//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~subject:"Wechselkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Wechselkurs
Estimation
385
Schätzung
385
Theorie
109
Theory
109
Volatilität
108
USA
98
United States
98
Börsenkurs
87
Share price
87
Capital income
85
Kapitaleinkommen
85
Forecasting model
54
Prognoseverfahren
54
Aktienmarkt
45
Stock market
45
Großbritannien
42
United Kingdom
42
Option pricing theory
40
Optionspreistheorie
40
Index futures
38
Index-Futures
38
ARCH model
37
ARCH-Modell
37
Commodity derivative
37
Rohstoffderivat
37
Welt
37
World
37
Derivat
34
Derivative
34
Efficient market hypothesis
30
Effizienzmarkthypothese
30
Hedging
29
Portfolio selection
28
Portfolio-Management
28
Deutschland
26
Exchange rate
26
Germany
26
Anlageverhalten
25
more ...
less ...
Online availability
All
Undetermined
44
Free
7
Type of publication
All
Article
121
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
121
Aufsatz in Zeitschrift
121
Conference paper
2
Konferenzbeitrag
2
Language
All
English
122
Author
All
Copeland, Laurence S.
3
Agarwalla, Sobhesh Kumar
2
Ap Gwilym, Owain
2
Choudhry, Taufiq
2
Corrado, Charles Joseph
2
Ederington, Louis H.
2
Fonseca, José da
2
Gupta, Rangan
2
Kim, Dongcheol
2
Koutmos, Gregory
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Marabel Romo, Jacinto
2
McMillan, David G.
2
Parhizgari, Ali M.
2
Pierdzioch, Christian
2
Su, Tie
2
Tompkins, Robert G.
2
Wang, George H. K.
2
Zaatour, Riadh
2
Abhyankar, Abhay
1
Alexiou, Lykourgos
1
Algaba, Andres
1
Alireza Zarei
1
Arisoy, Yakup Eser
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Bhatti, Muhammad Ishaq
1
Binh Hoang Nguyen
1
Binner, Jane M.
1
Bonaccolto, G.
1
Booth, G. Geoffrey
1
Boudt, Kris
1
Brailsford, Timothy J.
1
Broll, Udo
1
Buckle, Michael J.
1
Byström, Hans N. E.
1
Cao, Jia
1
Caporin, Massimiliano
1
more ...
less ...
Published in...
All
The European journal of finance
The journal of futures markets
Applied economics
169
Energy economics
156
International review of economics & finance : IREF
150
Journal of international money and finance
148
Economic modelling
145
Finance research letters
141
International review of financial analysis
122
NBER working paper series
117
The North American journal of economics and finance : a journal of financial economics studies
117
Working paper / National Bureau of Economic Research, Inc.
117
NBER Working Paper
107
Journal of econometrics
105
Applied economics letters
103
Applied financial economics
98
Working paper
95
Journal of banking & finance
91
Journal of empirical finance
89
Journal of international financial markets, institutions & money
88
CESifo working papers
86
Research in international business and finance
77
Discussion paper / Centre for Economic Policy Research
76
International journal of finance & economics : IJFE
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Discussion paper / Tinbergen Institute
67
Economics letters
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
International journal of economics and financial issues : IJEFI
61
Journal of risk and financial management : JRFM
61
International journal of forecasting
53
International journal of economics and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International Journal of Energy Economics and Policy : IJEEP
46
The empirical economics letters : a monthly international journal of economics
44
Journal of financial economics
41
Cogent economics & finance
40
Discussion paper
39
Discussion papers / CEPR
39
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
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:
3
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
9
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
10
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->