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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~subject:"Volatilität"
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Volatilität
Estimation
441
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441
Forecasting model
244
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244
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Opschoor, Anne
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International journal of forecasting
Journal of empirical finance
Energy economics
157
Finance research letters
134
Applied economics
130
International review of economics & finance : IREF
120
Economic modelling
117
International review of financial analysis
106
Journal of econometrics
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
86
Working paper / National Bureau of Economic Research, Inc.
86
Applied economics letters
81
Applied financial economics
81
NBER working paper series
81
Working paper
80
Journal of international financial markets, institutions & money
75
Journal of international money and finance
74
NBER Working Paper
74
Research in international business and finance
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
The journal of futures markets
65
Discussion paper / Tinbergen Institute
61
Economics letters
60
CESifo working papers
58
Discussion paper / Centre for Economic Policy Research
52
Journal of risk and financial management : JRFM
52
International journal of finance & economics : IJFE
48
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial economics
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
34
Quantitative finance
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International journal of economics and finance
32
Journal of economic dynamics & control
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Journal of financial econometrics
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ECONIS (ZBW)
132
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1
Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
Saved in:
2
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
3
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
4
Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-327
Persistent link: https://www.econbiz.de/10003870060
Saved in:
5
On the macroeconomic causes of exchange rate volatility
Morana, Claudio
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 328-350
Persistent link: https://www.econbiz.de/10003870061
Saved in:
6
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
7
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
8
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
9
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
10
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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