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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of futures markets"
~subject:"Stock market"
~type_genre:"Article in journal"
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Volatilität
Stock market
Estimation
1,030
Schätzung
1,030
Capital income
294
Kapitaleinkommen
294
Börsenkurs
259
Share price
259
Theorie
251
Theory
251
Volatility
250
USA
209
United States
209
Aktienmarkt
155
Forecasting model
146
Prognoseverfahren
146
CAPM
106
ARCH model
103
ARCH-Modell
103
Portfolio selection
95
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87
Risk premium
87
Welt
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62
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60
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Zinsstruktur
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Anlageverhalten
54
Behavioural finance
54
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54
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English
359
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Garrett, Ian
5
Brooks, Robert
4
McMillan, David G.
4
Dijk, Dick van
3
Heaney, Richard A.
3
Jiang, Christine X.
3
Kang, Sang Hoon
3
Agarwalla, Sobhesh Kumar
2
Barkoulas, John T.
2
Becchetti, Leonardo
2
Brockman, Paul
2
Brooks, Chris
2
Caporin, Massimiliano
2
Cheema, Muhammad A.
2
Chiah, Mardy
2
Christiansen, Charlotte
2
Clements, Adam
2
Conrad, Christian
2
Demirer, Rıza
2
Dendramis, Yiannis
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fonseca, José da
2
Fraser, Patricia
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Hur, Jungshik
2
Jiang, Yuexiang
2
Karanasos, Menelaos
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Ko, Kuan-Cheng
2
Lai, Yu-Sheng
2
Liang, Chao
2
Lim, Kian-Guan
2
Lin, Chaonan
2
Long, Huaigang
2
Lucas, André
2
Malik, Farooq
2
Martens, Martin
2
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Applied financial economics
Journal of empirical finance
Pacific-Basin finance journal
The journal of futures markets
Finance research letters
188
International review of economics & finance : IREF
179
Applied economics
173
Economic modelling
170
International review of financial analysis
164
Energy economics
160
Applied economics letters
133
The North American journal of economics and finance : a journal of financial economics studies
129
Journal of banking & finance
112
Research in international business and finance
111
Journal of econometrics
107
Journal of international financial markets, institutions & money
107
Journal of international money and finance
90
The European journal of finance
78
Journal of risk and financial management : JRFM
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International journal of finance & economics : IJFE
67
Economics letters
66
International journal of economics and finance
61
Journal of financial economics
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Cogent economics & finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of forecasting
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of economics and financial issues : IJEFI
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
44
Quantitative finance
41
Review of quantitative finance and accounting
41
Global finance journal
38
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Journal of financial markets
38
The empirical economics letters : a monthly international journal of economics
37
Journal of financial econometrics
34
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ECONIS (ZBW)
359
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1
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:
2
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:
3
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:
4
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:
5
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
6
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Al Kharusi, Sami
;
Yoon, Seong-min
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
7
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
8
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
9
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
10
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
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