//--> //--> //--> //-->
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:"International review of financial analysis"
~subject:"Volatility"
~subject:"Volatilität"
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
Model specification tests with...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
Theorie
446
Theory
446
Börsenkurs
80
Share price
80
Capital income
73
Kapitaleinkommen
73
Portfolio selection
67
Portfolio-Management
67
Estimation
62
Schätzung
61
CAPM
45
Forecasting model
45
Prognoseverfahren
45
Risk
44
Risiko
41
Aktienmarkt
40
Stock market
40
USA
40
United States
40
Financial market
37
Finanzmarkt
37
Risikomaß
28
Risikoprämie
28
Risk measure
28
Risk premium
28
Financial crisis
27
Finanzkrise
27
ARCH model
26
ARCH-Modell
26
Anlageverhalten
23
Behavioural finance
23
Time series analysis
23
Zeitreihenanalyse
23
Statistical distribution
22
Statistische Verteilung
22
Capital structure
21
Credit risk
21
Efficient market hypothesis
21
more ...
less ...
Online availability
All
Undetermined
44
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
An, Haizhong
2
Bouri, Elie
2
Gunaratne, Gemunu H.
2
McCauley, Joseph L.
2
Abad Díaz, David
1
Abdullah, Mohammad
1
Abedin, Mohammad Zoynul
1
Abid, Ilyes
1
Accioly, Victor Bello
1
Al-Gamrh, Bakr
1
Alam, Masud
1
Alexiou, Constantinos
1
Andreasson, Pierre
1
Antonakakis, Nikolaos
1
Ao, Zhu
1
Bams, Dennis
1
Banerjee, Ameet Kumar
1
Barunik, Jozef
1
Bassler, Kevin E.
1
Bekiros, Stelios
1
Brooks, Chris
1
Brooks, Robert
1
Cabrera, Gabriel
1
Cagliesi, Gabriella
1
Caloia, Francesco Giuseppe
1
Casalin, Fabrizio
1
Cassese, Gianluca
1
Chai, Yiwei
1
Cheang, Chi Wan
1
Chen, Yu-Lun
1
Chevallier, Julien
1
Choi, Daniel F. S.
1
Choi, Youngsoo
1
Choudhry, Taufiq
1
Chowdhury, Mohammad Ashraful Ferdous
1
Ciner, Cetin
1
Cipollini, Andrea
1
Daehwan, Kim
1
Daly, Kevin Edward
1
Dieci, Roberto
1
more ...
less ...
Published in...
All
International review of financial analysis
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
97
Economics letters
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
69
Journal of international money and finance
65
Energy economics
62
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Computational economics
47
Applied economics letters
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
42
The journal of futures markets
40
CREATES research paper
39
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the implied volatility surface : does market efficiency matter? ; An application to MIB30 index options
Cassese, Gianluca
;
Guidolin, Massimo
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 145-178
Persistent link: https://www.econbiz.de/10003320649
Saved in:
2
Empirically based modeling in financial economics and beyond, and spurious stylized facts
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
;
McCauley, Joseph L.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10003792190
Saved in:
3
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
4
Persistence of ex-ante volatility and the cross-section of stock returns
Simlai, Prodosh
- In:
International review of financial analysis
33
(
2014
),
pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
Saved in:
5
An analytical review of volatility metrics for bubbles and crashes
Vogel, Harold L.
;
Werner, Richard A.
- In:
International review of financial analysis
38
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011337638
Saved in:
6
Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq
;
Jayasekera, Ranadeva
- In:
International review of financial analysis
36
(
2014
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010530222
Saved in:
7
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
8
How do skilled traders change the structure of the market
Vacha, Lukas
;
Barunik, Jozef
;
Vošvrda, Miloslav S.
- In:
International review of financial analysis
23
(
2012
),
pp. 66-71
Persistent link: https://www.econbiz.de/10009690118
Saved in:
9
Quantifying volatility clustering in financial time series
Tseng, Jie-jun
;
Li, Sai-ping
- In:
International review of financial analysis
23
(
2012
),
pp. 11-19
Persistent link: https://www.econbiz.de/10009690145
Saved in:
10
Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->