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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of futures markets"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatility
Estimation
814
Schätzung
813
Volatilität
241
Theorie
217
Theory
217
Capital income
194
Kapitaleinkommen
194
Börsenkurs
190
Share price
190
USA
136
United States
136
Forecasting model
113
Prognoseverfahren
113
Stock market
112
Aktienmarkt
111
ARCH model
108
ARCH-Modell
108
Welt
106
World
106
Time series analysis
85
Zeitreihenanalyse
85
Exchange rate
61
Risikoprämie
60
Risk premium
60
Portfolio selection
59
Portfolio-Management
59
Wechselkurs
59
Cointegration
57
Kointegration
57
Risiko
57
Risk
57
Commodity derivative
50
Rohstoffderivat
50
Panel
49
Panel study
49
CAPM
48
Option pricing theory
47
Optionspreistheorie
47
Yield curve
46
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Undetermined
147
Free
9
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Article
240
Book / Working Paper
1
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Aufsatz in Zeitschrift
Article in journal
241
Collection of articles of several authors
1
Sammelwerk
1
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English
241
Author
All
Hansen, Peter Reinhard
4
Xuan Vinh Vo
4
Brooks, Robert
3
Caporin, Massimiliano
3
Kang, Sang Hoon
3
McAleer, Michael
3
Shi, Yanlin
3
Yin, Libo
3
Agarwalla, Sobhesh Kumar
2
Asai, Manabu
2
Balcilar, Mehmet
2
Barunik, Jozef
2
Caldeira, João F.
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Das, Debojyoti
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Feng, Jiabao
2
Fonseca, José da
2
Francq, Christian
2
Fuertes, Ana María
2
Garcia, René
2
Ghysels, Eric
2
Gupta, Rangan
2
Han, Liyan
2
Hassler, Uwe
2
Huang, Alex
2
Huang, Dengshi
2
Huang, Zhuo
2
Hueng, C. James
2
Janus, Paweł
2
Koopman, Siem Jan
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Ma, Feng
2
Malik, Farooq
2
Martens, Martin
2
Mensi, Walid
2
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Published in...
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International review of economics & finance : IREF
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial econometrics
The journal of futures markets
Energy economics
144
Finance research letters
127
Applied economics
125
Economic modelling
116
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
77
Applied financial economics
75
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
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
47
International journal of forecasting
47
The European journal of finance
46
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 economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
27
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
241
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1
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241
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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
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
5
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:
6
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
7
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:
8
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:
9
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:
10
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
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