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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"The journal of futures markets"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
1,848
Schätzung
1,848
Theorie
284
Theory
284
Volatilität
282
Welt
267
World
267
United States
260
USA
259
Oil price
229
Ölpreis
229
Börsenkurs
212
Share price
212
Cointegration
165
Kointegration
165
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154
Panel study
154
Capital income
141
Time series analysis
136
Zeitreihenanalyse
136
Economic growth
135
Wirtschaftswachstum
134
Forecasting model
133
Prognoseverfahren
133
Aktienmarkt
123
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ARCH-Modell
120
Kaufkraftparität
105
Purchasing power parity
105
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94
Rohstoffderivat
94
China
93
Deutschland
93
Germany
93
Energiekonsum
90
Energy consumption
90
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80
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365
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365
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365
Conference paper
3
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3
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English
365
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Ma, Feng
9
Bouri, Elie
5
Park, Sung Y.
5
Wang, Yudong
5
Apergēs, Nikolaos
4
Tiwari, Aviral Kumar
4
Wang, Xunxiao
4
Yoon, Seong-min
4
Afonso, António
3
Das, Debojyoti
3
Dutta, Anupam
3
Fonseca, José da
3
Grobys, Klaus
3
Gupta, Rangan
3
Lu, Xinjie
3
Narayan, Paresh Kumar
3
Todorova, Neda
3
Wei, Yu
3
Wohar, Mark E.
3
Worthington, Andrew Charles
3
Xiao, Jihong
3
Xu, Yahua
3
Agarwalla, Sobhesh Kumar
2
Apergis, Emmanuel
2
Arouri, Mohamed
2
Caporale, Guglielmo Maria
2
Chen, Jian
2
Chevallier, Julien
2
Ciner, Cetin
2
Dhaene, Geert
2
Ederington, Louis H.
2
Gil-Alaña, Luis A.
2
Gozgor, Giray
2
Guo, Yawei
2
Higgs, Helen
2
Holmes, Mark J.
2
Huang, Wei-Qiang
2
Jei, Sang Young
2
Joo, Young C.
2
Kang, Boda
2
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Applied economics letters
Energy economics
The journal of futures markets
Finance research letters
223
Applied economics
193
International review of economics & finance : IREF
188
International review of financial analysis
188
Journal of banking & finance
181
Economic modelling
161
Working paper / National Bureau of Economic Research, Inc.
161
Journal of empirical finance
159
NBER working paper series
156
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
140
Journal of financial economics
140
NBER Working Paper
131
Journal of econometrics
122
Journal of international financial markets, institutions & money
116
Research in international business and finance
108
Journal of international money and finance
107
Working paper
99
The European journal of finance
93
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Pacific-Basin finance journal
87
CESifo working papers
81
International journal of finance & economics : IJFE
74
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
73
Discussion paper / Centre for Economic Policy Research
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Discussion paper / Tinbergen Institute
59
International journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Cogent economics & finance
56
Research paper series / Swiss Finance Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial markets
52
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
5
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
6
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
7
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
8
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
Saved in:
9
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
10
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
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