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~isPartOf:"Journal of economic dynamics & control"
~subject:"Capital income"
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Search: subject:"Volatilität"
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Capital income
Volatility
147
Volatilität
147
Theorie
70
Theory
70
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
30
Schätzung
30
Börsenkurs
24
Share price
24
Business cycle
22
Konjunktur
22
Stochastic volatility
22
CAPM
20
Kapitaleinkommen
18
Portfolio selection
18
Portfolio-Management
18
Time series analysis
17
Zeitreihenanalyse
17
Forecasting model
15
Prognoseverfahren
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Schock
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Shock
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Bacry, E.
1
Bali, Turan G.
1
Bernales, Alejandro
1
Bidarkota, Prasad V.
1
Chen, Louisa
1
Chorro, Christophe
1
Dupoyet, Brice V.
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Fan, Minyou
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Frazier, David T.
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Ftiti, Zied
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Huber, Jürgen
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Huu Nhan Duong
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1
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1
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1
Kozhemyak, A.
1
Larsen, Linda Sandris
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Leippold, Markus
1
Li, Kai
1
Li, Yifan
1
Li, Youwei
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Lioui, Abraham
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Mazur, Stepan
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Journal of economic dynamics & control
Finance research letters
159
International review of financial analysis
128
Journal of banking & finance
109
International review of economics & finance : IREF
107
Journal of empirical finance
104
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
89
Journal of financial economics
82
Applied financial economics
78
Research in international business and finance
77
Applied economics
76
Economic modelling
71
Journal of econometrics
69
Journal of international financial markets, institutions & money
69
Pacific-Basin finance journal
63
Applied economics letters
60
Journal of risk and financial management : JRFM
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
50
The European journal of finance
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Journal of international money and finance
35
Investment management and financial innovations
34
International journal of finance & economics : IJFE
33
Review of quantitative finance and accounting
33
Journal of financial markets
32
The journal of finance : the journal of the American Finance Association
32
The journal of futures markets
32
Journal of financial econometrics
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Global finance journal
29
Cogent economics & finance
28
International Journal of Energy Economics and Policy : IJEEP
28
International journal of economics and finance
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
The review of financial studies
26
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ECONIS (ZBW)
18
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1
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:
2
Short selling, divergence of opinion and volatility in the corporate bond market
Huu Nhan Duong
;
Kalev, Petko S.
;
Tian, Xiao
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014249730
Saved in:
3
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
4
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
5
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
6
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
7
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
8
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
9
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
10
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
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