//--> //--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Schätzung"
~subject:"Stock market"
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:"Volatilität"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Business cycle
Schätzung
Stock market
Volatility
264
Volatilität
264
Capital income
104
Kapitaleinkommen
104
ARCH-Modell
93
Börsenkurs
89
Share price
89
Estimation
81
Theorie
81
Theory
81
Forecasting model
53
Prognoseverfahren
53
Time series analysis
48
Zeitreihenanalyse
48
Aktienmarkt
47
USA
39
United States
39
Portfolio selection
30
Portfolio-Management
30
Stochastic process
30
Stochastischer Prozess
30
CAPM
26
Risikoprämie
25
Risk premium
25
Risk
23
Risiko
22
Welt
22
World
22
Exchange rate
21
Wechselkurs
21
Estimation theory
20
Schätztheorie
20
Correlation
19
Korrelation
19
Option pricing theory
19
Optionspreistheorie
19
Markov chain
16
more ...
less ...
Online availability
All
Undetermined
82
Type of publication
All
Article
164
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
164
Aufsatz in Zeitschrift
164
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
165
Author
All
Frijns, Bart
3
Karanasos, Menelaos
3
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Indriawan, Ivan
2
Jiang, George J.
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Lehnert, Thorsten
2
Molnár, Peter
2
Nelson, Charles R.
2
Opschoor, Anne
2
Stentoft, Lars
2
Wang, Yudong
2
Wel, Michel van der
2
Wu, Chongfeng
2
Yin, Libo
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Amado, Cristina
1
Andersen, Torben
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Arouri, Mohamed
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bae, Jinho
1
Bai, Lu
1
Bali, Turan G.
1
Ballocchi, Giuseppe
1
Bams, Dennis
1
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Energy economics
367
Finance research letters
328
International review of financial analysis
237
Applied economics
225
International review of economics & finance : IREF
217
Economic modelling
216
The North American journal of economics and finance : a journal of financial economics studies
213
Research in international business and finance
174
NBER working paper series
167
Working paper / National Bureau of Economic Research, Inc.
167
Applied financial economics
156
Journal of econometrics
153
Journal of banking & finance
151
Journal of international financial markets, institutions & money
150
Applied economics letters
144
NBER Working Paper
144
Economics letters
126
Working paper
126
Journal of risk and financial management : JRFM
117
Journal of international money and finance
110
The journal of futures markets
103
Discussion paper / Centre for Economic Policy Research
99
International journal of forecasting
98
Pacific-Basin finance journal
97
Discussion paper / Tinbergen Institute
96
The European journal of finance
95
CESifo working papers
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
94
International Journal of Energy Economics and Policy : IJEEP
93
International journal of finance & economics : IJFE
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of forecasting
82
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of economics and finance
71
Global finance journal
68
Journal of financial economics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
International journal of economics and financial issues : IJEFI
63
more ...
less ...
Source
All
ECONIS (ZBW)
165
Showing
1
-
10
of
165
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
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...
//-->