.
2
Jiang, Hao
2
Kang, Qiang
2
McCurdy, Thomas H.
2
Mo, Haitao
2
Moskowitz, Tobias J.
2
Paye, Bradley S.
2
Pedersen, Lasse Heje
2
Polk, Christopher
2
Renò, Roberto
2
Segal, Gill
2
Stivers, Christopher T.
2
Tassinari, Gian Luca
2
Wang, Junbo
2
Wu, Chunchi
2
Yuan, Yu
2
Zhao, Xiaofei
2
Abid, Fathi
1
Aboura, Sofiane
1
Agarwal, Vikas
1
Amaya, Diego
1
Arisoy, Yakup Eser
1
Avramov, Doron
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Published in...
All
MPRA Paper
International journal of theoretical and applied finance
Journal of financial economics
Journal of financial markets
Finance research letters
165
International review of financial analysis
134
Journal of banking & finance
125
International review of economics & finance : IREF
115
Journal of empirical finance
108
The North American journal of economics and finance : a journal of financial economics studies
102
Energy economics
94
NBER working paper series
87
Journal of econometrics
86
Applied financial economics
82
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics
80
Economic modelling
80
Research in international business and finance
80
Journal of international financial markets, institutions & money
71
NBER Working Paper
68
Pacific-Basin finance journal
66
Applied economics letters
61
Journal of risk and financial management : JRFM
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
The European journal of finance
53
International journal of forecasting
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
45
Journal of forecasting
41
Working paper
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Research paper series / Swiss Finance Institute
38
Journal of international money and finance
37
The journal of finance : the journal of the American Finance Association
37
The review of financial studies
37
Review of quantitative finance and accounting
36
International journal of finance & economics : IJFE
34
Investment management and financial innovations
34
Journal of economic dynamics & control
33
Journal of financial econometrics
33
The journal of futures markets
33
more ...
less ...
Source
All
ECONIS (ZBW)
156
RePEc
3
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
6
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
7
Profitability anomaly and aggregate volatility risk
Barinov, Alexander
- In:
Journal of financial markets
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014466100
Saved in:
8
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
9
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
10
Information flow and credit rating announcements
Khorram, Mehdi
;
Mo, Haitao
;
Sanger, Gary C.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->