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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"The journal of futures markets"
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
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Volatilität
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1,011
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1,010
Capital income
249
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Caporale, Guglielmo Maria
6
Barkoulas, John T.
5
Brooks, Robert
5
Coakley, Jerry
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Ma, Feng
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Madura, Jeff
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Miffre, Joëlle
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Xuan Vinh Vo
4
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3
Akhigbe, Aigbe O.
3
Antonakakis, Nikolaos
3
Baum, Christopher F.
3
Bouri, Elie
3
Brooks, Chris
3
Cummins, Mark
3
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3
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3
Mills, Terence C.
3
Moosa, Imad A.
3
Nonejad, Nima
3
Onochie, Joseph I.
3
Sensoy, Ahmet
3
Shrestha, Keshab
3
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International review of financial analysis
Review of financial economics : RFE
The journal of futures markets
Applied economics
726
Applied economics letters
510
Economic modelling
414
Economics letters
334
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
315
International review of economics & finance : IREF
299
Journal of international money and finance
282
Journal of econometrics
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
269
Energy economics
249
Journal of banking & finance
230
Finance research letters
229
Journal of applied econometrics
220
The review of economics and statistics
205
The North American journal of economics and finance : a journal of financial economics studies
200
The American economic review
190
Journal of empirical finance
180
Journal of macroeconomics
172
Journal of economic dynamics & control
168
The journal of finance : the journal of the American Finance Association
167
Journal of international financial markets, institutions & money
156
Journal of financial economics
149
International journal of finance & economics : IJFE
147
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
146
Journal of money, credit and banking : JMCB
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Research in international business and finance
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Journal of monetary economics
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International journal of forecasting
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Macroeconomic dynamics
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The European journal of finance
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Journal of international economics
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European economic review : EER
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The empirical economics letters : a monthly international journal of economics
112
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
112
Journal of risk and financial management : JRFM
111
International journal of economics and finance
110
Journal of forecasting
109
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ECONIS (ZBW)
664
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
7
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
8
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
9
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
10
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
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