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Search: subject:"Volatilität"
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Volatility
521
Volatilität
521
Theorie
179
Theory
179
Capital income
127
Kapitaleinkommen
127
Börsenkurs
125
Share price
125
Estimation
113
Schätzung
112
Option pricing theory
109
Optionspreistheorie
109
Stochastic process
81
Stochastischer Prozess
81
ARCH model
67
ARCH-Modell
67
USA
65
United States
65
Forecasting model
63
Prognoseverfahren
63
Aktienmarkt
59
Stock market
59
Risikoprämie
58
Risk premium
58
Portfolio selection
57
Portfolio-Management
57
Option trading
53
Optionsgeschäft
53
CAPM
51
Time series analysis
41
Welt
41
World
41
Zeitreihenanalyse
41
Derivat
39
Derivative
39
Risk
38
Risiko
37
Stochastic volatility
36
Ankündigungseffekt
30
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30
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521
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521
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English
521
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Branger, Nicole
7
Skiadopoulos, George
6
Taylor, Stephen
5
Clements, Adam
4
Faff, Robert W.
4
Jiang, George J.
4
Kalev, Petko S.
4
Leippold, Markus
4
Lin, Yueh-neng
4
Prokopczuk, Marcel
4
Alexander, Carol
3
Chang, Chien-hung
3
Chang, Eric Chieh
3
Christiansen, Charlotte
3
Cui, Zhenyu
3
Doran, James S.
3
Driessen, Joost
3
Elliott, Robert J.
3
Escobar, Marcos
3
Gençay, Ramazan
3
Grasselli, Martino
3
Hautsch, Nikolaus
3
He, Xue-zhong
3
Ielpo, Florian
3
Jondeau, Eric
3
Kaeck, Andreas
3
Konstantinidi, Eirini
3
Li, Junye
3
Li, Kai
3
Liu, Xiaochun
3
Mele, Antonio
3
Peterson, David R.
3
Rockinger, Michael
3
Rodrigues, Paulo Jorge Maurício
3
Vorst, Ton
3
Weinbaum, David
3
Wese Simen, Chardin
3
Westerhoff, Frank H.
3
Zhang, Jin E.
3
Aitken, Michael J.
2
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Journal of banking & finance
Journal of economic dynamics & control
Energy economics
610
Finance research letters
576
International review of financial analysis
419
Applied economics
378
The journal of futures markets
370
International review of economics & finance : IREF
367
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
319
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
253
Economics letters
247
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
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
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
130
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
109
Global finance journal
106
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
521
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1
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10
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521
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1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
2
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
3
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
4
Hot potatoes : underpricing of stocks following extreme negative returns
Caglayan, Mustafa O.
;
Lawrence, Edward
;
Reyes-Peña, …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462378
Saved in:
5
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
6
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
7
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
8
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
9
Information shares for markets with partially overlapping trading hours
Dimpfl, Thomas
;
Schweikert, Karsten
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014491772
Saved in:
10
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
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