//--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of banking & finance"
~person:"Annaert, Jan"
~person:"Prokopczuk, Marcel"
~subject:"EU countries"
~type:"article"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
EU countries
Estimation
8
Schätzung
8
Risikoprämie
5
Risk premium
5
Volatilität
5
Commodity derivative
4
Rohstoffderivat
4
Capital income
3
Commodities
3
Commodity exchange
3
Kapitaleinkommen
3
Theorie
3
Theory
3
Warenbörse
3
Börsenkurs
2
CAPM
2
Commodity market
2
Option pricing theory
2
Optionspreistheorie
2
Rohstoffmarkt
2
Share price
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Behavioral
1
Beta risk
1
Betafaktor
1
Black-Scholes model
1
Black-Scholes-Modell
1
Commodity markets
1
Corn
1
Cross-section of expected returns
1
Curve
1
EU-Staaten
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Equity risk premium
1
Erdgas
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Annaert, Jan
Prokopczuk, Marcel
Wese Simen, Chardin
4
Bianchi, Robert
2
Hautsch, Nikolaus
2
Li, Junye
2
Maltritz, Dominik
2
Paschke, Raphael
2
Abbritti, Mirko
1
Afonso, António
1
Akdeniz, Levent
1
Allegret, Jean-Pierre
1
Altay-Salih, Aslihan
1
Alter, Adrian
1
Ammann, Manuel
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Arismendi Zambrano, Juan Carlos
1
Assaf, A. Georges
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barinov, Alexander
1
Barsotti, Flavia
1
Basse, Tobias
1
Beetsma, Roel
1
Beine, Michel
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berger, Tino
1
Beyer, Andreas
1
Bezemer, Dirk Johan
1
Bolliger, Guido
1
Bomfim, Antúlio N.
1
Brada, Josef C.
1
Bregantini, Daniele
1
Bremus, Franziska
1
Byrne, Joseph P.
1
Cao, Shuo
1
Capelle-Blancard, Gunther
1
more ...
less ...
Published in...
All
Journal of banking & finance
Economics letters
1
Energy economics
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of international money and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
2
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
3
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
4
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
5
The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
Saved in:
6
Are extreme returns priced in the stock market? : European evidence
Annaert, Jan
;
De Ceuster, Marc J.
;
Verstegen, Kurt
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3401-3411
Persistent link: https://www.econbiz.de/10010126415
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->