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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:"World"
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Search: subject_exact:"Estimation"
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Volatilität
Risk premium
Stock market
World
Estimation
886
Schätzung
886
Theorie
234
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234
Capital income
224
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224
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216
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384
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Barkoulas, John T.
4
Garrett, Ian
4
McMillan, David G.
4
Miffre, Joëlle
4
Baillie, Richard
3
Brooks, Robert
3
Caporin, Massimiliano
3
Cho, Dooyeon
3
Dijk, Dick van
3
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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
Cheung, Yin-Wong
2
Chi, Yeguang
2
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2
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2
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2
Conrad, Christian
2
Dendramis, Yiannis
2
Ederington, Louis H.
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
Hur, Jungshik
2
Jiang, Christine X.
2
Karanasos, Menelaos
2
Kim, Dongcheol
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.
415
NBER working paper series
380
NBER Working Paper
347
CESifo working papers
320
Applied economics
314
Discussion paper / Centre for Economic Policy Research
276
Economic modelling
255
Applied economics letters
246
Finance research letters
221
International review of economics & finance : IREF
221
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219
Journal of international money and finance
196
International review of financial analysis
191
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173
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166
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158
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146
Discussion paper series / IZA
144
Economics letters
141
Research in international business and finance
139
Journal of econometrics
121
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117
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113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
International journal of finance & economics : IJFE
101
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96
Discussion paper / Tinbergen Institute
94
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92
Journal of risk and financial management : JRFM
92
The European journal of finance
88
IMF working papers
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78
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77
International Journal of Energy Economics and Policy : IJEEP
76
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74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Cogent economics & finance
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ECONIS (ZBW)
384
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384
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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
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:
8
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:
9
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
Saved in:
10
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
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