//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Portfolio selection"
~subject:"Stock market"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Portfolio selection
Stock market
Estimation
701
Schätzung
701
Capital income
179
Kapitaleinkommen
179
Theorie
178
Theory
178
Volatility
174
Börsenkurs
165
Share price
165
USA
115
United States
115
Forecasting model
104
Prognoseverfahren
104
Aktienmarkt
85
ARCH model
84
ARCH-Modell
84
Cointegration
82
Kointegration
82
Welt
68
World
68
CAPM
66
Portfolio-Management
64
Time series analysis
58
Zeitreihenanalyse
58
Risikoprämie
55
Risk premium
55
Economic growth
50
Wirtschaftswachstum
50
Option pricing theory
47
Optionspreistheorie
47
Exchange rate
45
Wechselkurs
45
Risk
40
Risiko
38
Index futures
37
Index-Futures
37
Yield curve
37
more ...
less ...
Online availability
All
Undetermined
129
Free
4
Type of publication
All
Article
278
Type of publication (narrower categories)
All
Article in journal
277
Aufsatz in Zeitschrift
277
Language
All
English
278
Author
All
Martens, Martin
3
Sercu, Piet
3
Wang, Yudong
3
Yin, Lianqian
3
Zaremba, Adam
3
Abaidoo, Rexford
2
Agarwalla, Sobhesh Kumar
2
Caporin, Massimiliano
2
Chen, Jiangrui
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fonseca, José da
2
Garrett, Ian
2
Heaney, Richard A.
2
Hou, Sizhe
2
Hur, Jungshik
2
Jansen, Dennis W.
2
Karanasos, Menelaos
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Liu, Xiaojie
2
Ma, Feng
2
Moor, Lieven de
2
Mumo, Muinde Patrick
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Park, Sung Y.
2
Perez, M. Fabricio
2
Tripathy, Trilochan
2
Tse, Yiu Kuen
2
Tzavalis, Elias
2
Wang, George H. K.
2
Wang, Zhiguang
2
Wel, Michel van der
2
more ...
less ...
Published in...
All
International journal of economics and finance
Journal of empirical finance
The journal of futures markets
Finance research letters
207
International review of economics & finance : IREF
202
International review of financial analysis
192
Applied economics
190
Economic modelling
183
Journal of banking & finance
161
Energy economics
156
The North American journal of economics and finance : a journal of financial economics studies
146
Working paper / National Bureau of Economic Research, Inc.
144
Applied economics letters
142
Applied financial economics
136
NBER working paper series
136
Research in international business and finance
122
Journal of international financial markets, institutions & money
117
NBER Working Paper
115
Journal of econometrics
111
Journal of international money and finance
105
Working paper
91
Journal of financial economics
90
The European journal of finance
89
CESifo working papers
82
Discussion paper / Centre for Economic Policy Research
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of risk and financial management : JRFM
80
Economics letters
75
Pacific-Basin finance journal
74
International journal of finance & economics : IJFE
67
Discussion paper / Tinbergen Institute
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Cogent economics & finance
58
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
International journal of forecasting
55
Review of quantitative finance and accounting
54
International journal of economics and financial issues : IJEFI
52
Quantitative finance
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
more ...
less ...
Source
All
ECONIS (ZBW)
278
Showing
1
-
10
of
278
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
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
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
Saved in:
10
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->