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~accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Probability distribution"
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Volatility
Statistical distribution
27
Statistische Verteilung
27
Capital income
14
Kapitaleinkommen
14
Multivariate Verteilung
9
Multivariate distribution
9
Theorie
9
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9
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Ayadi, Mohamed
1
Bianconi, Marcelo
1
Cai, Zhe
1
Cao, Xu
1
Gupta, Rangan
1
Göncü, Ahmet
1
Horváth, Roman
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Karahan, Mehmet Oğuz
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Kuzubaş, Tolga Umut
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Lazrak, Skander
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Li, Weiping
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Pierdzioch, Christian
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Qiao, Gaoxiu
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Salisu, Afees A.
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Sung, Hao-Chang
1
Wang, Yan
1
Warshaw, Evan
1
Yang, Jiyu
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
20
Quantitative finance
12
Computational economics
11
Finance research letters
11
International journal of forecasting
11
Economic modelling
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Energy economics
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International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of international financial markets, institutions & money
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International review of economics & finance : IREF
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International review of financial analysis
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International journal of financial engineering
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Journal of forecasting
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Pacific-Basin finance journal
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The journal of futures markets
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European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
4
Journal of mathematical finance
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The European journal of finance
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Econometric reviews
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International journal of theoretical and applied finance : IJTAF
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Investment management and financial innovations
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Journal of financial econometrics
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Journal of risk : JOR
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
Saved in:
3
VIX forecasting based on GARCH-type model with observable dynamic jumps : a new perspective
Qiao, Gaoxiu
;
Yang, Jiyu
;
Li, Weiping
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012632195
Saved in:
4
Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed
;
Cao, Xu
;
Lazrak, Skander
;
Wang, Yan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
Saved in:
5
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
6
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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7
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo
;
Cai, Zhe
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Saved in:
8
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
Saved in:
9
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
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