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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Schätzung
Volatilität
Theorie
3,440
Theory
3,440
USA
1,855
United States
1,853
Estimation theory
1,663
Schätztheorie
1,663
Estimation
1,410
Börsenkurs
1,155
Share price
1,155
Capital income
972
Kapitaleinkommen
972
Volatility
951
Time series analysis
839
Zeitreihenanalyse
839
Welt
685
World
685
China
677
Nichtparametrisches Verfahren
565
Nonparametric statistics
565
Forecasting model
532
Prognoseverfahren
532
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524
Portfolio selection
523
Portfolio-Management
523
Aktienmarkt
522
Regression analysis
514
Regressionsanalyse
513
CAPM
448
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413
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413
Risk
346
Risiko
343
Statistical test
341
Statistischer Test
341
Behavioural finance
336
Anlageverhalten
335
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330
Finanzkrise
330
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1,106
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39
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2,067
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5
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2,072
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14
Konferenzbeitrag
14
Collection of articles of several authors
5
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1
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1
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English
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Bollerslev, Tim
24
Todorov, Viktor
20
Andersen, Torben
18
Gupta, Rangan
17
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
14
Ma, Feng
14
McAleer, Michael
14
Wohar, Mark E.
14
Hammoudeh, Shawkat
12
Linton, Oliver
12
Gil-Alaña, Luis A.
10
Ghysels, Eric
9
Gouriéroux, Christian
9
Liang, Chao
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Salisu, Afees A.
9
Xiu, Dacheng
9
Xuan Vinh Vo
9
Gallant, A. Ronald
8
Su, Liangjun
8
Tiwari, Aviral Kumar
8
Arize, Augustine Chuck
7
Asai, Manabu
7
Balcilar, Mehmet
7
Balli, Faruk
7
Cavaliere, Giuseppe
7
Cheung, Yin-Wong
7
Kanas, Angelos
7
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Wu, Chunchi
7
Bouri, Elie
6
Caporale, Guglielmo Maria
6
Caporin, Massimiliano
6
Chang, Tsangyao
6
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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International journal of finance & economics : IJFE
International review of economics & finance : IREF
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Applied economics
2,001
Applied economics letters
1,355
Economic modelling
1,054
Energy economics
949
Economics letters
867
Finance research letters
861
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
725
International review of financial analysis
651
Applied financial economics
632
Journal of international money and finance
619
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
489
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
437
Journal of international financial markets, institutions & money
421
Journal of applied econometrics
415
Research in international business and finance
411
Journal of financial economics
395
Journal of economic dynamics & control
353
The empirical economics letters : a monthly international journal of economics
353
The American economic review
346
International journal of economics and financial issues : IJEFI
331
The review of economics and statistics
331
Journal of risk and financial management : JRFM
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
322
International journal of economics and finance
321
International Journal of Energy Economics and Policy : IJEEP
319
Journal of macroeconomics
317
Labour economics : official journal of the European Association of Labour Economists
315
European economic review : EER
304
The European journal of finance
304
International journal of forecasting
284
Pacific-Basin finance journal
282
International journal of theoretical and applied finance
279
Cogent economics & finance
272
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ECONIS (ZBW)
2,072
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1
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10
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2,072
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1
Are high-income and innovative nations resilient to the Russia-Ukraine war?
Kumari, Vineeta
;
Hassan, Majdi
;
Pandey, Dharen Kumar
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1268-1287
Persistent link: https://www.econbiz.de/10014535458
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
4
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
5
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
6
The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
M'beirick, Abdallahi
;
Haddou, Samira
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 244-272
Persistent link: https://www.econbiz.de/10014535547
Saved in:
7
Asymmetric search behavior for gasoline prices : evidence from the Chinese gasoline market
Xu, Jiayi
;
Zhang, Xiao-Bing
;
Liu, Yang
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 699-712
Persistent link: https://www.econbiz.de/10014446808
Saved in:
8
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
9
Bank-lending channel of monetary policy transmission in WAEMU : an estimated DSGE model approach
Kame Babilla, Thierry
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1277-1300
Persistent link: https://www.econbiz.de/10014532659
Saved in:
10
Better ways to test for herding
Wang, Junkai
;
Hudson, Robert
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 790-818
Persistent link: https://www.econbiz.de/10014469057
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