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subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~subject:"Germany"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Nachschlagewerk"
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Search: subject_exact:"Estimation"
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Volatility
Germany
Estimation
254
Schätzung
254
Capital income
119
Kapitaleinkommen
119
Theorie
99
Theory
99
Börsenkurs
83
Share price
83
Volatilität
80
Forecasting model
66
Prognoseverfahren
66
CAPM
52
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45
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45
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43
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43
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42
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40
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40
Time series analysis
33
Zeitreihenanalyse
33
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32
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23
Zinsstruktur
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Estimation theory
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Amtsdruckschrift
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88
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88
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Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
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1
Alexeev, Vitali
1
Ali, Faek Menla
1
Alt, Raimund
1
Aragó Manzana, Vicent
1
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1
Aslanidis, Nekatrios
1
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1
Bai, Lu
1
Baillie, Richard
1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
BenSaïda, Ahmed
1
Bessler, Wolfgang
1
Bonato, Matteo
1
Brockman, Paul
1
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1
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1
Bui, Dien Giau
1
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1
Chen Zhou
1
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1
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1
Chiang, Min-Hsien
1
Cho, Dooyeon
1
Cipollini, Andrea
1
Clements, Adam
1
Conlon, Thomas
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Journal of empirical finance
Applied economics
238
Energy economics
164
Jahrbücher für Nationalökonomie und Statistik
141
Economic modelling
139
Applied economics letters
135
Finance research letters
129
International review of economics & finance : IREF
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
International review of financial analysis
113
Journal of econometrics
108
Applied financial economics
105
Journal of international money and finance
103
Journal of banking & finance
100
The North American journal of economics and finance : a journal of financial economics studies
100
Economics letters
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of international financial markets, institutions & money
73
Research in international business and finance
71
The journal of futures markets
65
Schmollers Jahrbuch : journal of contextual economics
64
Journal for labour market research
61
Labour economics : official journal of the European Association of Labour Economists
61
The European journal of finance
61
Journal of risk and financial management : JRFM
58
International journal of finance & economics : IJFE
57
International journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Journal of applied econometrics
44
German economic review
41
Journal of financial economics
40
International Journal of Energy Economics and Policy : IJEEP
39
International journal of economics and finance
37
Journal of economic behavior & organization : JEBO
37
Quantitative finance
37
Kredit und Kapital
36
Review of world economics
36
International journal of economics and financial issues : IJEFI
35
Journal of economic dynamics & control
35
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ECONIS (ZBW)
88
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88
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
5
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
6
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
7
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
10
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
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