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~isPartOf:"CREATES research paper"
~subject:"Stock market"
~subject:"Volatilität"
~subject:"Ölpreis"
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Stock market
Volatilität
Ölpreis
Volatility
101
Theorie
39
Theory
39
Capital income
25
Kapitaleinkommen
25
Time series analysis
25
Zeitreihenanalyse
25
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22
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22
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19
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19
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18
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18
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18
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15
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11
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11
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9
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8
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8
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Nichtparametrisches Verfahren
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101
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Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
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Christiansen, Charlotte
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Todorov, Viktor
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Andersen, Torben
6
Teräsvirta, Timo
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5
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Hounyo, Ulrich
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4
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4
Veliyev, Bezirgen
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3
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3
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3
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3
Violante, Francesco
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2
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CREATES research paper
Energy economics
610
Finance research letters
565
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
378
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374
International review of economics & finance : IREF
368
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360
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339
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324
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321
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265
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197
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169
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ECONIS (ZBW)
101
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11
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
12
Economic policy uncertainty and long-run stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2018
Persistent link: https://www.econbiz.de/10011864884
Saved in:
13
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
14
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
15
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
16
Is the diurnal pattern sufficient to explain the intraday variation in volatility? : a nonparametric assessment
Christensen, Kimberly
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2017
Persistent link: https://www.econbiz.de/10011721051
Saved in:
17
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2017
Persistent link: https://www.econbiz.de/10011648627
Saved in:
18
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Gupta, Rangan
-
2016
Persistent link: https://www.econbiz.de/10011541711
Saved in:
19
Volatility and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
-
2016
Persistent link: https://www.econbiz.de/10011524097
Saved in:
20
Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
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