//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
~type_genre:"Statistik"
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
Who carries the burden of the...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
434
Schätzung
433
Capital income
142
Kapitaleinkommen
142
Theorie
128
Theory
128
Börsenkurs
99
Share price
99
Volatilität
87
Forecasting model
78
Prognoseverfahren
78
Deutschland
77
Germany
77
Portfolio selection
66
Portfolio-Management
66
USA
65
United States
65
Risikoprämie
64
Risk premium
64
Bank
50
CAPM
50
Welt
49
World
49
Aktienmarkt
47
Stock market
47
Anlageverhalten
45
Behavioural finance
45
Yield curve
40
Zinsstruktur
40
EU countries
35
EU-Staaten
35
Credit risk
31
Financial crisis
31
Finanzkrise
31
Kreditrisiko
31
Risk
30
Estimation theory
28
Geldpolitik
28
Monetary policy
28
more ...
less ...
Online availability
All
Undetermined
49
Type of publication
All
Article
87
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Sammlung
Statistik
Article in journal
87
Conference paper
1
Konferenzbeitrag
1
Language
All
English
87
Author
All
Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Hautsch, Nikolaus
2
Li, Junye
2
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Arismendi Zambrano, Juan Carlos
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barinov, Alexander
1
Beetsma, Roel
1
Beine, Michel
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berger, Tino
1
Bezemer, Dirk Johan
1
Bianchi, Robert
1
Bomfim, Antúlio N.
1
Bregantini, Daniele
1
Bremus, Franziska
1
Cai, Yijie
1
Cenedese, Gino
1
Cenesizoglu, Tolga
1
Chang, Charles
1
Chang, Ming-Jen
1
Chavez-Demoulin, Valerie
1
Chen, Jingjing
1
Chen, Shikuan
1
Chen, Sipeng
1
Chen, Yi-Hsuan
1
Chevapatrakul, Thanaset
1
Chiang, Thomas C.
1
Chien, Chih-Chung
1
Chin, Michael
1
Chiu, Ching Wai Jeremy
1
Chou, Ray Yeutien
1
more ...
less ...
Published in...
All
Journal of banking & finance
Energy economics
156
Finance research letters
135
Applied economics
130
Economic modelling
122
International review of economics & finance : IREF
119
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
Applied economics letters
83
Journal of empirical finance
83
Applied financial economics
81
Journal of international financial markets, institutions & money
75
Journal of international money and finance
75
Research in international business and finance
75
The journal of futures markets
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Economics letters
59
Journal of risk and financial management : JRFM
54
The European journal of finance
49
International journal of finance & economics : IJFE
48
International journal of forecasting
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
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of financial economics
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Quantitative finance
35
Pacific-Basin finance journal
34
International journal of economics and finance
33
Journal of economic dynamics & control
32
Journal of financial econometrics
32
International journal of economics and financial issues : IJEFI
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Econometric reviews
29
Global finance journal
29
Cogent economics & finance
28
Journal of financial markets
28
Journal of forecasting
28
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie
;
Chou, Ray Yeutien
;
Li, Dan
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
Saved in:
2
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
3
The degree of financial liberalization and aggregated stock-return volatility in emerging markets
Umutlu, Mehmet
;
Akdeniz, Levent
;
Altay-Salih, Aslihan
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 509-521
Persistent link: https://www.econbiz.de/10003951903
Saved in:
4
Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan
;
Chien, Chih-Chung
;
Chang, Ming-Jen
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
Saved in:
5
Comparing different explanations of the volatility trend
Rubin, Amir
;
Smith, Daniel R.
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1581-1597
Persistent link: https://www.econbiz.de/10009244937
Saved in:
6
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
7
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent
;
Liu, Junwei
;
Liu, Zhi
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
Saved in:
8
Portfolio frontiers with restrictions to tracking error volatility and value at risk
Palomba, Giulio
;
Riccetti, Luca
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2604-2615
Persistent link: https://www.econbiz.de/10009657621
Saved in:
9
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
10
Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino
;
Pozzi, Lorenzo
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->