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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
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Aktienindex
Volatility
ARCH-Modell
Time series analysis
Estimation
497
Schätzung
497
Volatilität
157
USA
127
United States
127
Börsenkurs
124
Share price
124
Capital income
107
Kapitaleinkommen
107
Theorie
99
Theory
99
Forecasting model
71
Prognoseverfahren
71
Aktienmarkt
70
Stock market
70
Welt
67
World
67
ARCH model
65
Portfolio selection
43
Portfolio-Management
43
Cointegration
42
Exchange rate
42
Kointegration
42
Wechselkurs
42
Commodity derivative
41
Rohstoffderivat
41
Zeitreihenanalyse
40
Hedging
37
Option pricing theory
36
Optionspreistheorie
36
Spillover effect
36
Spillover-Effekt
36
Anlageverhalten
35
Behavioural finance
35
Index futures
33
Index-Futures
33
VAR model
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English
202
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
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
Dai, Zhifeng
2
Ederington, Louis H.
2
Fonseca, José da
2
Hamori, Shigeyuki
2
Hansen, Peter Reinhard
2
Ho, Kin-Yip
2
Huang, Zhuo
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lai, Yu-Sheng
2
Lien, Da-hsiang Donald
2
Lim, Kian-Guan
2
Liu, Fang
2
Liu, Qiang
2
Ma, Yong
2
McAleer, Michael
2
Mo, Guoli
2
Onochie, Joseph I.
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Shi, Yanlin
2
Tan, Chunzhi
2
Tian, Shuairu
2
Xu, Ke
2
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Applied economics
227
Economic modelling
199
Energy economics
188
Journal of econometrics
170
Applied economics letters
163
Finance research letters
157
International review of economics & finance : IREF
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
International review of financial analysis
131
Working paper
128
Economics letters
121
Applied financial economics
120
CESifo working papers
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Journal of empirical finance
107
Journal of banking & finance
106
International journal of forecasting
105
Discussion paper / Tinbergen Institute
99
Journal of international money and finance
95
Working paper / National Bureau of Economic Research, Inc.
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Journal of international financial markets, institutions & money
91
NBER working paper series
91
Research in international business and finance
89
NBER Working Paper
87
International journal of finance & economics : IJFE
72
Journal of risk and financial management : JRFM
71
Journal of forecasting
69
Discussion paper / Centre for Economic Policy Research
66
The European journal of finance
66
Econometric reviews
59
Journal of applied econometrics
58
International journal of economics and financial issues : IJEFI
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International Journal of Energy Economics and Policy : IJEEP
52
Journal of economic dynamics & control
52
International journal of economics and finance
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
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ECONIS (ZBW)
202
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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
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:
7
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:
8
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:
9
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
Saved in:
10
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
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