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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Risk premium"
~subject:"Stock market"
~subject:"Theorie"
~subject:"World"
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Search: subject_exact:"Estimation"
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Volatilität
Risk premium
Stock market
Theorie
World
Estimation
886
Schätzung
886
Theory
234
Capital income
224
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224
Volatility
216
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204
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525
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Barkoulas, John T.
4
Brooks, Robert
4
Garrett, Ian
4
Heaney, Richard A.
4
Karanasos, Menelaos
4
McMillan, David G.
4
Miffre, Joëlle
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Martens, Martin
3
Mills, Terence C.
3
Nelson, Charles R.
3
Santucci de Magistris, Paolo
3
Tse, Yiu Kuen
3
Tzavalis, Elias
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
Cheung, Yin-Wong
2
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2
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2
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2
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2
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Applied financial economics
Journal of empirical finance
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
865
NBER working paper series
740
NBER Working Paper
688
Applied economics
579
Discussion paper / Centre for Economic Policy Research
565
CESifo working papers
494
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406
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397
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374
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294
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293
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285
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244
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239
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
236
International review of financial analysis
225
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208
IZA Discussion Paper
207
Discussion paper
198
The North American journal of economics and finance : a journal of financial economics studies
192
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188
Discussion paper / Tinbergen Institute
186
Journal of applied econometrics
180
CESifo Working Paper Series
170
Journal of financial economics
159
Journal of international financial markets, institutions & money
159
Journal of economic dynamics & control
151
Research in international business and finance
151
Europäische Hochschulschriften / 5
144
Journal of macroeconomics
143
The review of economics and statistics
134
International journal of finance & economics : IJFE
133
Journal of international economics
133
IMF working papers
130
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ECONIS (ZBW)
525
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525
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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
An empirical investigation on risk factors in cryptocurrency futures
Chi, Yeguang
;
Hao, Wenyan
;
Hu, Jiangdong
;
Ran, Zhenkai
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1161-1180
Persistent link: https://www.econbiz.de/10014339379
Saved in:
3
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:
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
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:
6
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:
7
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
8
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
9
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
10
Income inequality, inflation and financial development
Kim, Dong-Hyeon
;
Lin, Shu-Chin
- In:
Journal of empirical finance
72
(
2023
),
pp. 468-487
Persistent link: https://www.econbiz.de/10014476886
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