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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The European journal of finance"
~person:"Jacobsen, Ben"
~person:"Poon, Ser-Huang"
~subject:"Finanzmarkt"
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Capital income
Zeitreihenanalyse
Finanzmarkt
Theorie
6
Theory
6
Kapitaleinkommen
4
Aktienmarkt
3
Stock market
3
Aktienindex
2
Stock index
2
Weather
2
Wetter
2
1984-1998
1
ARCH model
1
ARCH-Modell
1
Ausreißer
1
CDS term structure
1
Credit default swap
1
Credit derivative
1
Credit rating
1
Credit risk
1
Derivat
1
Derivative
1
Financial market
1
Information value
1
Informationswert
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Kreditderivat
1
Kreditrisiko
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Kreditwürdigkeit
1
Outliers
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Saisonale Schwankungen
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Seasonal variations
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Swap
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Time series analysis
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USA
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United States
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Volatility
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1
Zinsstruktur
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English
5
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Jacobsen, Ben
Poon, Ser-Huang
Dunis, Christian
4
Charemza, Wojciech
3
Chen, Jing
3
Marquering, Wessel A.
3
Prokopczuk, Marcel
3
Alfarano, Simone
2
Andriosopoulos, Dimitris
2
Chang, Eric Chieh
2
Christiansen, Charlotte
2
Chue, Timothy K.
2
Duygun, Meryem
2
Gupta, Rangan
2
Hautsch, Nikolaus
2
Hermes, Niels
2
Hollstein, Fabian
2
Hwang, Soosung
2
Hyde, Stuart
2
Kamstra, Mark J.
2
Kanioura, Athina
2
Kaserer, Christoph
2
Kirby, Chris
2
Kramer, Lisa A.
2
Lee, Bong-soo
2
Levi, Maurice D.
2
León Valle, Ángel Manuel
2
Li, Junye
2
Loperfido, Nicola
2
Ma, Jun
2
Marini, François
2
Miao, Jianjun
2
Okunev, John
2
Post, Thierry
2
Raddant, Matthias
2
Satchell, Stephen
2
Shields, Kalvinder K.
2
Song, Xiaojing
2
Taylor, Nicholas
2
Taylor, Stephen
2
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Journal of banking & finance
The European journal of finance
Discussion paper / Centre for Economic Policy Research
1
ERIM report series research in management
1
Handbook of research methods and applications in empirical finance
1
Journal of empirical finance
1
Les cahiers de recherche / HEC Paris
1
Predictability and nonlinear modelling in natural sciences and economics
1
Review of financial economics : RFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
5
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1
Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan
;
Poon, Ser-Huang
;
Tawn, Jonathan
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10009247196
Saved in:
2
Is it the weather? : comment
Kamstra, Mark J.
;
Kramer, Lisa A.
;
Levi, Maurice D.
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 578-582
Persistent link: https://www.econbiz.de/10003807728
Saved in:
3
Is it the weather? : reponse
Jacobsen, Ben
;
Marquering, Wessel A.
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 578-582
Persistent link: https://www.econbiz.de/10003807748
Saved in:
4
Is it the weather?
Jacobsen, Ben
;
Marquering, Wessel A.
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 526-540
Persistent link: https://www.econbiz.de/10003707666
Saved in:
5
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
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