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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Forecasting model
Volatilität
Estimation
444
Schätzung
444
Volatility
141
Theorie
138
Theory
138
Capital income
137
Kapitaleinkommen
137
Börsenkurs
121
Share price
121
USA
103
United States
103
Prognoseverfahren
89
ARCH model
64
ARCH-Modell
64
CAPM
56
Portfolio selection
54
Portfolio-Management
54
Aktienmarkt
51
Risikoprämie
51
Risk premium
51
Stock market
51
Welt
50
World
50
Option pricing theory
45
Optionspreistheorie
45
Time series analysis
39
Zeitreihenanalyse
39
Risk
38
Index futures
37
Index-Futures
37
Commodity derivative
36
Risiko
36
Rohstoffderivat
36
Yield curve
31
Zinsstruktur
31
Derivat
30
Derivative
30
Hedging
29
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Undetermined
106
Free
4
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Article
209
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Übersichtsarbeit
Aufsatz in Zeitschrift
Article in journal
209
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English
209
Author
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Wang, Yudong
4
Karanasos, Menelaos
3
Agarwalla, Sobhesh Kumar
2
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Conrad, Christian
2
Dhaene, Geert
2
Dijk, Dick van
2
Ederington, Louis H.
2
Fonseca, José da
2
Kang, Jangkoo
2
Kapetanios, George
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Lai, Yu-Sheng
2
Li, Chen
2
Lim, Kian-Guan
2
Ma, Feng
2
Maio, Paulo
2
Martens, Martin
2
Min, Byoung-Kyu
2
Onochie, Joseph I.
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Sercu, Piet
2
Tzavalis, Elias
2
Wang, George H. K.
2
Wang, Zhiguang
2
Wel, Michel van der
2
Wu, Chongfeng
2
Xu, Qi
2
Yu, Deshui
2
Zaatour, Riadh
2
Zaremba, Adam
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Ahmed, Jameel
1
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Journal of empirical finance
The journal of futures markets
Applied economics
254
Economic modelling
233
Finance research letters
204
Energy economics
191
International review of economics & finance : IREF
176
Applied economics letters
172
International journal of forecasting
162
International review of financial analysis
157
Journal of banking & finance
155
Journal of econometrics
145
Journal of international money and finance
137
The North American journal of economics and finance : a journal of financial economics studies
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Economics letters
118
Journal of forecasting
115
Journal of international financial markets, institutions & money
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Applied financial economics
98
Research in international business and finance
90
Journal of financial economics
84
The European journal of finance
81
International journal of finance & economics : IJFE
76
Journal of risk and financial management : JRFM
74
Journal of applied econometrics
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Pacific-Basin finance journal
58
Empirica : journal of european economics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of economic dynamics & control
54
Journal of macroeconomics
53
International journal of economics and finance
49
European economic review : EER
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Quantitative finance
46
International Journal of Energy Economics and Policy : IJEEP
45
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Econometric reviews
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
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ECONIS (ZBW)
209
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209
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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
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:
7
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
8
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
9
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
10
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
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