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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Volatilität
USA
1,191
United States
1,190
Theorie
701
Theory
701
Börsenkurs
628
Share price
628
Capital income
599
Kapitaleinkommen
599
Estimation
577
Schätzung
577
Aktienmarkt
384
Stock market
384
Volatility
368
Portfolio selection
286
Portfolio-Management
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221
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221
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211
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210
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200
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196
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154
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146
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122
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Article
368
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Article in journal
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
368
Systematic review
1
Language
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English
Author
All
McMillan, David G.
9
Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
4
Jiang, George J.
4
Asai, Manabu
3
Bali, Turan G.
3
Han, Yufeng
3
Stivers, Christopher T.
3
Yang, Jian
3
Zhang, Xiaoyan
3
Adrangi, Bahram
2
Ap Gwilym, Owain
2
Brooks, Robert
2
Butler, Kirt Charles
2
Chatrath, Arjun
2
Chiang, Min-Hsien
2
Chordia, Tarun
2
Christoffersen, Peter F.
2
Connolly, Robert A.
2
Degiannakis, Stavros
2
Ederington, Louis H.
2
Fabozzi, Frank J.
2
Feunou, Bruno
2
Fraser, Patricia
2
Guo, Hui
2
Hamori, Shigeyuki
2
Henry, Ólan Thomas John
2
Hu, Guanglian
2
Jacobs, Kris
2
Jiang, Christine X.
2
Kanniainen, Juho
2
Kearney, Colm
2
Khemiri, Rim
2
Lai, Hung-Cheng
2
Lin, Ching-chung
2
Lin, Tse-Chun
2
Loudon, Geoffrey F.
2
Morales Zumaquero, Amalia
2
Niizeki, Mikiyo Kii
2
Okada, Katsushi
2
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Applied financial economics
Journal of financial and quantitative analysis : JFQA
Energy economics
610
Finance research letters
555
International review of financial analysis
419
Applied economics
378
Journal of banking & finance
374
International review of economics & finance : IREF
364
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
237
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Computational economics
114
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
International journal of economics and financial issues : IJEFI
103
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ECONIS (ZBW)
368
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1
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10
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368
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date (oldest first)
1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
3
Synthetic options and implied volatility for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
4
Crowding and tail risk in momentum returns
Barroso, Pedro
;
Edelen, Roger M.
;
Karehnke, Paul
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
4
,
pp. 1313-1342
Persistent link: https://www.econbiz.de/10013270306
Saved in:
5
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
6
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
Saved in:
7
Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun
;
Lin, Tse-Chun
;
Xiang, Vincent
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
5
,
pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
Saved in:
8
When are stocks less volatile in the long run?
Jondeau, Eric
;
Zhang, Qunzi
;
Zhu, Xiaoneng
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1228-1258
Persistent link: https://www.econbiz.de/10012523330
Saved in:
9
Competition and operating volatilities around the world
Makaew, Tanakorn
;
Maksimovic, Vojislav
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 517-547
Persistent link: https://www.econbiz.de/10012195596
Saved in:
10
Emerging markets are catching up : economic or financial integration?
Akbari, Amir
;
Ng, Lilian K.
;
Solnik, Bruno
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
7
,
pp. 2270-2303
Persistent link: https://www.econbiz.de/10012307571
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