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Capital income
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Gupta, Rangan
123
McMillan, David G.
57
Pierdzioch, Christian
54
Guidolin, Massimo
47
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46
Diebold, Francis X.
45
Timmermann, Allan
45
Zaremba, Adam
44
Bollerslev, Tim
40
Campbell, John Y.
40
Ma, Feng
39
Zhou, Guofu
39
Wang, Yudong
37
Bali, Turan G.
34
Bouri, Elie
32
Narayan, Paresh Kumar
31
Zhang, Yaojie
28
McAleer, Michael
27
Goyal, Amit
26
Titman, Sheridan
26
Ang, Andrew
25
Cakici, Nusret
25
Warnock, Francis E.
25
Guo, Hui
24
Bekaert, Geert
23
Caporale, Guglielmo Maria
23
Ferson, Wayne E.
23
Christoffersen, Peter F.
21
Lakonishok, Josef
21
Poterba, James M.
21
Salisu, Afees A.
21
Wu, Chunchi
21
Curcuru, Stephanie E.
20
Engsted, Tom
20
Goetzmann, William N.
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20
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18
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18
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The Wharton Financial Institutions Center
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Harvard Institute of Economic Research
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INSEAD-Wharton Alliance Center for Global Research & Development
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American Management Association / Finance Division
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of Chicago / Research Dept
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Working paper / National Bureau of Economic Research, Inc.
278
The journal of finance : the journal of the American Finance Association
263
The review of financial studies
211
Journal of financial economics
196
Journal of banking & finance
176
Finance research letters
174
Journal of empirical finance
140
International review of financial analysis
137
Journal of financial and quantitative analysis : JFQA
130
International review of economics & finance : IREF
113
Applied financial economics
98
The journal of real estate finance and economics
91
International journal of forecasting
88
Journal of forecasting
86
The North American journal of economics and finance : a journal of financial economics studies
85
Pacific-Basin finance journal
79
Review of quantitative finance and accounting
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Applied economics
66
NBER working paper series
66
The European journal of finance
66
Finance and economics discussion series
59
Energy economics
58
The journal of futures markets
58
Journal of econometrics
56
The journal of business : B
55
Applied economics letters
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Journal of international financial markets, institutions & money
53
Economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Economic modelling
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The financial review : the official publication of the Eastern Finance Association
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Journal of economics and finance
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NBER Working Paper
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Research in international business and finance
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ECONIS (ZBW)
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1
A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
Saved in:
2
Forecasting the density of oil futures returns using model-free implied volatility and high-frequency data
Ielpo, Florian
;
Sévi, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010432122
Saved in:
3
Forecasting volatility and market returns using the CBOE Volatility Index and its options
Stanley, Spencer T.
;
Trainor, William J.
- In:
The journal of investment strategies
10
(
2021
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10013270053
Saved in:
4
Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
Saved in:
5
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
6
Forecasting extreme volatility of FTSE-100 with model free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) option implied volatility indices
Markose, Sheri M.
;
Yue Peng
;
Alentorn, Amadeo
-
2012
Persistent link: https://www.econbiz.de/10009544687
Saved in:
7
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
8
Understanding index option returns
Broadie, Marc
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
Saved in:
9
Understanding index option returns
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
-
2007
Persistent link: https://www.econbiz.de/10003473633
Saved in:
10
Market expectations and probability distributions implicit in option prices
McIntyre, Michael
;
Nitani, Miwako
- In:
International business and economics research journal
3
(
2004
)
10
,
pp. 17-30
Persistent link: https://www.econbiz.de/10002518130
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