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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Panel study"
~subject:"Volatility"
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Kapitaleinkommen
Forecasting model
Panel study
Volatility
Estimation
363
Schätzung
363
Volatilität
90
USA
86
United States
86
Börsenkurs
76
Share price
76
Theorie
58
Theory
58
Capital income
51
China
47
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44
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Emerging economies
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2
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146
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Ryu, Doojin
3
Xu, Weidong
3
Abul Mansur Mohammed Masih
2
Agarwalla, Sobhesh Kumar
2
Bilgin, Mehmet Huseyin
2
Dhaene, Geert
2
Ederington, Louis H.
2
Fonseca, José da
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Kang, Jangkoo
2
Kim, Dongcheol
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Lai, Yu-Sheng
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Lee, Jaeram
2
Lim, Kian-Guan
2
Ma, Yong
2
Miffre, Joëlle
2
Onochie, Joseph I.
2
Ozturk, Huseyin
2
Sercu, Piet
2
Wang, George H. K.
2
Xie, Shiqing
2
Zaatour, Riadh
2
Zhang, Dayong
2
Önder, A. Özlem
2
Abedini, Javad
1
Alba, Joseph D.
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Alexiou, Lykourgos
1
Andrieş, Alin Marius
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Bali, Turan G.
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Binh Hoang Nguyen
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Boyd, Milton
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Brailsford, Timothy J.
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Buerhan Saiti
1
Byström, Hans N. E.
1
Byun, Suk Joon
1
Będowska-Sójka, Barbara
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The journal of futures markets
Applied economics
345
Economic modelling
294
Finance research letters
268
Applied economics letters
261
Journal of econometrics
237
Energy economics
233
International review of economics & finance : IREF
230
International review of financial analysis
213
Working paper / National Bureau of Economic Research, Inc.
211
Journal of banking & finance
207
NBER working paper series
206
Economics letters
198
CESifo working papers
192
NBER Working Paper
178
Journal of empirical finance
175
The North American journal of economics and finance : a journal of financial economics studies
172
International journal of forecasting
164
Working paper
163
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
162
Applied financial economics
160
Journal of international money and finance
148
Discussion paper series / IZA
146
Journal of financial economics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
Journal of international financial markets, institutions & money
131
Research in international business and finance
131
Discussion paper / Centre for Economic Policy Research
129
Journal of forecasting
117
The European journal of finance
116
International journal of finance & economics : IJFE
106
Discussion paper / Tinbergen Institute
101
The empirical economics letters : a monthly international journal of economics
100
Journal of risk and financial management : JRFM
97
International journal of economics and finance
92
Pacific-Basin finance journal
92
Cogent economics & finance
84
International journal of economics and financial issues : IJEFI
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
Review of quantitative finance and accounting
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
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1
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:
2
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:
3
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:
4
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:
5
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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6
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
7
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
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8
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
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9
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
10
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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