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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of futures markets"
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Aktienindex
Volatility
Estimation
1,022
Schätzung
1,021
Theorie
233
Theory
233
Volatilität
177
USA
147
United States
147
Welt
141
World
141
Börsenkurs
128
Share price
128
Cointegration
121
Kointegration
120
Panel
111
Panel study
111
Time series analysis
106
Zeitreihenanalyse
106
Capital income
100
Kapitaleinkommen
100
Aktienmarkt
95
Stock market
95
Economic growth
92
Wirtschaftswachstum
91
Geldpolitik
90
Monetary policy
90
Forecasting model
86
Prognoseverfahren
86
EU countries
80
EU-Staaten
80
ARCH model
73
ARCH-Modell
73
VAR model
72
VAR-Modell
72
Business cycle
71
Konjunktur
71
Schock
71
Shock
71
Estimation theory
59
Schätztheorie
59
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5
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Article
186
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186
Aufsatz in Zeitschrift
186
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English
186
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Huang, Zhuo
3
Agarwalla, Sobhesh Kumar
2
Chen, Qiang
2
Cross, Jamie
2
Ederington, Louis H.
2
Feng, Yun
2
Fonseca, José da
2
Garrett, Ian
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Li, Hong
2
Lim, Kian-Guan
2
Liu, Li
2
Park, Sung Y.
2
Todorova, Neda
2
Wang, George H. K.
2
Wang, Tianyi
2
Zaatour, Riadh
2
Zhang, Wei
2
Abdallah, Oussama
1
Abid, Ilyes
1
Aftab, Muhammad
1
Akarim, Yasemin Deniz
1
Alaoui, Abdelkader O. el
1
Alexiou, Lykourgos
1
Antonakakis, Nikolaos
1
Ané, Thierry
1
Apergēs, Nikolaos
1
Arisoy, Yakup Eser
1
Arumugam, Devika
1
Aslanidis, Nektarios
1
Asutay, Mehmet
1
Avdoulas, Christos
1
Aye, Goodness C.
1
Babikir, Ali
1
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Economic modelling
The journal of futures markets
Energy economics
153
Finance research letters
135
Applied economics
132
International review of economics & finance : IREF
119
International review of financial analysis
116
Journal of econometrics
104
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
96
Journal of banking & finance
85
Journal of empirical finance
84
Working paper / National Bureau of Economic Research, Inc.
84
Applied economics letters
83
NBER working paper series
81
Working paper
81
Research in international business and finance
77
Journal of international financial markets, institutions & money
73
NBER Working Paper
73
Journal of international money and finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
CESifo working papers
61
Discussion paper / Tinbergen Institute
59
Economics letters
59
Journal of risk and financial management : JRFM
56
The European journal of finance
55
International journal of finance & economics : IJFE
52
Discussion paper / Centre for Economic Policy Research
50
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of financial economics
39
International journal of economics and finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
35
Quantitative finance
35
International journal of economics and financial issues : IJEFI
34
Journal of financial econometrics
33
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ECONIS (ZBW)
186
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186
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
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
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:
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
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
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
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:
8
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
9
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
10
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
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