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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
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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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15
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11
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11
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9
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Lunde, Asger
8
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Bollerslev, Tim
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Christiansen, Charlotte
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CREATES research paper
Energy economics
642
Finance research letters
589
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
380
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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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266
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197
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184
Pacific-Basin finance journal
172
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171
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169
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160
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151
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ECONIS (ZBW)
101
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101
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31
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
32
Understanding volatility dynamics in the EU-ETS market
Sanin, María Eugenia
;
Violante, Francesco
; …
-
2015
Persistent link: https://www.econbiz.de/10011516991
Saved in:
33
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
-
2015
Persistent link: https://www.econbiz.de/10011516993
Saved in:
34
Dynamic factor models for the volatility surface
Wel, Michael van der
;
Ozturk, Sait R.
;
Dijk, Dick van
-
2015
Persistent link: https://www.econbiz.de/10011516999
Saved in:
35
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
-
2015
Persistent link: https://www.econbiz.de/10011517000
Saved in:
36
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
Saved in:
37
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
38
Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre
;
Taamouti, Abderrahim
-
2015
Persistent link: https://www.econbiz.de/10011327704
Saved in:
39
Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2014
Persistent link: https://www.econbiz.de/10010346665
Saved in:
40
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
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