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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
Share price
Time series analysis
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
ARCH model
23
ARCH-Modell
23
Forecasting model
23
Prognoseverfahren
23
Zeitreihenanalyse
17
Estimation theory
15
Risikoprämie
12
Risk premium
12
Risikomaß
11
Risk measure
11
Stochastic process
9
Stochastischer Prozess
9
Statistical distribution
8
Statistische Verteilung
8
Aktienmarkt
7
Correlation
7
Korrelation
7
Market microstructure
7
Marktmikrostruktur
7
Regression analysis
7
Regressionsanalyse
7
Stock market
7
USA
7
United States
7
CAPM
6
Risiko
6
Risk
6
Nichtparametrisches Verfahren
5
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Undetermined
18
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Article
56
Book / Working Paper
1
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Aufsatz in Zeitschrift
Article in journal
57
Collection of articles of several authors
1
Sammelwerk
1
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English
57
Author
All
Garcia, René
4
Almeida, Caio
2
Ardison, Kym
2
Audrino, Francesco
2
Ghysels, Eric
2
Koopman, Siem Jan
2
Lanne, Markku
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Olmo, Jose
2
Rodrigues, Paulo M. M.
2
Vicente, Jose
2
Westerlund, Joakim
2
Ahlgren, Niklas
1
Ahoniemi, Katja
1
Antell, Jan
1
Asai, Manabu
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Breitung, Jörg
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvori, Francesco
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Chiu, Ching Wai Jeremy
1
Cont, Rama
1
Corsi, Fulvio
1
Creal, Drew
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dobrev, Dobrislav
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
322
Applied economics
291
Applied economics letters
268
Economic modelling
266
Finance research letters
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
223
Economics letters
218
Energy economics
218
International review of economics & finance : IREF
205
Journal of banking & finance
182
International review of financial analysis
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
The North American journal of economics and finance : a journal of financial economics studies
157
Applied financial economics
151
Journal of empirical finance
150
Research in international business and finance
123
Journal of international financial markets, institutions & money
122
Journal of international money and finance
122
International journal of forecasting
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Journal of risk and financial management : JRFM
101
Econometric reviews
99
Journal of applied econometrics
99
International journal of finance & economics : IJFE
97
Journal of financial economics
94
The European journal of finance
89
The journal of futures markets
89
Journal of forecasting
86
International journal of economics and finance
82
International journal of economics and financial issues : IJEFI
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
Pacific-Basin finance journal
79
Review of quantitative finance and accounting
74
The empirical economics letters : a monthly international journal of economics
73
Empirical economics : a quarterly journal of the Institute for Advanced Studies
71
Journal of economic dynamics & control
70
Cogent economics & finance
68
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Quantitative finance
57
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ECONIS (ZBW)
57
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1
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
3
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
4
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
5
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
6
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
7
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
8
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
9
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
10
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
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