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subject:"Volatilität"
type_genre:"Sammlung"
~isPartOf:"The European journal of finance"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation"
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Volatilität
Wirkungsanalyse
Estimation
194
Schätzung
194
Theorie
69
Theory
69
Capital income
66
Kapitaleinkommen
66
Börsenkurs
48
Share price
48
Volatility
46
Aktienmarkt
36
Stock market
36
Forecasting model
30
Prognoseverfahren
30
Großbritannien
25
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25
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21
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20
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20
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20
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20
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19
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19
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United States
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Risiko
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Risk
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Efficient market hypothesis
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47
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Sammlung
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Aufsatz in Zeitschrift
Systematic review
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47
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2
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English
47
Author
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Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Gupta, Rangan
2
Koutmos, Gregory
2
Pierdzioch, Christian
2
Abhyankar, Abhay
1
Algaba, Andres
1
Alireza Zarei
1
Balcilar, Mehmet
1
Bhatti, Muhammad Ishaq
1
Bonaccolto, G.
1
Booth, G. Geoffrey
1
Boudt, Kris
1
Broll, Udo
1
Buckle, Michael J.
1
Cao, Jia
1
Caporin, Massimiliano
1
Chalamandaris, Georgios
1
Chen, Ming-Chi
1
Chen, Ren-Raw
1
Chen, XiaoHua
1
Choudhry, Taufiq
1
Chuang, Ming-Che
1
Corbet, Shaen
1
Coroneo, Laura
1
Corrado, Charles Joseph
1
Cummins, Mark
1
Dias, José G.
1
Dinenis, Elias
1
Dupoyet, Brice
1
Fassas, Athanasios P.
1
Ferreira, Eva
1
Fifield, S. G. M.
1
Figueiredo, Antonio
1
Fong, Wai-mun
1
Fullana, Olga
1
García-Machado, Juan J.
1
Ghai, Gauri L.
1
Gillas, Konstantinos Gkillas
1
Gökçen, Umut
1
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The European journal of finance
Applied economics
180
Energy economics
170
Economic modelling
151
Finance research letters
148
International review of economics & finance : IREF
132
Applied economics letters
118
Journal of econometrics
114
International review of financial analysis
109
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
95
Economics letters
90
Journal of international money and finance
89
Journal of empirical finance
82
Applied financial economics
79
Research in international business and finance
75
Journal of international financial markets, institutions & money
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The journal of futures markets
62
Journal of risk and financial management : JRFM
60
International journal of finance & economics : IJFE
55
International journal of forecasting
49
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of financial economics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of economics and finance
42
Cogent economics & finance
41
Journal of applied econometrics
40
Journal of economic dynamics & control
40
The American economic review
40
International journal of economics and financial issues : IJEFI
36
Macroeconomic dynamics
36
Labour economics : official journal of the European Association of Labour Economists
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Journal of financial econometrics
31
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
3
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
4
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
5
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
7
Stock market bubbles and monetary policy effectiveness
Fullana, Olga
;
Ruiz, Javier
;
Toscano, David
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 963-975
Persistent link: https://www.econbiz.de/10012609244
Saved in:
8
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
9
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
10
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
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