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Journal of empirical finance
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ECONIS (ZBW)
486
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1
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486
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1
The economic value of
volatility
timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
2
Forecasting financial market
volatility
: sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
3
Target zones and conditional
volatility
: the role of realignments
Neely, Christopher J.
- In:
Journal of empirical finance
6
(
1999
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10001426341
Saved in:
4
European exchange rate
volatility
dynamics : an empirical investigation
Malik, Ali Khalil
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 187-215
Persistent link: https://www.econbiz.de/10002644058
Saved in:
5
Forecasting exchange rate
volatility
: the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo
;
Capistrán Carmona, Carlos
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 627-639
Persistent link: https://www.econbiz.de/10009700616
Saved in:
6
The information content of risk-neutral skewness for
volatility
forecasting
Byun, Suk Joon
;
Kim, Jun Sik
- In:
Journal of empirical finance
23
(
2013
),
pp. 142-161
Persistent link: https://www.econbiz.de/10010221765
Saved in:
7
Volatility
in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
8
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
9
Realizing the extremes :
estimation
of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
10
Bringing an elementary agent-based model to the data :
estimation
via GMM and an application to forecasting of asset price
volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
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