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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Volatility
Estimation
3,797
Schätzung
3,794
USA
1,677
United States
1,675
Theorie
923
Theory
923
Welt
401
World
401
Volatilität
393
Börsenkurs
334
Share price
334
Impact assessment
325
Wirkungsanalyse
325
Capital income
312
Kapitaleinkommen
312
Estimation theory
273
Schätztheorie
273
Forecasting model
213
Prognoseverfahren
213
Time series analysis
188
Zeitreihenanalyse
188
Aktienmarkt
161
Stock market
161
Panel
157
Panel study
157
Business cycle
147
Konjunktur
146
Schock
131
Shock
131
ARCH model
130
ARCH-Modell
130
Economic growth
130
Wirtschaftswachstum
130
Nichtparametrisches Verfahren
128
Nonparametric statistics
128
Regression analysis
120
Regressionsanalyse
120
Großbritannien
119
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117
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39
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311
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Graue Literatur
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Non-commercial literature
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1
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English
393
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Todorov, Viktor
13
Bollerslev, Tim
10
Andersen, Torben
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
6
McAleer, Michael
6
Engle, Robert F.
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Asai, Manabu
4
Caporin, Massimiliano
4
Francq, Christian
4
Kelly, Bryan T.
4
Xuan Vinh Vo
4
Zakoïan, Jean-Michel
4
Aghion, Philippe
3
Bates, David S.
3
Brooks, Robert
3
Creal, Drew
3
Gallo, Giampiero M.
3
Kang, Sang Hoon
3
Lettau, Martin
3
Moffitt, Robert A.
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Wu, Jing Cynthia
3
Xiu, Dacheng
3
Yin, Libo
3
Agarwalla, Sobhesh Kumar
2
Bacchetta, Philippe
2
Balcilar, Mehmet
2
Bali, Turan G.
2
Barigozzi, Matteo
2
Bartram, Söhnke M.
2
Bekaert, Geert
2
Ben-David, Itzhak
2
Bianchi, Francesco
2
Bibinger, Markus
2
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International review of economics & finance : IREF
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
Energy economics
144
Finance research letters
128
Applied economics
125
Economic modelling
116
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Applied economics letters
77
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
47
International journal of forecasting
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Pacific-Basin finance journal
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
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ECONIS (ZBW)
393
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
10
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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