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~isPartOf:"Journal of empirical finance"
~subject:"Arbeitsmarkt"
~subject:"Arbeitsplatzwechsel"
~subject:"CAPM"
~subject:"Schätzung"
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Arbeitsmarkt
Arbeitsplatzwechsel
CAPM
Schätzung
Volatility
265
Volatilität
264
Capital income
105
Kapitaleinkommen
105
ARCH model
93
ARCH-Modell
93
Börsenkurs
89
Share price
89
Estimation
83
Theorie
83
Theory
83
Forecasting model
54
Prognoseverfahren
54
Time series analysis
49
Zeitreihenanalyse
49
Aktienmarkt
48
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48
USA
39
United States
39
Portfolio selection
31
Portfolio-Management
31
Stochastic process
30
Stochastischer Prozess
30
Risikoprämie
26
Risk premium
26
Risk
23
Risiko
22
Welt
22
World
22
Estimation theory
21
Exchange rate
21
Schätztheorie
21
Wechselkurs
21
Option pricing theory
20
Optionspreistheorie
20
Correlation
19
Korrelation
19
Markov chain
16
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English
95
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Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Antell, Jan
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bai, Lu
1
Baillie, Richard
1
Bakas, Dimitrios
1
Barclay, Michael J.
1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
BenSaïda, Ahmed
1
Bessler, Wolfgang
1
Blitz, David
1
Bonato, Matteo
1
Brockman, Paul
1
Brooks, Robert
1
Brunetti, Celso
1
Chang, Li-Han
1
Chang, Young-jae
1
Chen Zhou
1
Cheng, Hung-Wen
1
Cheng, Wan-hsiu
1
Chiang, Min-Hsien
1
Cipollini, Andrea
1
Clements, Adam
1
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Journal of empirical finance
Discussion paper series / IZA
241
NBER working paper series
156
Applied economics
153
Energy economics
148
Working paper / National Bureau of Economic Research, Inc.
144
Finance research letters
142
NBER Working Paper
141
Economic modelling
135
International review of economics & finance : IREF
131
Journal of econometrics
120
International review of financial analysis
114
Working paper
113
Journal of banking & finance
108
The North American journal of economics and finance : a journal of financial economics studies
105
Discussion paper / Centre for Economic Policy Research
102
CESifo working papers
95
Applied economics letters
93
IZA Discussion Paper
89
Applied financial economics
81
Economics letters
75
Journal of international financial markets, institutions & money
74
Research in international business and finance
73
Journal of international money and finance
72
Discussion paper / Tinbergen Institute
69
Journal of financial economics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
The journal of futures markets
63
Journal of risk and financial management : JRFM
59
Labour economics : official journal of the European Association of Labour Economists
59
Journal of economic dynamics & control
58
The European journal of finance
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Discussion paper
49
International journal of finance & economics : IJFE
49
International journal of forecasting
48
Discussion papers / CEPR
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
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ECONIS (ZBW)
95
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1
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10
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95
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
7
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
8
Volatility
in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
9
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:
10
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
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