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subject:"Volatility"
type_genre:"Article in journal"
~subject:"Börsenkurs"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Systematic review"
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Volatility
Börsenkurs
Statistical test
Statistischer Test
Schätztheorie
15,754
Estimation theory
15,753
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4,880
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2,472
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827
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Kumar, Dilip
16
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15
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12
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12
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11
Francq, Christian
11
Tauchen, George Eugene
11
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10
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10
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9
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9
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9
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9
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9
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9
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9
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8
Linton, Oliver
8
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8
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8
Su, Liangjun
8
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8
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7
Andrews, Donald W. K.
7
Demetrescu, Matei
7
Escanciano, Juan Carlos
7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
20
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics letters
19
Finance research letters
19
Journal of forecasting
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of theoretical and applied finance
14
Journal of applied econometrics
14
Journal of risk and financial management : JRFM
14
Journal of the American Statistical Association : JASA
14
The North American journal of economics and finance : a journal of financial economics studies
14
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13
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11
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10
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10
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10
Finance and stochastics
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International review of financial analysis
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ECONIS (ZBW)
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1831
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
Saved in:
1832
Stock indexes, stock index futures and stock index futures options : a causality analysis
Chang, Carolyn C. W.
- In:
Belgian journal of operations research, statistics and …
28
(
1988
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001076736
Saved in:
1833
On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 237-256
Persistent link: https://www.econbiz.de/10001081728
Saved in:
1834
Excess stock price volatility as a misspecified Euler equation
Joerding, Wayne H.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
3
,
pp. 253-267
Persistent link: https://www.econbiz.de/10001056076
Saved in:
1835
Tests of multiple causality among monetary and fiscal aggregates and stock prices
Talwar, Prem P.
- In:
Journal of quantitative economics : official journal of …
4
(
1988
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001057086
Saved in:
1836
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
1837
Estimating the dependence structure of share prices : a comparative study of the United States and Japan
Eun, Cheol S.
- In:
The financial review : the official publication of the …
23
(
1988
)
4
,
pp. 387-401
Persistent link: https://www.econbiz.de/10001061433
Saved in:
1838
Volatility persistence and stock valuations : some empirical evidence using GARCH
Chou, Ray Yeutien
- In:
Journal of applied econometrics
3
(
1988
)
4
,
pp. 279-294
Persistent link: https://www.econbiz.de/10001071208
Saved in:
1839
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
1840
The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet
- In:
The journal of financial research
11
(
1988
)
3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001090732
Saved in:
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