//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
280
Volatilität
278
Capital income
110
Kapitaleinkommen
110
ARCH model
98
ARCH-Modell
98
Börsenkurs
93
Share price
93
Theorie
87
Theory
87
Estimation
86
Schätzung
86
Forecasting model
62
Prognoseverfahren
62
Time series analysis
53
Zeitreihenanalyse
53
Aktienmarkt
51
Stock market
51
USA
39
United States
39
Portfolio selection
34
Portfolio-Management
33
Stochastic process
32
Stochastischer Prozess
32
CAPM
29
Risikoprämie
28
Risk premium
28
Risk
25
Risiko
24
Welt
23
World
23
Estimation theory
22
Exchange rate
22
Schätztheorie
22
Wechselkurs
22
Option pricing theory
21
Optionspreistheorie
21
Correlation
19
Korrelation
19
Risikomaß
18
more ...
less ...
Online availability
All
Undetermined
128
Free
30
Type of publication
All
Article
301
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
301
Aufsatz in Zeitschrift
301
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
286
Portuguese
16
Author
All
Christiansen, Charlotte
4
Frijns, Bart
4
Karanasos, Menelaos
3
Klotzle, Marcelo Cabus
3
Pinto, Antônio Carlos Figueiredo
3
Wang, Yudong
3
Wu, Chongfeng
3
Aiube, Fernando Antônio Lucena
2
Baillie, Richard
2
Bali, Turan G.
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Chen, Yu-Lun
2
Conrad, Christian
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Ho, Kin-Yip
2
Huang, Ho-chuan
2
Indriawan, Ivan
2
Jiang, George J.
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Laurent, Sébastien
2
Lehnert, Thorsten
2
Liao, Yin
2
Maciel, Leandro
2
Mazouz, Khelifa
2
Molnár, Peter
2
Moraes, Alex Sandro Monteiro de
2
Morana, Claudio
2
Neely, Christopher J.
2
Nelson, Charles R.
2
Nielsen, Morten Ørregaard
2
Nonejad, Nima
2
Opschoor, Anne
2
Pereira, Pedro L. Valls
2
Rieger, Marc Oliver
2
Sampaio, Joelson Oliveira
2
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Revista Brasileira de Finanças : RBFin
NBER working paper series
691
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
614
NBER Working Paper
595
Discussion paper series / IZA
586
Finance research letters
577
MPRA Paper
447
Applied economics
440
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
325
Economics letters
302
Applied economics letters
293
CESifo working papers
291
IZA Discussion Paper
272
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
191
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
180
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
Working Paper
161
more ...
less ...
Source
All
ECONIS (ZBW)
302
Showing
1
-
10
of
302
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized semicovariances : empirical applications to
volatility
forecasting and portfolio optimization
Ricco, Rafael
;
Ziegelmann, Flávio A.
- In:
Revista Brasileira de Finanças : RBFin
21
(
2023
)
3
,
pp. 99-122
Persistent link: https://www.econbiz.de/10014442583
Saved in:
2
The effects of economic uncertainty on financial
volatility
: a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
3
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:
4
Reddit as a prediction tool for crypto-assets
Loredo Camou, Luis Antonio
- In:
Revista Brasileira de Finanças : RBFin
20
(
2022
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013257678
Saved in:
5
Equity markets
volatility
clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
6
Instantaneous
volatility
of the yield curve, variance risk premium and bond return predictability
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
7
Option valuation via nonaffine dynamics with realized
volatility
Zhang, Yuanyuan
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
8
Do interest rate differentials drive the
volatility
of exchange rates? : evidence from an extended stochastic
volatility
model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
9
Disagreement, speculation, and the idiosyncratic
volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->