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~isPartOf:"Journal of banking & finance"
~language:"eng"
~language:"nor"
~subject:"Volatilität"
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Search: subject:"Schätzung"
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Volatilität
Estimation
433
Schätzung
433
Capital income
142
Kapitaleinkommen
142
Theorie
130
Theory
130
Börsenkurs
97
Share price
97
Volatility
86
Forecasting model
84
Prognoseverfahren
84
Portfolio selection
73
Portfolio-Management
73
Risikoprämie
59
Risk premium
59
USA
53
United States
53
Welt
48
World
48
CAPM
47
Anlageverhalten
44
Bank
44
Behavioural finance
44
Aktienmarkt
43
Stock market
43
Yield curve
36
Zinsstruktur
36
Risk
32
Estimation theory
31
Schätztheorie
31
Risiko
30
Financial crisis
29
Finanzkrise
29
Time series analysis
29
Zeitreihenanalyse
29
EU countries
28
EU-Staaten
28
Credit risk
27
Kreditrisiko
27
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Undetermined
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Article
86
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86
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86
Conference paper
1
Konferenzbeitrag
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English
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Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Hautsch, Nikolaus
2
Li, Junye
2
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Arismendi Zambrano, Juan Carlos
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barinov, Alexander
1
Beetsma, Roel
1
Beine, Michel
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berger, Tino
1
Bezemer, Dirk Johan
1
Bianchi, Robert
1
Bomfim, Antúlio N.
1
Bregantini, Daniele
1
Bremus, Franziska
1
Cenedese, Gino
1
Cenesizoglu, Tolga
1
Chang, Charles
1
Chang, Ming-Jen
1
Chavez-Demoulin, Valerie
1
Chen, Jingjing
1
Chen, Shikuan
1
Chen, Sipeng
1
Chen, Yi-Hsuan
1
Chevapatrakul, Thanaset
1
Chiang, Thomas C.
1
Chien, Chih-Chung
1
Chin, Michael
1
Chiu, Ching Wai Jeremy
1
Christensen, Bent Jesper
1
Collet, Jerome
1
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Journal of banking & finance
Energy economics
146
Finance research letters
133
Applied economics
125
Journal of econometrics
120
Economic modelling
118
International review of economics & finance : IREF
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of empirical finance
87
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics letters
78
NBER working paper series
77
Applied financial economics
76
Working paper
75
Journal of international money and finance
72
NBER Working Paper
71
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Discussion paper / Tinbergen Institute
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
63
Economics letters
61
Journal of risk and financial management : JRFM
55
CESifo working papers
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
38
Quantitative finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Cogent economics & finance
32
Econometric reviews
32
International journal of economics and finance
32
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ECONIS (ZBW)
86
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
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:
3
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:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
6
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
7
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
8
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
9
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing
;
Jiang, George J.
;
Yuan, Chaowen
;
Zhu, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
Saved in:
10
The nexus between loan portfolio size and volatility : Does bank capital regulation matter?
Bremus, Franziska
;
Ludolph, Melina
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012820567
Saved in:
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