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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Länderbericht"
~type_genre:"Reprint"
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EU-Staaten
Volatility
Time series analysis
Estimation
193
Schätzung
193
Theorie
68
Theory
68
Capital income
66
Kapitaleinkommen
66
Börsenkurs
47
Share price
47
Volatilität
45
Aktienmarkt
35
Stock market
35
Forecasting model
29
Prognoseverfahren
29
Großbritannien
25
United Kingdom
25
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21
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21
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20
EU countries
20
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20
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19
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19
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12
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12
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12
Panel study
12
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12
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12
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11
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1
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Article
65
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Aufsatz in Zeitschrift
Länderbericht
Reprint
Article in journal
65
Conference paper
2
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2
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English
65
Author
All
Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Choudhry, Taufiq
2
Fassas, Athanasios P.
2
Gupta, Rangan
2
Knif, Johan
2
Koutmos, Gregory
2
Papadamou, Stephanos
2
Pierdzioch, Christian
2
Aabo, Tom
1
Abhyankar, Abhay
1
Algaba, Andres
1
Alireza Zarei
1
Alonso-Conde, Ana Belén
1
Balcilar, Mehmet
1
Bhatti, Muhammad Ishaq
1
Binner, Jane M.
1
Bissoondeeal, Rakesh K.
1
Bonaccolto, G.
1
Booth, G. Geoffrey
1
Boudt, Kris
1
Broll, Udo
1
Buckle, Michael J.
1
Cao, Jia
1
Caporin, Massimiliano
1
Chalamandaris, Georgios
1
Chappell, David
1
Chen, Ming-Chi
1
Chen, Ren-Raw
1
Chen, XiaoHua
1
Chuang, Ming-Che
1
Coluzzi, Chiara
1
Corbet, Shaen
1
Coroneo, Laura
1
Corrado, Charles Joseph
1
Cummins, Mark
1
Darvas, Zsolt M.
1
Deisting, Florent
1
Dias, José G.
1
Dietze, Leif Holger
1
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The European journal of finance
Applied economics
275
Economic modelling
258
Applied economics letters
193
Energy economics
191
Journal of econometrics
166
International review of economics & finance : IREF
161
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Finance research letters
144
Economics letters
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Journal of international money and finance
124
International review of financial analysis
123
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
115
International journal of forecasting
102
Applied financial economics
101
Journal of empirical finance
99
Journal of international financial markets, institutions & money
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Research in international business and finance
87
International journal of finance & economics : IJFE
76
Journal of risk and financial management : JRFM
74
Journal of forecasting
71
Journal of applied econometrics
68
The journal of futures markets
65
Empirica : journal of european economics
59
Journal of economic dynamics & control
59
Journal of macroeconomics
59
Econometric reviews
56
Macroeconomic dynamics
54
International Journal of Energy Economics and Policy : IJEEP
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 finance
51
The empirical economics letters : a monthly international journal of economics
51
Empirical economics : a quarterly journal of the Institute for Advanced Studies
50
International journal of economics and financial issues : IJEFI
47
Journal of financial economics
46
European economic review : EER
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
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ECONIS (ZBW)
65
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
3
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
4
Euro area monetary asset demand and Divisia aggregates
Fleissig, Adrian R.
;
Jones, Barry E.
;
Darvas, Zsolt M.
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1885-1912
Persistent link: https://www.econbiz.de/10014388520
Saved in:
5
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
6
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
7
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
8
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
9
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
10
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
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