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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Estimation"
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EU-Staaten
Volatility
Estimation
622
Schätzung
621
Theorie
158
Theory
158
Capital income
156
Kapitaleinkommen
156
Volatilität
143
USA
135
United States
135
Börsenkurs
131
Share price
131
Forecasting model
100
Prognoseverfahren
100
Portfolio selection
73
Portfolio-Management
73
Welt
71
World
71
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70
Risk premium
70
Option pricing theory
53
Optionspreistheorie
53
Aktienmarkt
51
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Anlageverhalten
49
Behavioural finance
49
CAPM
49
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45
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Yield curve
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Zinsstruktur
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Bank
42
Derivat
37
Derivative
37
Index futures
36
Index-Futures
36
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36
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35
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4
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Article
163
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Übersichtsarbeit
Amtsdruckschrift
Aufsatz in Zeitschrift
Aufsatzsammlung
Article in journal
163
Conference paper
1
Konferenzbeitrag
1
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English
163
Author
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Prokopczuk, Marcel
4
Ederington, Louis H.
3
Wese Simen, Chardin
3
Agarwalla, Sobhesh Kumar
2
Faff, Robert W.
2
Fonseca, José da
2
Guan, Wei
2
Hautsch, Nikolaus
2
Lai, Yu-Sheng
2
Li, Junye
2
Lim, Kian-Guan
2
Ma, Feng
2
Wang, George H. K.
2
Zaatour, Riadh
2
Akdeniz, Levent
1
Alexiou, Lykourgos
1
Allegret, Jean-Pierre
1
Altay-Salih, Aslihan
1
Alter, Adrian
1
Ammann, Manuel
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Arismendi Zambrano, Juan Carlos
1
Arisoy, Yakup Eser
1
Assaf, A. Georges
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Barinov, Alexander
1
Basse, Tobias
1
Beetsma, Roel
1
Beine, Michel
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berger, Tino
1
Beyer, Andreas
1
Bezemer, Dirk Johan
1
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Journal of banking & finance
The journal of futures markets
Applied economics
197
Economic modelling
191
Energy economics
160
International review of economics & finance : IREF
139
Finance research letters
134
Applied economics letters
127
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of econometrics
105
Journal of international money and finance
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
84
Economics letters
83
Applied financial economics
82
Research in international business and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The European journal of finance
62
International journal of finance & economics : IJFE
61
Journal of risk and financial management : JRFM
61
Empirica : journal of european economics
52
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
40
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
37
Journal of forecasting
36
Journal of macroeconomics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
International journal of economics and financial issues : IJEFI
32
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ECONIS (ZBW)
163
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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
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
7
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
8
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
9
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
10
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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