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Search: subject_exact:"Aktienindex"
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Volatility
volatility
Aktienindex
9
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Brownlees, Christian
1
Cameron, James
1
Ceylan, Özcan
1
Engelmann, Bernd
1
Engle, Robert F.
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Fengler, Matthias R.
1
Gulati, Chandra M.
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Schwendner, Peter
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Journal of risk
Applied financial economics
25
International review of financial analysis
25
Finance research letters
23
The North American journal of economics and finance : a journal of financial economics studies
23
International review of economics & finance : IREF
22
The journal of futures markets
22
Applied economics letters
17
Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Applied economics
16
Journal of international financial markets, institutions & money
15
Discussion paper / Tinbergen Institute
13
Economic modelling
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Finance India : the quarterly journal of Indian Institute of Finance
12
International Journal of Energy Economics and Policy : IJEEP
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Energy economics
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Research in international business and finance
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The empirical economics letters : a monthly international journal of economics
11
International journal of forecasting
10
Journal of empirical finance
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Journal of forecasting
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Working paper
9
Cogent economics & finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of econometrics
8
Pacific-Basin finance journal
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Review of Pacific Basin financial markets and policies
8
Econometric Institute research papers
7
Economics letters
7
Afro-Asian Journal of Finance and Accounting : AAJFA
6
Econometric reviews
6
Financial innovation : FIN
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research bulletin / The Institute of Cost Accountants of India
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CESifo working papers
5
Emerging markets, finance and trade : EMFT
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
7
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1
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
2
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
Scaling by the square-root-of-time rule : an empirical investigation using five market indexes
Cameron, James
;
Gulati, Chandra M.
;
Lin, Yan-xia
- In:
Journal of risk
19
(
2016
)
2
,
pp. 61-80
Persistent link: https://www.econbiz.de/10013177083
Saved in:
4
Time-varying volatility asymmetry : a conditioned HAR-RV (CJ) EGARCH-M model
Ceylan, Özcan
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 21-49
Persistent link: https://www.econbiz.de/10010476249
Saved in:
5
Nonparametric forward-looking value-at-risk
Nossman, Marcus
;
Vilhelmsson, Anders
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013262928
Saved in:
6
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
7
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
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