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~isPartOf:"Journal of empirical finance"
~subject:"Arbeitsmarkt"
~subject:"Arbeitsplatzwechsel"
~subject:"Optionspreistheorie"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Arbeitsplatzwechsel
Optionspreistheorie
Schätzung
Volatility
265
Volatilität
264
Capital income
105
Kapitaleinkommen
105
ARCH model
93
ARCH-Modell
93
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89
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Schätztheorie
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Caporin, Massimiliano
2
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2
Dijk, Dick van
2
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2
Kim, Kun Ho
2
Opschoor, Anne
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of empirical finance
Discussion paper series / IZA
241
International journal of theoretical and applied finance
164
Finance research letters
163
Applied economics
161
Energy economics
161
Journal of banking & finance
146
Economic modelling
139
International review of economics & finance : IREF
138
NBER working paper series
138
Quantitative finance
134
The North American journal of economics and finance : a journal of financial economics studies
133
The journal of futures markets
131
Journal of econometrics
130
Working paper / National Bureau of Economic Research, Inc.
127
NBER Working Paper
121
International review of financial analysis
118
Working paper
112
Applied economics letters
100
Discussion paper / Centre for Economic Policy Research
98
CESifo working papers
95
IZA Discussion Paper
89
Applied financial economics
85
Discussion paper / Tinbergen Institute
79
Applied mathematical finance
78
Economics letters
76
Journal of economic dynamics & control
75
Journal of international financial markets, institutions & money
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Research in international business and finance
73
Journal of international money and finance
72
Journal of risk and financial management : JRFM
69
The journal of computational finance
67
The European journal of finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Labour economics : official journal of the European Association of Labour Economists
59
Journal of financial economics
58
Computational economics
54
Review of derivatives research
54
International journal of financial engineering
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ECONIS (ZBW)
96
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1
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10
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96
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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