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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
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Volatility
Time series analysis
Wirtschaftswachstum
Estimation
147
Schätzung
147
Capital income
80
Kapitaleinkommen
80
CAPM
51
Risikoprämie
51
Risk premium
51
Forecasting model
41
Prognoseverfahren
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Theorie
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Share price
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Volatilität
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Zinsstruktur
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Return predictability
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Bollerslev, Tim
4
Todorov, Viktor
4
Bandi, Federico M.
2
Kelly, Bryan T.
2
Tamoni, Andrea
2
Zhou, Guofu
2
Amaya, Diego
1
Andersen, Torben
1
Bai, Jennie
1
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1
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1
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1
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1
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1
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1
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1
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1
Cremers, Martijn
1
Della Corte, Pasquale
1
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1
Ehling, Paul
1
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1
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1
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1
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1
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Journal of financial economics
Energy economics
186
Economic modelling
175
Applied economics
163
Finance research letters
148
International review of economics & finance : IREF
131
Journal of econometrics
113
Economics letters
104
Discussion paper / Centre for Economic Policy Research
102
Applied economics letters
100
The North American journal of economics and finance : a journal of financial economics studies
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
International review of financial analysis
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Research in international business and finance
77
International journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Working paper / National Bureau of Economic Research, Inc.
59
Journal of banking & finance
58
Journal of international financial markets, institutions & money
58
Journal of empirical finance
55
Journal of international money and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
International journal of finance & economics : IJFE
46
International journal of economics and finance
44
Discussion papers / CEPR
43
Journal of macroeconomics
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Journal of economic dynamics & control
38
Journal of financial econometrics
35
Emerging markets, finance and trade : EMFT
34
Econometric reviews
33
Pacific-Basin finance journal
33
Quantitative finance
33
Macroeconomic dynamics
32
Economic research
31
Journal of quantitative economics
31
Structural change and economic dynamics : SC+ED
29
Economic systems
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Global business review
28
International journal of emerging markets
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
5
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
6
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
7
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
8
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
10
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
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