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ASYMPTOTIC ANALYSIS FOR FOREIG...
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Capital income
Stochastic volatility
1,000
Volatilität
994
stochastic volatility
959
Volatility
958
Stochastischer Prozess
873
Stochastic process
850
Optionspreistheorie
433
Option pricing theory
429
Theorie
396
Theory
366
Schätzung
357
Estimation
350
Zeitreihenanalyse
213
Bayesian inference
209
Stochastic Volatility
205
Time series analysis
203
Bayes-Statistik
199
Prognoseverfahren
170
Forecasting model
163
VAR-Modell
160
VAR model
153
Monte Carlo simulation
144
Stochastische Volatilität
144
Monte-Carlo-Simulation
126
Derivat
124
Derivative
123
ARCH-Modell
116
Kapitaleinkommen
112
Börsenkurs
111
Markov chain
109
ARCH model
108
Markov-Kette
106
Share price
106
Risiko
101
Risk
101
Konjunktur
100
Schätztheorie
100
Business cycle
99
Estimation theory
97
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Undetermined
70
Free
23
Type of publication
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Article
94
Book / Working Paper
16
Type of publication (narrower categories)
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Article in journal
90
Aufsatz in Zeitschrift
90
Graue Literatur
15
Non-commercial literature
15
Arbeitspapier
14
Working Paper
14
Aufsatz im Buch
3
Book section
3
Hochschulschrift
1
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Language
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English
110
Author
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Tauchen, George Eugene
7
Todorov, Viktor
6
Omori, Yasuhiro
5
Li, Jia
4
Yamauchi, Yuta
4
Asai, Manabu
3
McAleer, Michael
3
Rodriguez, Gabriel
3
Ahsan, Nazmul
2
Allen, David E.
2
Andersen, Torben
2
Breitung, Jörg
2
Chang, Chia-Lin
2
Davies, Robert
2
Dufour, Jean-Marie
2
Guidolin, Massimo
2
Hafner, Christian M.
2
Huang, Jing-Zhi
2
Karlsson, Sune
2
Leippold, Markus
2
Mazur, Stepan
2
Nguyen, Hoang
2
Nonejad, Nima
2
Ravazzolo, Francesco
2
Renault, Eric
2
Rodrigues, Paulo Jorge Maurício
2
Sasaki, Hiroshi
2
Seeger, Norman
2
Varneskov, Rasmus Tangsgaard
2
Xu, Li
2
Yang, Hanlin
2
Abadir, Karim Maher
1
Adam, Tomáš
1
Agarwal, Ankush
1
Al-Deehani, Talla
1
Alanya, Willy
1
Alghalith, Moawia
1
Andersen, Torben G.
1
Andreasen, Martin Møller
1
Bagnied, Mohsen
1
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Journal of econometrics
9
Finance research letters
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Journal of economic dynamics & control
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Asia-Pacific financial markets
2
CIRJE discussion papers / F series
2
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Econometrics : open access journal
2
Economic modelling
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of risk and financial management : JRFM
2
Pacific-Basin finance journal
2
Review of finance : journal of the European Finance Association
2
Annals of finance
1
CORE discussion papers : DP
1
CREATES research paper
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Documento de trabajo
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
Handbook of economic forecasting ; 1
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
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ECONIS (ZBW)
110
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1
Common risk factors in cross-sectional FX options returns
Zhang, Xuanchen
;
So, Raymond H. Y.
;
Driouchi, Tarik
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
3
,
pp. 897-944
Persistent link: https://www.econbiz.de/10015046169
Saved in:
2
Does investor sentiment differently affect stocks in different sectors? : evidence from China
Niu, Hongli
;
Lu, Yao
;
Wang, Weiqing
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 3224-3244
Persistent link: https://www.econbiz.de/10014452289
Saved in:
3
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Xu, Chao
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
4
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:
5
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
6
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
7
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
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8
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
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9
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
10
Return and volatility linkages among G-7 and selected emerging markets
Bhuyan, Rafiq
;
Elian, Mohammad I.
;
Bagnied, Mohsen
; …
- In:
International journal of economics and finance
7
(
2015
)
6
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011335029
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