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subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Capital income"
~subject:"Time series analysis"
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Volatility
Capital income
Time series analysis
Estimation
199
Schätzung
199
Kapitaleinkommen
70
Theorie
70
Theory
70
Börsenkurs
51
Share price
51
Volatilität
48
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37
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Copeland, Laurence S.
3
Gupta, Rangan
3
Pierdzioch, Christian
3
Ap Gwilym, Owain
2
Charemza, Wojciech
2
Choudhry, Taufiq
2
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2
Knif, Johan
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2
Panopulu, Aikaterinē
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2
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2
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2
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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
Alireza Zarei
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
Chan, Wai-Sum
1
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1
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The European journal of finance
Applied economics
272
Finance research letters
239
Economic modelling
232
International review of economics & finance : IREF
208
Applied economics letters
207
Energy economics
199
International review of financial analysis
193
Journal of banking & finance
193
Journal of econometrics
182
Working paper / National Bureau of Economic Research, Inc.
170
Journal of empirical finance
165
NBER working paper series
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Applied financial economics
158
The North American journal of economics and finance : a journal of financial economics studies
158
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155
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145
Economics letters
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Journal of financial economics
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137
Journal of international money and finance
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of international financial markets, institutions & money
124
Research in international business and finance
122
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
Discussion paper / Tinbergen Institute
95
International journal of finance & economics : IJFE
92
Pacific-Basin finance journal
89
Discussion paper / Centre for Economic Policy Research
87
Journal of risk and financial management : JRFM
86
Journal of forecasting
84
Review of quantitative finance and accounting
76
The journal of futures markets
76
International journal of economics and finance
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Cogent economics & finance
66
Management science : journal of the Institute for Operations Research and the Management Sciences
66
International journal of economics and financial issues : IJEFI
65
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ECONIS (ZBW)
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1
Investor sentiment and stock market returns : a story of night and day
Wang, Wenzhao
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1437-1469
Persistent link: https://www.econbiz.de/10014636567
Saved in:
2
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
3
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:
4
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:
5
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
6
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:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
9
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
10
The pricing of unexpected volatility in the currency market
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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