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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Kanas, Angelos"
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Volatilität
1986-2008
2
ARCH model
2
ARCH-Modell
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Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
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Share price
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USA
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United States
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Volatility
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Kanas, Angelos
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
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McAleer, Michael
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Nonejad, Nima
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Wohar, Mark E.
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Al-Yahyaee, Khamis Hamed
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Asai, Manabu
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Balcilar, Mehmet
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Ben Omrane, Walid
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Caporin, Massimiliano
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Chang, Chia-Lin
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Garcia, René
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Ho, Kin-Yip
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Ji, Qiang
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Jung, Hojin
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Kim, Dong H.
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Kim, Jong-Min
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Klaassen, Franc
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Lien, Da-hsiang Donald
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Liesenfeld, Roman
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Liu, Qiang
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Okou, Cédric
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Paolella, Marc S.
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Risse, Marian
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Rodrigues, Paulo M. M.
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Xuan Vinh Vo
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Zhang, Zhaoyong
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied financial economics
1
International journal of finance & economics : IJFE
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482
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2
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749483
Saved in:
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