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~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"pol"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Book section"
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Estimation
Volatilität
Theorie
420
Theory
420
Capital income
376
Kapitaleinkommen
376
Börsenkurs
287
Share price
287
Volatility
264
Schätzung
254
Portfolio selection
199
Portfolio-Management
199
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180
United States
180
Forecasting model
178
Prognoseverfahren
178
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156
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75
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Yield curve
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72
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58
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Wang, Yudong
5
Baillie, Richard
4
Christiansen, Charlotte
4
Frijns, Bart
4
Karanasos, Menelaos
4
Wu, Chongfeng
4
Caporin, Massimiliano
3
Cenesizoglu, Tolga
3
Cho, Dooyeon
3
Gospodinov, Nikolaj
3
Harvey, David I.
3
Kim, Dongcheol
3
Leybourne, Stephen James
3
Maio, Paulo
3
Morana, Claudio
3
Nelson, Charles R.
3
Pesaran, M. Hashem
3
Santucci de Magistris, Paolo
3
Schotman, Peter C.
3
Tzavalis, Elias
3
Bali, Turan G.
2
Beltratti, Andrea
2
Blitz, David
2
Bollerslev, Tim
2
Brockman, Paul
2
Cakici, Nusret
2
Chen, Yu-Lun
2
Chourdakis, Kyriakos
2
Cipollini, Andrea
2
Connolly, Robert A.
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Francis, Bill B.
2
Ghysels, Eric
2
Gradojevic, Nikola
2
Hasan, Iftekhar
2
Hautsch, Nikolaus
2
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HFDF <2, 1998, Zürich>
1
Published in...
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Journal of empirical finance
Applied economics
2,005
Applied economics letters
1,355
Economic modelling
1,055
Energy economics
1,002
Finance research letters
894
Economics letters
872
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
International review of economics & finance : IREF
749
Journal of banking & finance
725
Journal of econometrics
683
International review of financial analysis
652
Applied financial economics
632
Journal of international money and finance
620
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
489
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
470
Research in international business and finance
436
Journal of international financial markets, institutions & money
421
Journal of applied econometrics
415
Journal of financial economics
395
Journal of economic dynamics & control
369
International journal of finance & economics : IJFE
361
The empirical economics letters : a monthly international journal of economics
353
The American economic review
346
International journal of economics and financial issues : IJEFI
333
The review of economics and statistics
333
Journal of risk and financial management : JRFM
328
International Journal of Energy Economics and Policy : IJEEP
325
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
322
International journal of economics and finance
321
Journal of macroeconomics
317
Labour economics : official journal of the European Association of Labour Economists
315
The European journal of finance
310
European economic review : EER
304
The journal of finance : the journal of the American Finance Association
299
International journal of forecasting
283
Pacific-Basin finance journal
282
International journal of theoretical and applied finance
279
Cogent economics & finance
272
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ECONIS (ZBW)
437
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1
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437
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1
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. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Information acquisition and processing skills of institutions and retail investors around information shocks
Fung, Scott
;
Obaid, Khaled
;
Tsai, Shih-Chuan
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014578540
Saved in:
3
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
4
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
5
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
6
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
7
Options trading imbalance, cash-flow news, and discount-rate news
Chichernea, Doina
;
Huang, Kershen
;
Petkevich, Alex
; …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014578565
Saved in:
8
Acute illness symptoms among investment professionals and stock market dynamics : Evidence from New York City
Lepori, Gabriele M.
- In:
Journal of empirical finance
70
(
2023
),
pp. 165-181
Persistent link: https://www.econbiz.de/10014423625
Saved in:
9
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
10
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
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