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~isPartOf:"Journal of empirical finance"
~isPartOf:"National Institute economic review"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"nor"
~subject:"Entwicklungsländer"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Rezension"
~type_genre:"Statistik"
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Entwicklungsländer
Großbritannien
Volatility
Theorie
476
Theory
476
Capital income
377
Kapitaleinkommen
377
United Kingdom
315
Börsenkurs
289
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289
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Arbeitspapier
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Aufsatz in Zeitschrift
579
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Kirby, Simon
26
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21
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10
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9
Mason, Geoff
8
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8
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6
Gregg, Paul
6
Riley, Rebecca R.
6
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6
Ark, Bart van
5
Blanchflower, David G.
5
Oulton, Nicholas
5
Pain, Nigel
5
Portes, Jonathan
5
Westaway, Peter F.
5
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5
Armstrong, Angus
4
Chadha, Jagjit
4
Christiansen, Charlotte
4
Dolton, Peter J.
4
Ebell, Monique C.
4
Frijns, Bart
4
Joshi, Heather
4
Machin, Stephen
4
Prais, S. J.
4
Sefton, James A.
4
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Wilkinson, David
4
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3
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3
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3
Karanasos, Menelaos
3
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3
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3
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3
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
National Institute economic review
Working paper / National Bureau of Economic Research, Inc.
1,431
Discussion paper series / IZA
1,216
Discussion paper / Centre for Economic Policy Research
1,112
Applied economics
1,101
Policy research working paper : WPS
984
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
876
IMF working papers
850
Energy economics
806
The economic journal : the journal of the Royal Economic Society
775
Working paper
721
Intereconomics : review of European economic policy
668
Finance research letters
657
Economic modelling
569
Journal of banking & finance
545
CESifo working papers
527
International review of financial analysis
498
Economics letters
494
Applied economics letters
490
Discussion paper
482
IMF working paper
478
International review of economics & finance : IREF
475
Applied financial economics
455
The journal of futures markets
437
Journal of international money and finance
400
Journal of development economics
378
The North American journal of economics and finance : a journal of financial economics studies
353
Journal of econometrics
346
Research in international business and finance
337
Fiscal studies : the journal of the Institute for Fiscal Studies
333
Regional studies
330
Journal of international development : the journal of the Development Studies Association
328
Oxford review of economic policy
321
Journal of international financial markets, institutions & money
318
Oxford bulletin of economics and statistics
313
Oxford economic papers
303
Discussion paper / Tinbergen Institute
296
Discussion papers / CEPR
289
Scottish journal of political economy : the journal of the Scottish Economic Society
288
Quarterly bulletin / Bank of England
283
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ECONIS (ZBW)
579
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11
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
12
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
13
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
14
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
15
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
16
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
17
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
18
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
19
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
20
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
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