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~isPartOf:"Applied economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
USA
1,776
United States
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Estimation
345
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345
Theorie
268
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268
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140
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Bouri, Elie
4
Gupta, Rangan
4
Bahmani-Oskooee, Mohsen
3
Hammoudeh, Shawkat
3
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Freund, Steven
2
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2
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2
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2
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2
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2
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2
Yoon, Seong-min
2
Agca, Senay
1
Agrawal, Deepak
1
Ahmed, Mohamed S.
1
Alhadab, Mohammad
1
Anderson, Randy I.
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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Applied economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of futures markets
128
The review of financial studies
81
Journal of banking & finance
59
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
49
Journal of financial and quantitative analysis : JFQA
46
Energy economics
45
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of empirical finance
38
International review of financial analysis
35
Journal of financial economics
35
International review of economics & finance : IREF
32
Finance research letters
30
The review of economics and statistics
30
Economic modelling
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of international financial markets, institutions & money
29
Economics letters
27
Journal of international money and finance
27
Journal of money, credit and banking : JMCB
26
Journal of econometrics
24
Journal of economics & business
24
The American economic review
24
Global finance journal
23
Applied economics letters
22
The journal of real estate finance and economics
20
Journal of economics and finance
19
Journal of applied econometrics
17
Journal of multinational financial management
17
Research in international business and finance
17
Econometric reviews
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of risk and financial management : JRFM
16
The journal of fixed income
16
Review of quantitative finance and accounting
15
American journal of agricultural economics
14
Journal of monetary economics
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ECONIS (ZBW)
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1
Cyclical expenditure policy, output volatility and economic growth
Badinger, Harald
- In:
Applied economics
44
(
2012
)
7/9
,
pp. 835-851
Persistent link: https://www.econbiz.de/10009569406
Saved in:
2
An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M.
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
Saved in:
3
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
4
Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik
;
Coughenour, Jay F.
;
Seguin, Paul John
- In:
The journal of derivatives : the official publication …
4
(
1996
)
2
,
pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
Saved in:
5
Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
Saved in:
6
A regression analysis of the effects of option introduction on stock variances
Freund, Steven
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
Saved in:
7
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
8
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
9
The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Saved in:
10
Third-country exchange rate volatility and Japanese–US trade : evidence from industry-level data
Bahmani-Oskooee, Mohsen
;
Hegerty, Scott W.
;
Xi, Dan
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1452-1462
Persistent link: https://www.econbiz.de/10011456586
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