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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation"
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Aktienindex
Volatility
Time series analysis
Estimation
753
Schätzung
753
Volatilität
238
Capital income
228
Kapitaleinkommen
228
Börsenkurs
207
Share price
207
Theorie
199
Theory
199
USA
150
United States
150
Forecasting model
137
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Aktienmarkt
112
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108
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93
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93
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88
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88
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Wechselkurs
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Anlageverhalten
51
Behavioural finance
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Cointegration
51
Kointegration
51
Option pricing theory
47
Optionspreistheorie
47
Yield curve
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Zinsstruktur
47
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45
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Article
288
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286
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286
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English
288
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Caporin, Massimiliano
3
Christiansen, Charlotte
3
Karanasos, Menelaos
3
Nelson, Charles R.
3
Nonejad, Nima
3
Wang, George H. K.
3
Wohar, Mark E.
3
Agarwalla, Sobhesh Kumar
2
Al-Yahyaee, Khamis Hamed
2
Arisoy, Yakup Eser
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Clements, Adam
2
Conrad, Christian
2
Dai, Zhifeng
2
Dijk, Dick van
2
Ederington, Louis H.
2
Fonseca, José da
2
Ho, Kin-Yip
2
Jansen, Dennis W.
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Chang-Jin
2
Kim, Dong H.
2
Kim, Dongcheol
2
Kim, Jong-Min
2
Kim, Kun Ho
2
Lai, Yu-Sheng
2
Li, Leon
2
Lien, Da-hsiang Donald
2
Lim, Kian-Guan
2
Liu, Fang
2
Liu, Qiang
2
Liu, Zhi
2
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Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Applied economics
214
Economic modelling
193
Energy economics
186
Journal of econometrics
167
Applied economics letters
153
Finance research letters
148
International review of economics & finance : IREF
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
International review of financial analysis
125
Working paper
124
CESifo working papers
119
Economics letters
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Applied financial economics
112
International journal of forecasting
100
Journal of banking & finance
99
Discussion paper / Tinbergen Institute
96
Journal of international money and finance
93
Working paper / National Bureau of Economic Research, Inc.
93
NBER working paper series
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
NBER Working Paper
87
Research in international business and finance
85
Journal of international financial markets, institutions & money
84
International journal of finance & economics : IJFE
69
Journal of forecasting
69
Journal of risk and financial management : JRFM
68
Discussion paper / Centre for Economic Policy Research
66
The European journal of finance
60
Econometric reviews
58
Journal of applied econometrics
56
International Journal of Energy Economics and Policy : IJEEP
52
Journal of economic dynamics & control
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International journal of economics and financial issues : IJEFI
49
International journal of economics and finance
48
Macroeconomic dynamics
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ECONIS (ZBW)
288
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1
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:
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
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:
4
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:
5
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:
6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
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
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
9
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
10
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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