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:"Discussion paper series"
~isPartOf:"Journal of banking & finance"
~person:"Becker, Ralf"
~person:"Branger, Nicole"
~person:"Faff, Robert W."
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
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
9
Volatilität
9
Theorie
5
Theory
5
Portfolio selection
3
Portfolio-Management
3
Aktienindex
2
Börsenkurs
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
USA
2
United States
2
1990-2003
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Asset allocation
1
CAPM
1
Commonality in liquidity
1
Earnings announcement
1
Earnings announcements
1
Estimation
1
Estimation theory
1
Forecasting model
1
Gewinn
1
Gewinnprognose
1
Implied moments
1
Index futures
1
Index-Futures
1
Informational efficiency
1
Informationseffizienz
1
Jump-implied variance contribution index
1
Jumps
1
Learning
1
Liquidity
1
Liquidität
1
Market prices of risk
1
Optimal exposures
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Becker, Ralf
Branger, Nicole
Faff, Robert W.
Prokopczuk, Marcel
9
Skiadopoulos, George
8
Sensier, Marianne
7
Dijk, Dick van
6
Agénor, Pierre-Richard
5
Clements, Adam
5
Miffre, Joëlle
5
Osborn, Denise R.
5
Taylor, Stephen
5
Bianchi, Robert
4
Chang, Eric Chieh
4
Jiang, George J.
4
Kearney, Colm
4
Wese Simen, Chardin
4
Alexander, Carol
3
Blackburn, Keith
3
Christiansen, Charlotte
3
Doran, James S.
3
Driessen, Joost
3
Ederington, Louis H.
3
Fan, John Hua
3
Fernandez-Perez, Adrian
3
Fuertes, Ana María
3
Konstantinidi, Eirini
3
Kostakis, Alexandros
3
Li, Junye
3
Neanidis, Kyriakos C.
3
Paschke, Raphael
3
Peterson, David R.
3
Pinegar, J. Michael
3
Varvarigos, Dimitrios
3
Ahmed, Shamim
2
Aitken, Michael J.
2
Alizadeh-Masoodian, Amir H.
2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Back, Janis
2
more ...
less ...
Published in...
All
Discussion paper series
Journal of banking & finance
NCER working paper series
6
Journal of economic dynamics & control
5
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
4
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Economic modelling
2
Energy economics
2
International Journal of Managerial Finance
2
International journal of forecasting
2
NCER Working Paper Series
2
Review of quantitative finance and accounting
2
SAFE working paper
2
Accounting research journal
1
Applied economic perspectives and policy
1
Australian economic papers
1
Australian journal of management
1
Econometrics : open access journal
1
Finance research letters
1
International Journal of Accounting & Information Management
1
International Journal of Accounting and Information Management
1
International journal of theoretical and applied finance
1
International review of finance
1
Journal of accounting & management information systems : JAMIS
1
Journal of business finance & accounting : JBFA
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
1
Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
SAFE Working Paper
1
Stock market volatility
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A cholesky-MIDAS model for predicting stock portfolio
volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008648672
Saved in:
2
Does implied
volatility
provide any information beyond that captured in model-based
volatility
forecasts?
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
Saved in:
3
Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1591
Persistent link: https://www.econbiz.de/10009616465
Saved in:
4
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
5
The jump component of S&P 500
volatility
and the VIX index
Becker, Ralf
;
Clements, Adam
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
Saved in:
6
Optimal portfolios when
volatility
can jump
Branger, Nicole
;
Schlag, Christian
;
Schneider, Eva
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1087-1097
Persistent link: https://www.econbiz.de/10003733829
Saved in:
7
An evaluation of
volatility
forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
8
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
9
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
