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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Theorie"
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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2
How candlestick features affect the performance of
volatility
forecasts : evidence from the stock market
Su, Jung-bin
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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3
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
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4
Long-memory and level shifts in the
volatility
of stock market return indices
Perron, Pierre
;
Qu, Zhongjun
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10008736221
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5
On the role of risk premia in
volatility
forecasting
Chernov, Mikhail
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
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6
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
Saved in:
7
A note on institutional hierarchy and
volatility
in financial markets
Alfarano, Simone
;
Milaković, Mishael
;
Raddant, Matthias
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 449-465
Persistent link: https://www.econbiz.de/10010243602
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8
Estimation of global systematic risk for securities listed in multiple markets
Ghai, Gauri L.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10001603194
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9
Is the covariance of international stock market returns regime dependent?
Jochum, Christian
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 247-268
Persistent link: https://www.econbiz.de/10001603505
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10
Validity of discrete-time stochastic
volatility
models in non-synchronous equity markets
Solibakke, Per Bjarte
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 420-448
Persistent link: https://www.econbiz.de/10001885422
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