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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of international money and finance"
~person:"Engle, Robert F."
~person:"Prokopczuk, Marcel"
~person:"Xuan Vinh Vo"
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Volatilität
Estimation
3
Schätzung
3
Volatility
3
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Return predictability
2
Aktienindex
1
Business cycle
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Börsenkurs
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CAPM
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Commodities
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Commodity derivative
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Derivatives introduction
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Factor models
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International Asset Pricing
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International Stock Market Returns
1
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1
Risikomaß
1
Risikoprämie
1
Risk
1
Risk measure
1
Risk premium
1
Rohstoffderivat
1
Share price
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Tail risk
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Volatility predictability
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Engle, Robert F.
Prokopczuk, Marcel
Xuan Vinh Vo
Caporale, Guglielmo Maria
3
McMillan, David G.
3
Ali, Faek Menla
2
Brockman, Paul
2
Clements, Adam
2
Fraser, Patricia
2
Hollstein, Fabian
2
Jiang, Christine X.
2
Kang, Wenjin
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
2
Sengupta, Jati K.
2
Sornette, Didier
2
Spagnolo, Nicola
2
Taylor, Stephen
2
Vu, Nam T.
2
Wese Simen, Chardin
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Ahmed Hannan, Swarnali
1
Ajmi, Ahdi Noomen
1
Alberg, Dima
1
Alles, Lakshman
1
Ames, Matthew
1
Ammann, Manuel
1
Anderegg, Benjamin
1
Andersson, Magnus
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Apergēs, Nikolaos
1
Aradhyula, Satheesh V.
1
Arezki, Rabah
1
Aristidou, Antonis
1
Arshanapalli, Bala Gangadhar
1
Ataurima Arellano, Miguel
1
Auray, Stéphane
1
Bagnarosa, Guillaume
1
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Applied financial economics
Journal of commodity markets
Journal of international money and finance
Discussion paper / Department of Economics, University of California San Diego
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
NBER Working Paper
3
Applied economics
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Australian economic papers
1
Borsa Istanbul Review
1
Discussion paper series
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Energy economics
1
Forecasting volatility in the financial markets
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
Journal of econometrics
1
Journal of financial stability
1
Research in international business and finance
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of theory and practice
1
Working paper series / Czech National Bank
1
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ECONIS (ZBW)
3
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1
Predictability in commodity markets : evidence from more than a century
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Tharann, Björn
; …
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392396
Saved in:
2
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
3
Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo
;
Daly, Kevin James
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
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