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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Modellierung
5,942
Scientific modelling
5,870
Theorie
2,779
Theory
2,742
Volatilität
1,395
Volatility
1,361
Stochastischer Prozess
1,100
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1,075
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1,003
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992
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986
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979
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971
stochastic volatility
962
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920
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916
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815
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815
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805
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804
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modeling
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333
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10
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6
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4
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German
2
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Tauchen, George Eugene
12
Bollerslev, Tim
9
Todorov, Viktor
8
Sizova, Natalia
6
Allen, David E.
5
Asai, Manabu
5
Gagliardini, Patrick
5
McAleer, Michael
5
Omori, Yasuhiro
5
Scaillet, Olivier
5
Zhang, Xiaoyan
5
Catania, Leopoldo
4
Hodrick, Robert J.
4
Li, Jia
4
Liu, Laura Xiaolei
4
Nonejad, Nima
4
Yamauchi, Yuta
4
Zhang, Lu
4
Aboura, Sofiane
3
Ahoniemi, Katja
3
Andersen, Torben
3
Ardia, David
3
Baum, Christopher F.
3
Bodnar, Gordon M.
3
Breitung, Jörg
3
Chen, Jo-hui
3
Chen, Liyuan
3
Hartkopf, Jan Patrick
3
Ju, Nengjiu
3
Kumar, Dilip
3
Lanne, Markku
3
Liao, Yin
3
Liesenfeld, Roman
3
Miao, Jianjun
3
Mykland, Per A.
3
Nippel, Peter
3
Ossola, Elisa
3
Ravazzolo, Francesco
3
Rodrigues, Paulo Jorge Maurício
3
Rodriguez, Gabriel
3
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National Bureau of Economic Research
3
Judge Institute of Management Studies
1
University of Hong Kong / School of Economics and Finance
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Finance research letters
11
Journal of econometrics
11
Journal of financial economics
11
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Economic modelling
7
Journal of empirical finance
7
International review of financial analysis
6
Quantitative finance
6
Discussion paper / Tinbergen Institute
5
Journal of economic dynamics & control
5
Journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
5
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy economics
4
International review of economics & finance : IREF
4
Research in international business and finance
4
Research paper series / Swiss Finance Institute
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Swiss Finance Institute Research Paper
4
Asia-Pacific financial markets
3
ERID working paper
3
Econometric reviews
3
Econometrics : open access journal
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Economics letters
3
Global business & economics review
3
Global business review
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
NBER Working Paper
3
NBER working paper series
3
Pacific-Basin finance journal
3
Review of finance : journal of the European Finance Association
3
The European journal of finance
3
Theoretical economics letters
3
Applied economics letters
2
CBN journal of applied statistics
2
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ECONIS (ZBW)
333
EconStor
2
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1
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
Saved in:
2
A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu
;
Zhou, Hai-Lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
Saved in:
3
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
4
Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.
;
Cohen, Michael
;
Boulter, Terry
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
Saved in:
5
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
Saved in:
6
Sequential learning of cryptocurrency volatility dynamics : evidence based on a stochastic volatility model with jumps in returns and volatility
Huang, Jing-Zhi
;
Huang, Zhijian
;
Xu, Li
- In:
The quarterly journal of finance
11
(
2021
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012649885
Saved in:
7
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
8
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
9
Identifying the volatility risk price through the leverage effect
Cheng, Xu
;
Renault, Eric
;
Sangrey, Paul
-
2024
-
This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927
Saved in:
10
Leverage effect in cryptocurrency markets
Huang, Jing-Zhi
;
Ni, Jun
;
Xu, Li
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013389124
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