//--> //--> //--> //-->
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 financial economics"
~subject:"Share price"
~subject:"Volatility"
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_exact:"Trend-cycle estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Volatility
Time series analysis
34
Zeitreihenanalyse
34
Theorie
19
Theory
19
Capital income
15
Kapitaleinkommen
15
Volatilität
13
Estimation
12
Forecasting model
12
Prognoseverfahren
12
Schätzung
12
Börsenkurs
10
USA
10
United States
10
CAPM
9
Risikoprämie
8
Risk premium
8
Portfolio selection
5
Portfolio-Management
5
Asset pricing
4
Yield curve
4
Zinsstruktur
4
ARCH model
3
ARCH-Modell
3
Factor analysis
3
Factor models
3
Faktorenanalyse
3
International financial market
3
Internationaler Finanzmarkt
3
Method of moments
3
Momentenmethode
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
Welt
3
World
3
Derivat
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Bai, Jennie
1
Bali, Turan G.
1
Bardgett, Chris
1
Bollerslev, Tim
1
Boons, Martijn
1
Brandt, Michael W.
1
Calvet, Laurent E.
1
Campbell, John Y.
1
Christensen, Kimberly
1
Cremers, Martijn
1
Fisher, Adlai
1
Fleckenstein, Matthias
1
Gandhi, Priyank
1
Goulding, Christian L.
1
Gourier, Elise
1
Harvey, Campbell R.
1
Hentschel, Ludger
1
Jacobs, Kris
1
Kang, Qiang
1
Karoui, Lotfi
1
Leippold, Markus
1
Lewellen, Jonathan
1
Mazzoleni, Michele G.
1
Moskowitz, Tobias J.
1
Ooi, Yao Hua
1
Oomen, Roel C. A.
1
Osterrieder, Daniela
1
Pan, Jun
1
Paye, Bradley S.
1
Pedersen, Lasse Heje
1
Pettenuzzo, Davide
1
Pitkäjärvi, Aleksi
1
Podolskij, Mark
1
Sizova, Natalia
1
Suominen, Matti
1
Tauchen, George Eugene
1
Timmermann, Allan
1
Vaittinen, Lauri
1
Valkanov, Rossen I.
1
Wen, Quan
1
more ...
less ...
Published in...
All
Journal of financial economics
Journal of econometrics
109
Discussion paper / Tinbergen Institute
79
Energy economics
74
Economic modelling
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
International journal of forecasting
64
Journal of empirical finance
61
Finance research letters
55
Economics letters
45
The North American journal of economics and finance : a journal of financial economics studies
41
Applied economics
40
Journal of forecasting
40
International review of economics & finance : IREF
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Econometric reviews
35
International review of financial analysis
35
Journal of banking & finance
34
Journal of risk and financial management : JRFM
31
Quantitative finance
31
Computational economics
30
Research in international business and finance
29
CREATES research paper
28
Journal of financial econometrics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Working paper
28
Applied financial economics
26
CESifo working papers
23
SFB 649 discussion paper
22
Applied economics letters
20
Econometrics : open access journal
20
Journal of economic dynamics & control
20
Journal of international financial markets, institutions & money
20
NBER working paper series
20
Economics working paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International journal of economics and financial issues : IJEFI
17
NBER Working Paper
17
Working paper / National Bureau of Economic Research, Inc.
17
CAMA working paper series
16
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
2
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
5
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Saved in:
6
State variables, macroeconomic activity, and the cross section of individual stocks
Boons, Martijn
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 489-511
Persistent link: https://www.econbiz.de/10011589914
Saved in:
7
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
9
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
10
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->