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~isPartOf:"Journal of empirical finance"
~subject:"Arbeitsmarkt"
~subject:"Arbeitsplatzwechsel"
~subject:"Schätztheorie"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Arbeitsplatzwechsel
Schätztheorie
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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89
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83
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Caporin, Massimiliano
2
Christiansen, Charlotte
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Conrad, Christian
2
Dijk, Dick van
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
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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Chiang, Min-Hsien
1
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1
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Journal of empirical finance
Discussion paper series / IZA
242
Journal of econometrics
176
Energy economics
157
Applied economics
146
Finance research letters
135
NBER working paper series
131
Economic modelling
130
Working paper / National Bureau of Economic Research, Inc.
126
International review of economics & finance : IREF
121
NBER Working Paper
120
Working paper
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
104
Discussion paper / Centre for Economic Policy Research
99
CESifo working papers
95
Journal of banking & finance
95
Applied economics letters
94
IZA Discussion Paper
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Economics letters
83
Discussion paper / Tinbergen Institute
82
Applied financial economics
78
Research in international business and finance
72
Journal of international financial markets, institutions & money
71
Journal of international money and finance
70
The journal of futures markets
64
International journal of forecasting
60
Journal of risk and financial management : JRFM
60
Labour economics : official journal of the European Association of Labour Economists
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
The European journal of finance
52
International journal of finance & economics : IJFE
51
Discussion paper
48
Econometric reviews
48
Discussion papers / CEPR
44
Quantitative finance
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of economic dynamics & control
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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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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
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:
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
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
Estimating and testing skewness in a stochastic
volatility
model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
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