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subject:"Volatilität"
type_genre:"Sammlung"
~isPartOf:"Applied financial economics"
~subject:"Forecasting model"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatilität
Forecasting model
Theory
Estimation
442
Schätzung
442
USA
98
United States
98
Theorie
95
Capital income
87
Kapitaleinkommen
87
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84
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164
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McMillan, David G.
3
Adrangi, Bahram
2
Alles, Lakshman
2
Barkoulas, John T.
2
Brooks, Robert
2
Chatrath, Arjun
2
Clare, Andrew D.
2
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2
Fraser, Patricia
2
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1
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1
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Applied financial economics
Applied economics
464
Economic modelling
312
Economics letters
274
Applied economics letters
254
Journal of econometrics
254
International review of economics & finance : IREF
224
Journal of international money and finance
216
Energy economics
213
Journal of banking & finance
213
Finance research letters
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
198
Journal of empirical finance
176
International review of financial analysis
175
Journal of applied econometrics
171
International journal of forecasting
167
The North American journal of economics and finance : a journal of financial economics studies
157
Journal of economic dynamics & control
141
Journal of financial economics
141
Journal of macroeconomics
138
Journal of forecasting
130
Journal of international financial markets, institutions & money
114
The review of economics and statistics
114
The European journal of finance
107
Macroeconomic dynamics
106
International journal of finance & economics : IJFE
105
Journal of monetary economics
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Journal of international economics
99
Journal of money, credit and banking : JMCB
98
The journal of futures markets
98
Research in international business and finance
97
European economic review : EER
96
The journal of finance : the journal of the American Finance Association
92
Journal of risk and financial management : JRFM
89
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
Journal of urban economics
86
Econometric reviews
85
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ECONIS (ZBW)
164
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81
The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 715-724
Persistent link: https://www.econbiz.de/10001702510
Saved in:
82
Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi
;
Cavallo, Laura
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
Saved in:
83
An empirical investigation of the premium for volatility risk in currency options for the British pound
Sarwar, Ghulam
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 913-921
Persistent link: https://www.econbiz.de/10001724754
Saved in:
84
SFA, TFA and a new thick frontier : graphical and analytical comparisons
Caudill, Steven B.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 309-317
Persistent link: https://www.econbiz.de/10001688798
Saved in:
85
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
Saved in:
86
An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman
;
Murray, Louis
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
Saved in:
87
Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets
Wang, Peijie
;
Wang, Ping
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001563271
Saved in:
88
Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
Saved in:
89
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.
;
Chiang, Thomas C.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
Saved in:
90
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
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