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~isPartOf:"Applied financial economics"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Börsenkurs
Prognoseverfahren
Theorie
Volatility
265
Volatilität
265
Capital income
78
Kapitaleinkommen
78
Estimation
75
Schätzung
75
Share price
64
ARCH model
60
ARCH-Modell
60
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58
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108
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McMillan, David G.
4
Adrangi, Bahram
2
Asai, Manabu
2
Chatrath, Arjun
2
Degiannakis, Stavros
2
Kearney, Colm
2
Khemiri, Rim
2
Niizeki, Mikiyo Kii
2
Reeves, Jonathan J.
2
Xie, Xuan
2
Abdymomunov, Azamat
1
Adam, Christopher M.
1
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alexakis, Christos A.
1
Aliyu, Rano
1
Alkebäck, Per
1
Alles, Lakshman
1
Ammann, Manuel
1
Anderson, Randy I.
1
Andersson, Magnus
1
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1
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1
Ap Gwilym, Owain
1
Aradhyula, Satheesh V.
1
Arnold, Ivo J. M.
1
Awartani, B.
1
Bai, Ye
1
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Bouraoui, Taoufik
1
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Byun, Suk Joon
1
Bühlmann, Peter
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Applied financial economics
Finance research letters
332
Energy economics
256
International review of financial analysis
222
Journal of banking & finance
202
International review of economics & finance : IREF
189
Journal of econometrics
188
Economic modelling
176
The North American journal of economics and finance : a journal of financial economics studies
171
Applied economics
163
Journal of empirical finance
161
International journal of forecasting
136
Applied economics letters
134
Journal of financial economics
126
Economics letters
125
Journal of forecasting
125
The journal of futures markets
125
Journal of international financial markets, institutions & money
113
Journal of risk and financial management : JRFM
110
Research in international business and finance
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of international money and finance
100
The European journal of finance
98
Pacific-Basin finance journal
89
International journal of theoretical and applied finance
87
Journal of economic dynamics & control
83
The review of financial studies
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
Quantitative finance
80
International journal of finance & economics : IJFE
77
The journal of finance : the journal of the American Finance Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International Journal of Energy Economics and Policy : IJEEP
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
63
Econometric reviews
62
Computational economics
59
Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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ECONIS (ZBW)
108
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108
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
3
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
4
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
5
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
6
The role of institutional investors in market volatility during the subprime mortgage crisis
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1529-1536
Persistent link: https://www.econbiz.de/10010460977
Saved in:
7
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
8
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
9
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
10
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.
;
Wu, Ji
;
Liu, Hong Tao
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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