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subject:"Volatilität"
type_genre:"Sammlung"
~isPartOf:"Applied financial economics"
~type_genre:"Amtliche Publikation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation"
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Volatilität
Estimation
442
Schätzung
442
USA
98
United States
98
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
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84
Volatility
75
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61
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50
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Sammlung
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English
75
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McMillan, David G.
3
Fraser, Patricia
2
Jiang, Christine X.
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
2
Sengupta, Jati K.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
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1
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1
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1
Ammann, Manuel
1
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1
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1
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1
Ap Gwilym, Owain
1
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1
Aradhyula, Satheesh V.
1
Aristidou, Antonis
1
Bai, Ye
1
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1
Bauer, Rob
1
Becchetti, Leonardo
1
Bedrossian, Robert
1
Bissoondoyal-Bheenick, Emawtee
1
Black, Angela J.
1
Blair, Bevan
1
Bologna, Pierluigi
1
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1
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1
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1
Chan, Howard Wei-hong
1
Chatrath, Arjun
1
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1
Chiang, Thomas C.
1
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1
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Applied financial economics
Energy economics
144
Finance research letters
130
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
77
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
47
International journal of forecasting
47
The European journal of finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
27
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
75
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41
The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay
;
Sant, R. Raymond
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
Saved in:
42
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:
43
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:
44
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:
45
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:
46
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:
47
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:
48
Testing volatility on the Trinidad and Tobago Stock Exchange
Leon, Hyginus
;
Nicholls, Shelton
;
Sergeant, Kelvin
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 207-220
Persistent link: https://www.econbiz.de/10001526269
Saved in:
49
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo
;
Caggese, Andrea
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
Saved in:
50
Variance decomposition of stock returns and dividend imputation system
Wu, Ping X.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 539-543
Persistent link: https://www.econbiz.de/10001525261
Saved in:
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