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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
41,129
Volatilität
40,860
Theorie
16,378
Theory
15,964
Optionspreistheorie
14,846
Option pricing theory
14,385
Börsenkurs
10,039
Share price
9,894
Schätzung
9,889
Estimation
9,673
Capital income
7,561
ARCH-Modell
6,768
ARCH model
6,691
Modellierung
6,511
Welt
6,436
World
6,324
Aktienmarkt
6,024
Stock market
5,960
Scientific modelling
5,873
USA
5,716
United States
5,546
Stochastischer Prozess
5,541
Stochastic process
5,438
Prognoseverfahren
4,939
Forecasting model
4,856
Wechselkurs
4,843
Exchange rate
4,747
Rohstoffderivat
4,389
Commodity derivative
4,367
Zeitreihenanalyse
3,961
Derivat
3,862
Derivative
3,852
Time series analysis
3,852
Rohstoffmarkt
3,562
Portfolio-Management
3,548
Portfolio selection
3,523
Risk
3,469
Risiko
3,440
Optionsgeschäft
3,376
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Free
2,673
Undetermined
2,543
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Article
4,816
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2,774
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Article in journal
4,690
Aufsatz in Zeitschrift
4,690
Graue Literatur
1,055
Non-commercial literature
1,055
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1,029
Arbeitspapier
1,001
Aufsatz im Buch
121
Book section
121
Hochschulschrift
110
Thesis
86
Collection of articles written by one author
43
Sammlung
43
Conference paper
21
Konferenzbeitrag
21
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10
Collection of articles of several authors
8
Sammelwerk
8
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4
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4
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4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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English
7,558
German
19
Spanish
6
French
4
Italian
2
Czech
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Gupta, Rangan
104
Bollerslev, Tim
70
McAleer, Michael
56
Caporale, Guglielmo Maria
52
Diebold, Francis X.
48
Bouri, Elie
43
Bekaert, Geert
41
Andersen, Torben
33
Pierdzioch, Christian
30
Ma, Feng
28
McMillan, David G.
27
Spagnolo, Nicola
26
Todorov, Viktor
26
Bali, Turan G.
24
Chang, Chia-Lin
24
Lux, Thomas
24
Wang, Yudong
24
Engle, Robert F.
23
Yılmaz, Kamil
23
Chiang, Thomas C.
22
Gil-Alaña, Luis A.
22
Asai, Manabu
20
Christoffersen, Peter F.
20
Kumar, Dilip
20
Prokopczuk, Marcel
20
Zaremba, Adam
20
Zhang, Xiaoyan
20
Caporin, Massimiliano
19
Harvey, Campbell R.
19
Wohar, Mark E.
19
Campbell, John Y.
18
Demirer, Rıza
18
Andersen, Torben G.
17
Jacobs, Kris
17
Kočenda, Evžen
17
Meddahi, Nour
17
Zhang, Yaojie
17
Allen, David E.
16
Aït-Sahalia, Yacine
16
Balcilar, Mehmet
16
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National Bureau of Economic Research
82
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Svenska Handelshögskolan <Helsinki>
2
William Davidson Institute <Ann Arbor, Mich.>
2
American Finance Association
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Center for Economic Research <Tilburg>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Harvard Institute of Economic Research
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
Salomon Center
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Hong Kong / School of Economics and Finance
1
Universität Duisburg <1980-2002>
1
Universität Mannheim
1
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Published in...
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Finance research letters
170
International review of financial analysis
132
Journal of banking & finance
126
Journal of empirical finance
111
International review of economics & finance : IREF
109
Energy economics
105
Journal of financial economics
97
The North American journal of economics and finance : a journal of financial economics studies
97
Research in international business and finance
86
NBER working paper series
81
Applied economics
79
Applied financial economics
79
Journal of econometrics
73
Economic modelling
72
Journal of international financial markets, institutions & money
71
Working paper / National Bureau of Economic Research, Inc.
70
Pacific-Basin finance journal
65
Applied economics letters
64
NBER Working Paper
63
Journal of risk and financial management : JRFM
62
The European journal of finance
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
The journal of futures markets
43
Journal of forecasting
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Research paper series / Swiss Finance Institute
40
Working paper
40
Economics letters
39
Journal of financial markets
36
Journal of international money and finance
36
International journal of finance & economics : IJFE
35
Investment management and financial innovations
35
The journal of finance : the journal of the American Finance Association
35
Review of quantitative finance and accounting
34
The review of financial studies
34
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Discussion paper / Tinbergen Institute
31
Department of Economics working paper series
30
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Source
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ECONIS (ZBW)
7,561
EconStor
28
OLC EcoSci
1
Showing
1
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7,590
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date (newest first)
date (oldest first)
1
Volatility
returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
Saved in:
2
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
3
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
4
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
5
Nexus between returns in commodity market and equity market : a case of Indian steel industry
Memdani, Laila Amir
;
Kandukuri, Rajya Lakshmi
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
3
,
pp. 59-72
Persistent link: https://www.econbiz.de/10010401295
Saved in:
6
Commodity
volatility
breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
7
The Dynamics of Commodity Return Comovements
Prokopczuk, Marcel
-
2020
.
Volatility
comovements only react following the global financial crisis. Our results cast doubt on the persistence of the effects …
Persistent link: https://www.econbiz.de/10012837070
Saved in:
8
Extreme price moves : an INGARCH approach to model coexceedances in commodity markets
Algieri, Bernardina
;
Leccadito, Arturo
- In:
European review of agricultural economics
48
(
2021
)
4
,
pp. 878-914
Persistent link: https://www.econbiz.de/10012618810
Saved in:
9
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
10
Realized correlations, betas and
volatility
spillover in the agricultural commodity market : what has changed?
Bonato, Matteo
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
Saved in:
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