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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Zeitreihenanalyse
Volatility
Estimation
254
Schätzung
254
Capital income
119
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119
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99
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Karanasos, Menelaos
3
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Journal of empirical finance
Applied economics
208
Economic modelling
191
Energy economics
175
Journal of econometrics
165
Applied economics letters
147
Finance research letters
139
International review of economics & finance : IREF
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
100
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97
Applied financial economics
94
Journal of international money and finance
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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International journal of finance & economics : IJFE
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International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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The empirical economics letters : a monthly international journal of economics
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Pacific-Basin finance journal
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ECONIS (ZBW)
94
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1
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94
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1
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:
2
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:
3
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:
4
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:
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
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:
10
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
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