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subject:"Germany"
~isPartOf:"Journal of empirical finance"
~language:"deu"
~language:"eng"
~subject:"Volatility"
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Germany
Volatility
Estimation
256
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256
Capital income
121
Kapitaleinkommen
121
Theorie
100
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100
Börsenkurs
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Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Alexeev, Vitali
1
Ali, Faek Menla
1
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1
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1
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1
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1
Bai, Lu
1
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1
Bartram, Söhnke M.
1
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1
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1
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1
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1
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1
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Chen Zhou
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1
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Journal of empirical finance
Discussion paper series / IZA
573
ZEW discussion papers
398
Discussion paper
305
IZA Discussion Paper
253
CESifo working papers
244
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
239
Applied economics
238
Discussion papers / Deutsches Institut für Wirtschaftsforschung
220
Energy economics
175
Discussion paper / Centre for Economic Policy Research
148
Jahrbücher für Nationalökonomie und Statistik
143
Working paper / National Bureau of Economic Research, Inc.
140
Discussion paper / Deutsche Bundesbank
139
Economic modelling
139
Applied economics letters
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NBER working paper series
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Europäische Hochschulschriften / 5
134
Finance research letters
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Ruhr economic papers
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Working paper
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International review of economics & finance : IREF
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
International review of financial analysis
113
Journal of econometrics
108
Applied financial economics
105
Gabler Edition Wissenschaft
104
SpringerLink / Bücher
104
Journal of international money and finance
103
Journal of banking & finance
100
The North American journal of economics and finance : a journal of financial economics studies
100
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
98
SOEPpaper
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Kiel working paper
92
Economics letters
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
90
Bundesbank Series 1 Discussion Paper
84
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
89
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89
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1
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:
2
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
5
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
6
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
7
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
8
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
9
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
10
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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