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subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Portfolio selection"
~subject:"Stock market"
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Volatilität
Portfolio selection
Stock market
Estimation
442
Schätzung
442
Volatility
141
Theorie
139
Theory
139
Capital income
137
Kapitaleinkommen
137
Börsenkurs
118
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Option pricing theory
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37
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36
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36
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31
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Martens, Martin
3
Sercu, Piet
3
Wang, Yudong
3
Agarwalla, Sobhesh Kumar
2
Caporin, Massimiliano
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
Heaney, Richard A.
2
Hur, Jungshik
2
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2
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2
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2
Kim, Kun Ho
2
Lai, Yu-Sheng
2
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2
Ma, Feng
2
Moor, Lieven de
2
Opschoor, Anne
2
Pan, Zhiyuan
2
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2
Perez, M. Fabricio
2
Tse, Yiu Kuen
2
Tzavalis, Elias
2
Wang, George H. K.
2
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2
Wel, Michel van der
2
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2
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2
Zaatour, Riadh
2
Zaremba, Adam
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
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1
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Journal of empirical finance
The journal of futures markets
Finance research letters
193
International review of economics & finance : IREF
192
Applied economics
190
International review of financial analysis
187
Economic modelling
182
Journal of banking & finance
161
Energy economics
154
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
139
Applied financial economics
136
NBER working paper series
136
Research in international business and finance
122
Journal of international financial markets, institutions & money
116
NBER Working Paper
115
Journal of econometrics
111
Journal of international money and finance
103
Working paper
91
Journal of financial economics
90
The European journal of finance
87
Discussion paper / Centre for Economic Policy Research
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
CESifo working papers
80
Journal of risk and financial management : JRFM
80
Economics letters
75
Pacific-Basin finance journal
71
International journal of economics and finance
67
Discussion paper / Tinbergen Institute
66
International journal of finance & economics : IJFE
64
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
54
Review of quantitative finance and accounting
54
International journal of economics and financial issues : IJEFI
51
Quantitative finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
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ECONIS (ZBW)
210
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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
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
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6
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:
7
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:
8
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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9
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:
10
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
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