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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:"Time series analysis"
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Aktienindex
Volatility
Time series analysis
Estimation
495
Schätzung
495
Volatilität
156
USA
127
United States
127
Börsenkurs
123
Share price
123
Capital income
106
Kapitaleinkommen
106
Theorie
99
Theory
99
Forecasting model
71
Prognoseverfahren
71
Aktienmarkt
70
Stock market
70
Welt
67
World
67
ARCH model
65
ARCH-Modell
65
Portfolio selection
43
Portfolio-Management
43
Exchange rate
42
Wechselkurs
42
Cointegration
41
Commodity derivative
41
Kointegration
41
Rohstoffderivat
41
Zeitreihenanalyse
39
Hedging
37
Spillover effect
36
Spillover-Effekt
36
Anlageverhalten
35
Behavioural finance
35
Option pricing theory
35
Optionspreistheorie
35
Index futures
33
Index-Futures
33
VAR model
32
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English
187
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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
Ho, Kin-Yip
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
Xuan Vinh Vo
2
Yau, Jot
2
Zaatour, Riadh
2
Zhang, Weiguo
2
Zhang, Zhaoyong
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
214
Economic modelling
193
Energy economics
173
Journal of econometrics
167
Applied economics letters
150
International review of economics & finance : IREF
138
Finance research letters
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
International review of financial analysis
122
CESifo working papers
118
Economics letters
118
Working paper
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Applied financial economics
112
Journal of banking & finance
99
International journal of forecasting
98
Journal of empirical finance
98
Discussion paper / Tinbergen Institute
96
Working paper / National Bureau of Economic Research, Inc.
93
Journal of international money and finance
90
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
83
Journal of forecasting
69
Journal of risk and financial management : JRFM
68
Discussion paper / Centre for Economic Policy Research
66
International journal of finance & economics : IJFE
64
The European journal of finance
58
Econometric reviews
57
Journal of applied econometrics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International Journal of Energy Economics and Policy : IJEEP
51
Journal of economic dynamics & control
50
International journal of economics and finance
48
International journal of economics and financial issues : IJEFI
48
Macroeconomic dynamics
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ECONIS (ZBW)
187
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187
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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
Saved in:
6
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
7
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
8
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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