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~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
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Search: subject:"Volatilität"
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Share price
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
Business cycle
22
Konjunktur
22
Stochastic volatility
22
CAPM
20
Capital income
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Kapitaleinkommen
18
Portfolio selection
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Time series analysis
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Westerhoff, Frank H.
2
Cai, Ning
1
Chauveau, Thierry
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Cova, Pietro
1
Dendramis, Yiannis
1
Di Guilmi, Corrado
1
Fan, Minyou
1
Franke, Reiner
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Ftiti, Zied
1
Gardini, Laura
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1
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1
Jawadi, Fredj
1
Kaizoji, Taisei
1
Kapetanios, George
1
Kearney, Fearghal
1
Kirchler, Michael
1
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1
Larsen, Linda Sandris
1
Lee, Kyungsub
1
Li, Kai
1
Li, Yifan
1
Li, Youwei
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Mengling Li
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Namouri, Hela
1
Nolte, Ingmar
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Journal of economic dynamics & control
Finance research letters
213
International review of financial analysis
141
Energy economics
125
The North American journal of economics and finance : a journal of financial economics studies
115
International review of economics & finance : IREF
114
Journal of banking & finance
101
Applied economics
99
Economic modelling
93
Journal of empirical finance
89
Applied economics letters
86
Research in international business and finance
86
Journal of international financial markets, institutions & money
80
Journal of financial economics
74
The journal of futures markets
72
Pacific-Basin finance journal
71
Journal of risk and financial management : JRFM
70
Journal of econometrics
67
Applied financial economics
64
International Journal of Energy Economics and Policy : IJEEP
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Finance India : the quarterly journal of Indian Institute of Finance
46
The European journal of finance
46
Cogent economics & finance
43
Economics letters
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
Journal of financial markets
40
The journal of finance : the journal of the American Finance Association
40
International journal of finance & economics : IJFE
38
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
36
The review of financial studies
36
Emerging markets, finance and trade : EMFT
35
Global finance journal
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Journal of forecasting
32
Journal of international money and finance
30
International journal of economics and finance
28
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ECONIS (ZBW)
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1
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:
2
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
3
The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
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
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:
6
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:
7
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
8
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Saved in:
9
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
10
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
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